fxcodebase-backup
Trend Detection Index
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59345
Forum: 38 · Topic 59345 · 1 post(s)
Trend Detection Index
Alexander.Gettinger · Thu Aug 29, 2013 10:42 am
Original LUA oscillator: http://fxcodebase.com/code/viewtopic.ph … 3811572bd4.
Formulas: Direction[i] = Sum(Mom) from (i-Length+1) to (i), TDI[i] = F+H-G, where Mom[i] = Price[i]-Price[i-Length], F = Abs(Direction), H = Sum(Abs(Mom)) from (i-Length+1) to (i), G = Sum(Abs(Mom)) form (i-2*Length+1) to (i).
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