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Polarized Fractal Efficiency (PFE)
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61627
Forum: 38 · Topic 61627 · 1 post(s)
Polarized Fractal Efficiency (PFE)
Alexander.Gettinger · Mon Dec 22, 2014 10:33 am
Original LUA oscillators: viewtopic.php?f=17&t=2921.
Formulas: PFE = EMA(B) with [MA_Length] number of periods, where B = 100z, if Close[i]>Close[i-ROC_Long_Length], else B = -100z, z = Sqrt(ROC_LongROC_Long+100)/(Sqrt(ROC_ShortROC_Short+1)+PDS), ROC_Long[i] = 100(Close[i]/Close[i-ROC_Long_Length]-1), ROC_Short[i] = 100(Close[i]/Close[i-ROC_Short_Length]-1).
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