Regularized EMA by Chris Satchwell
Posted: 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: