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Trend_Component - indicateur pour MetaTrader 5
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- 4007
- Note:
- Publié:
- 2018.06.18 16:01
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John Ehlers Trend Component Indicator.
It has three input parameters:
- Period - calculation period;
- Delta - factor to calculate gamma;
- Applied price - price used for calculations.
Calculations:
Trend Component = SMA(2*Period + 1, BP)
where:
BP = 0.5*(1.0 - alpha)*(Price[0] - Price[2]) + beta*(1.0 + alpha)*BP[1] - alpha*BP[2]
alpha = gamma*SQRT(gamma*gamma - 1.0) gamma = 1.0/COS(4.0*Pi*Delta/Period) beta = COS(2.0*Pi/Period)
Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/20878
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