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EMA 33 levels error correction

Это классический вариант реализации экспоненциальной скользящей средней с коррекций ошибки, какой используется в индикаторах DEMA и TEMA. Соответственно названию, глубина коррекции ошибки увеличена до 33.

Индикатор оптимизирован. Потребляет минимально возможные ресурсы. Достаточно быстр, учитывая объёмность вычислений. Может накладываться на другие индикаторы. Как и обычные скользящие средние, nEma_33 не перерисовывается (за исключением нулевого бара).

Требуется история > Период*33*33. Согласно формуле для периода 10 «История» должна быть больше 10890 бар.

В индикаторе включен контроль истории. Все отображаемые показания адекватны. На всех скриншотах приведены четыре графика с пропорционально одинаковыми периодами.

  • Пунктирно-желтый — EMA (Стандартная экспоненциальная скользящая средняя).
  • Голубой — DEMA (Двойная экспоненциальная скользящая средняя).
  • Фиолетовый — TEMA (Тройная экспоненциальная скользящая средняя).
  • Желтый — nEma_33 (Данный индикатор).

Мои общие наблюдения: при увеличении глубины коррекции неровности графика выглаживаются (смещаются) к точкам перегиба (разворота).


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