Median moving average

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Median moving average

Postby Alexander.Gettinger » Thu Jul 05, 2012 5:03 pm

For calculation of Median MA set of the prices (Price[i], Price[i-1], …, Price[i-N]) is sorted (on increase or decrease) and take value with index ((N-1)/2) from the set (for odd N) or (Value[N/2]+Value[N/2+1])/2 (for even N).

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Alexander.Gettinger
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