Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61674
Forum: 38 · Topic 61674 · 1 post(s)
Alexander.Gettinger · Tue Jan 06, 2015 11:50 am
Formula: TD_I = 100*High_Avg/(High_Avg+Low_Avg), where High_Avg = MVA(High_Diff) with [Length] number of periods, Low_Avg = MVA(Low_Diff) with [Length] number of periods, High_Diff[i] = High[i]-High[pos-Shift], Low_Diff[i] = Low[i-Shift]-Low[i].
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