11. DEMA - Double Exponential Moving Average by Patrick Mulloy
Please, install the 'DEMA' indicator:
viewtopic.php?f=38&t=20396DEMA[i]=2*D1[i]-D2[i], where
D1[i]=D1[i-1]+2*(Price[i]-D1[i-1])/(1+N),
D2[i]=D2[i-1]+2*(D1[i]-D2[i-1])/(1+N).
12. T3 - T3 by T.Tillson
Please, install the 'T3_MA' indicator:
viewtopic.php?f=38&t=63063T3[i]=DEMA(i,DEMA2), where
DEMA2[i]=DEMA(i,DEMA1),
DEMA1[i]=DEMA(i,Price),
DEMA - Double Exponential Moving Average
13. ITrend - Instantaneous Trendline by J.Ehlers
Please, install the 'ITrendMA' indicator:
viewtopic.php?f=38&t=59635ITrend[i]=(Price[i]+2*Price[i-1]+Price[i-2])/4 for i<=7,
ITrend[i]=(Alpha-0.25*Alpha*Alpha)*Price[i]+0.5*Alpha*Alpha*Price[i-1]-(Alpha-0.75*Alpha*Alpha)*Price[i-2]+2*(1-Alpha)*ITrend[i-1]-(1-Alpha)*(1-Alpha)*ITrend[i-2] for i>7, where
Alpha=2/(N+1)
14. Median - Moving Median
Please, install the 'MedianMA' indicator:
viewtopic.php?f=38&t=20876Set of the prices (Price[i], Price[i-1], …, Price[i-N]) is sorted (on increase or decrease) and take value from of the set (N/2).
15. GeoMean - Geometric Mean
Please, install the 'GeoMin_MA' indicator:
viewtopic.php?f=38&t=20877GeoMean[i]=Price[i]^(1/N)*Price[i-1]^(1/N)*…*Price[i-N+1]^(1/N).
16. REMA - Regularized EMA by Chris Satchwell
Please, install the 'REMA' indicator:
viewtopic.php?f=38&t=59636REMA[i]=(REMA[i-1]*(1+2*Lambda)+Alpha*(Price[i]-REMA[i-1])-Lambda*REMA[i-2])/(1+Lambda), where
Alpha=2/(N+1),
Lambda=0.5.
17. ILRS - Integral of Linear Regression Slope
Please, install the 'ILRS_MA' indicator:
viewtopic.php?f=38&t=59963ILRS[i]=(N*Sum1-Sum*Sumy)/(Sum*Sum-N*Sum2)+MVA(I,N), where
Sum=N*(N-1)*0.5,
Sum2=N*(N-1)*(2*N-1)/6,
Sum1=1*Price[i-1]+2*Price[i-2]+…+(N-1)*Price[i-N+1],
Sumy=Price[i]+Price[i-1]+…+Price[i-N+1],
MVA(i,N) – Simple Moving Average.
18. IE/2 - Combination of LSMA and ILRS
Please, install the 'IE2_MA' indicator:
viewtopic.php?f=38&t=59964IE/2=(ILRS+LSMA)/2
19. TriMAgen - Triangular Moving Average generalized by J.Ehlers
Please, install the 'TriMAgen' indicator:
viewtopic.php?f=38&t=59965TriMAgen[i]=Sum/(len+1), where
Sum=MVA(i,len)+MVA(i-1,len)+…+MVA(i-len,len), where
MVA(i,N) – Simple Moving Average,
len=(N+1)/2.
20. JSmooth - Smoothing by Mark Jurik
Please, install the 'JSmooth_MA' indicator:
viewtopic.php?f=38&t=59966JSmooth[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*N/(0.45*(N-1)+2).