JackTheBlack
-
Posts
1 -
Joined
-
Last visited
Content Type
Profiles
Forums
Blogs
Gallery
Downloads
Events
Everything posted by JackTheBlack
-
m = floor(Offset*(Length-1)); s = Length/Sigma; Wtd = 0; WtdSum = 0; WtdCum = 0; for j = 0 to Length-1 begin Wtd = ExpValue(-(j-m)*(j-m)/(2*s*s)); WtdSum = WtdSum + Price[Length-1-j] * Wtd; WtdCum = WtdCum + Wtd; end; ALMA = WtdSum/WtdCum; source (with other formulas for SuperSmoother, Kalman, etc): www.advantagetrading.net/adv-filters.html