REMA[i] = (REMA[i-1]*(1+2*Lambda)+Alpha*(Price[i]-REMA[i-1])-Lambda*REMA[i-2])/(1+Lambda), where
Alpha=2/(Length+1),
Lambda=0.5.
Download:
REMA.mq4- (1.6 KiB) Downloaded 1111 times
Regularized EMA by Chris Satchwell
Moderator: admin
Regularized EMA by Chris Satchwell
by Alexander.Gettinger » Wed Oct 09, 2013 5:34 pm
Formulas:
REMA[i] = (REMA[i-1]*(1+2*Lambda)+Alpha*(Price[i]-REMA[i-1])-Lambda*REMA[i-2])/(1+Lambda), where
Alpha=2/(Length+1),
Lambda=0.5.
Download:
REMA[i] = (REMA[i-1]*(1+2*Lambda)+Alpha*(Price[i]-REMA[i-1])-Lambda*REMA[i-2])/(1+Lambda), where
Alpha=2/(Length+1),
Lambda=0.5.
Download:
- Alexander.Gettinger
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