Corrected Moving Average

Corrected Moving Average

Corrected Average indicator by A.Uhl (also known as the “Optimal Moving Average“).

The strengths of the corrected Average (CA) is that the current value of the time series must exceed a the current volatility-dependent threshold, so that the filter increases or falls, avoiding false signals in trend is weak phase.
– by Prof. A.Uhl –

This moving average have the advantage to avoid some whipsaws. It can also act as support and resistance line.

 

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corrected moving average
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12/26/2015

576 posts • 1871 Followers
  1. avatar
    Denis • 12/26/2015 #

    Bonjour Nicolas, j’ai une question à propos de ce code, il faut que je la pose en anglais car votre texte d’accompagnement est en anglais ? Merci

    • avatar
      Nicolas • 12/26/2015 #

      En français pas de problème

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Nicolas
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FantailVMA
FantailVMA
#ADX #moving average
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