Double smoothed stochastic of MACD

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Double smoothed stochastic of MACD

Postby Alexander.Gettinger » Tue May 01, 2018 1:56 pm

Formulas:
DSS[i] = DSS[i-1]+Beta*(DDS3-DSS[i-1]),
Signal[i] = Signal[i-1]+Alpha*(DSS[i]-Signal[i-1]), where
DDS3 = 100*(DDS2-Min2)/(Max2-Min2),
Max, Min - maximum and minimum values of DDS2 at range from (i-Stoch_Length+1) to (i),
DDS2[i] = DDS2[i-1]+Beta*(DDS1-DDS2[i-1]),
DDS1 = 100*(MACD-Min1)/(Max1-Min1),
Max1. Min1 - maximum and minimum values of MACD at range from (i-Stoch_Length+1) to (i),
Alpha = 2/(1+Signal_EMA),
Beta = 2/(1+Smooth_EMA).

Smoothed_Stochastic_Of_Smoothed_Stochastic_Of_MACD.PNG


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