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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//parameters : // length = 35 if(barindex>length) then n=length SA = average[n](close) v1 = SQUARE(STD[n](close)) v2 = SQUARE(CA[1]-SA) if(v2<v1) then k=0 else k=1-v1/v2 CA=CA[1]+K*(SA-CA[1]) endif endif RETURN CA as "corrected moving average" |
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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
En français pas de problème