fxcodebase-backup
Mean reversion
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=64337
Forum: 38 · Topic 64337 · 1 post(s)
Mean reversion
Alexander.Gettinger · Wed Jan 25, 2017 1:22 pm
Formulas: DN[i] - lowest price at range from (i-Length+1) to (i), UP[i] - highest price at range from (i-Length+1) to (i), DM - median value between DN and UP, MA - Simple moving average from Close price with [MA_Length] number of periods.
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