JSmooth moving average

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JSmooth moving average

Postby Alexander.Gettinger » Mon Nov 25, 2013 2:40 pm

JSmooth - Smoothing by Mark Jurik.

Formulas:
JSmooth[i]=J5[i], where
J5[i]=J5[i-1]+J4[i],
J4[i]=(J3[i]-J5[i-1])*(1-Alpha)*(1-Alpha)+J4[i-1]*Alpha*Alpha,
J3[i]=J1[i]+J2[i],
J2[i]=(Price[i]-J1[i])*(1-Alpha)+J2[i-1]*Alpha,
J1[i]=Price[i]*(1-Alpha)+J1[i-1]*Alpha,
Alpha=0.45*Length/(0.45*(Length-1)+2).

JSmooth_MA_MQL.PNG


Download:
JSmooth_MA.mq4
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Alexander.Gettinger
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