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- 3591
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- Published:
- 2018.06.06 13:59
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Regularized EMA by Cris Satchwell.
It has two parameters:
- Period - period;
- Applied price - price used for calculations.
Calculation:
REMA[i] = (REMA[i-1]*(1 + 2*Lambda) + Alpha*(Price[i] - REMA[i-1]) - Lambda*REMA[i-2])/(1 + Lambda)
where
Alpha=2/(Period + 1), Lambda=0.5.
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/20433
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