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Regularized EMA by Chris Satchwell
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59636
Forum: 38 · Topic 59636 · 1 post(s)
Regularized EMA by Chris Satchwell
Alexander.Gettinger · Wed Oct 09, 2013 5:34 pm
Formulas: REMA[i] = (REMA[i-1](1+2Lambda)+Alpha(Price[i]-REMA[i-1])-LambdaREMA[i-2])/(1+Lambda), where Alpha=2/(Length+1), Lambda=0.5.
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