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Corrected Moving Average
December 26, 2015, 3:45 PM
Indicators
2 Comments
Corrected Average indicator by A.Uhl (also known as the “Optimal Moving Average“).
The strengths of the corrected Average (CA) is that the current value of the time series must exceed a the current volatility-dependent threshold, so that the filter increases or falls, avoiding false signals in trend is weak phase.
– by Prof. A.Uhl –
This moving average have the advantage to avoid some whipsaws. It can also act as support and resistance line.
//parameters :
// length = 35
if(barindex>length) then
n=length
SA = average[n](close)
v1 = SQUARE(STD[n](close))
v2 = SQUARE(CA[1]-SA)
if(v2<v1) then
k=0
else
k=1-v1/v2
CA=CA[1]+K*(SA-CA[1])
endif
endif
RETURN CA as "corrected moving average"
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Filename:
Corrected-Moving-Average.itf
Downloads:
142
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Bonjour Nicolas, j'ai une question à propos de ce code, il faut que je la pose en anglais car votre texte d'accompagnement est en anglais ? Merci