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- Views:
- 3388
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- Published:
- 2018.06.06 14:22
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Integral Linear Regression Moving Average (ILRS MA).
The indicator has two input parameters:
- Period - calculation period;
- Applied price - price used for calculations.
Calculation:
ILRS[i] = (N*Sum1 - Sum*Sumy)/(Sum*Sum - N*Sum2) + MVA(I,N)
where
Sum = N*(N-1)*0.5, Sum2 = N*(N-1)*(2*N-1)/6, Sum1 = 1*Price[i-1] + 2*Price[i-2] + … + (N-1)*Price[i-N+1], Sumy = Price[i] + Price[i-1] + … + Price[i-N+1], MVA(i,N) – a simple moving average (SMA), N - Period.
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/20443
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