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- Views:
- 3570
- Rating:
- Published:
- 2018.07.13 16:05
- Updated:
- 2018.07.13 16:05
-
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Indicator Butterworth Moving Average - a moving average with smoothing using Butterworth filter.
It has two configurable parameters:
- Period - calculation period
- Applied price - calculation price
Calculations:
ButtMA = p1 * Price + p2 * PrevButtMA - p3 * PrePrevButtMA
where:
Price = SMA(Applied price, 1)
p1 = 2 / (1+Period) p2 = 2 * (1-Kf) p3 = (1-Kf) * (1-Kf) Kf = Sqrt(p1)
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/21338