Least Square Moving Average

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Least Square Moving Average

Postby Alexander.Gettinger » Wed Oct 09, 2013 10:01 am

Formulas:
LSMA[i]=Sum/L2, where
Sum[i] = (Length-N)*Price[i]+(Length-N-1)*Price[i-1]+…+(1-N)*Price[i-Length+1],
N = (Length+1)/3,
L2 = Length*(Length+1)/6.

LSMA_MQL.PNG


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Alexander.Gettinger
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