R-squared adaptive Exponential Moving Average

v10.3
R-squared adaptive Exponential Moving Average

The R-squared adaptive EMA indicator is made of different curves drawn on price chart. The main concept behind this new moving average is the capability to adapt its period thanks to the comparison made with the coefficient of determination / average of the least squares with an exponential moving average.

The adaptive formula will tend to make the MA the more precise to the current price direction from the last X “Period”.

Another great idea of this indicator is to draw “floating levels” above or below the EMA which are calculated with percentage of the highest and lowest values of the EMA within the last Y “flLookBack” periods.

The adaptive function code of this indicator can be use in many other indicators and new original concept, I suppose I’ll post more of them into the library in the future days/weeks.

The original idea came from forex-tsd forum, author: mladen.

 

 

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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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  1. Sofitech • 01/25/2017 #

    Ce code n’est valable que sur la V10.3 ? sur le 10.2 il y a une erreur de syntaxe dans le ficher visiblement

    • Nicolas • 01/25/2017 #

      Oui en effet, c’est un indicateur “10.3” à cause uniquement de la mise en forme des courbes à la ligne RETURN.

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