Formulas:
XMA[i] = MA[i], if Abs(MA[i]-MA[i-1])>=Step, else
XMA[i] = XMA[i-1], where
MA - moving average with [Length] number of periods and [Method] type,
Abs - absolute value.
Download:
XMA_JS.jsl- (2.54 KiB) Downloaded 486 times
Digital adaptive Moving Average (XMA)
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Digital adaptive Moving Average (XMA)
by Alexander.Gettinger » Tue Aug 07, 2018 12:24 pm
Digital adaptive Moving Average XMA calculate Moving Averages with a digital filter.
Formulas:
XMA[i] = MA[i], if Abs(MA[i]-MA[i-1])>=Step, else
XMA[i] = XMA[i-1], where
MA - moving average with [Length] number of periods and [Method] type,
Abs - absolute value.
Download:
Formulas:
XMA[i] = MA[i], if Abs(MA[i]-MA[i-1])>=Step, else
XMA[i] = XMA[i-1], where
MA - moving average with [Length] number of periods and [Method] type,
Abs - absolute value.
Download:
- Alexander.Gettinger
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