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3398
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Publié:
2018.06.18 13:56
HWC.mq5 (12.15 KB) afficher
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Channel indicator HWC (Holt-Winters Channel) based on HWMA - a three-parameter moving average calculated by the method of Holt-Winters.

It has six input parameters:

  • nA - parameter of the equation that describes a smoothed series (from 0 to 1);
  • nB - parameter of the equation to assess the trend (from 0 to 1);
  • nC - parameter of the equation to assess seasonality (from 0 to 1);
  • nD - parameter of the channel equation (from 0 to 1);
  • Multiplier - multiplier for the width of the channel calculated;
  • Applied price - price used for calculations.

Calculations:

Top = HWMA + Multiplier * StDt
Bottom = HWMA - Multiplier * StDt

where:

HWMA - Holt-Winter Moving Average

StDt[i] = Sqrt(Var[i-1])
Var[i] = (1-d) * Var[i-1] + nD * (Price[i-1] - HWMA[i-1]) * (Price[i-1] - HWMA[i-1])

Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/20857

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