fxcodebase-backup
Solar Winds
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=68169
Forum: 38 · Topic 68169 · 1 post(s)
Solar Winds
Apprentice · Mon Mar 25, 2019 9:45 am
Based on TS2/JavaScript viewtopic.php?f=48&t=65589
SW[i]=(ln((1+Value[i])/(1-Value[i]))+SW[i-1])/2, where ln - natural logarithm, Value[i]=(((Median price[i] - MinP)/(MaxP-MinP)-0.5)+Value[i-1])*2/3, MinP, MaxP - minimum and maximum prices in the range from (i-Period) to i.