Indicateur AFR – Average Filter Regression
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Voici le code, je vous laisse le soin de le corriger et à Nicolas de le poster s’il le souhaite dans la bibliothèque d’indicateurs.
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AFR - Average Filter Regression //// //// Contact: laurenzo(at)gargamail(dot)net ////---------------------------------------//// 0. Ahrens Moving Average //// 1. Adjustable Lag FIR //// 2. Arnaud Legoux Moving Average //// 3. 2-Pole Butterworth Smoothing Filter //// 4. 3-Pole Butterworth Smoothing Filter //// 5. Corrected Moving Average by A.Uhl //// 6. d9 Unscented Kalman Filter (Responsiveness Version) //// 7. d9 Unscented Kalman Filter //// 8. Double Exponential Moving Average //// 9. Exponential Least Square Moving Average //// 10. Exponential Moving Average //// 11. Elastic Volume Weighted Moving Average //// 12. Fast Adaptive Trend Line //// 13. Fractional-Bar Quick Moving Average //// 14. Fractal Adaptive Moving Average //// 15. Generalized DEMA //// 16. 1-Pole Gaussian Filter //// 17. 2-Pole Gaussian Filter //// 18. 3-Pole Gaussian Filter //// 19. 4-Pole Gaussian Filter //// 20. Hull Moving Average //// 21. IE/2 Combination of LSMA and ILRS //// 22. Integral of Linear Regression Slope //// 23. iTrend by John Ehlers //// 24. Jurik Moving Average (Responsiveness Version) //// 25. Jurik Moving Average //// 26. Kaufman Adaptive Moving Average //// 27. Kalman Filter by John Ehlers //// 28. Kalman Filter (Responsiveness Version) //// 29. Kalman Filter //// 30. Leader Exponential Moving Average //// 31. Laguerre Filter by John Ehlers //// 32. Least Square Moving Average //// 33. McGinley Dynamic //// 34. Middle High Low Range Moving Average //// 35. McNicholl Moving Average //// 36. Non Lag Moving Average (Responsiveness Version) //// 37. Non Lag Moving Average //// 38. One More Average //// 39. Pentuple Exponential Moving Average //// 40. Parabolic Weighted Moving Average //// 41. Quadruple Exponential Moving Average //// 42. Regularized EMA by Chris Satchwell //// 43. Reference Fast Trend Line //// 44. Reference Slow Trend Line //// 45. Slow Adaptive Trend Line //// 46. Simple Moving Average //// 47. 2-Pole Super Smoothing Filter //// 48. 3-Pole Super Smoothing Filter //// 49. Smoothed Simple Moving Average //// 50. Sine Weighted Moving Average //// 51. T3 Moving Average //// 52. Triple Exponential Moving Average //// 53. Triangular Moving Average //// 54. Time Series Average //// 55. Variable Index Dynamic Average //// 56. Variable Moving Average //// 57. Volume Weighted Average Price //// 58. Wilder Moving Average //// 59. Weighted Least Square Moving Average //// 60. Weighted Moving Average //// 61. Zero Lag BMT //// 62. Zero Lag Double Exponential Moving Average //// 63. Zero Lag FIR Filter //// 64. Zero Lag IIR Filter //// 65. Zero Lag John Ehlers //// 66. Zero Lag Weighted BMT //// --- parameters// MAType = 0Series = CustomClose// Period = 15// ---//------------------------------//// AHMA - Ahrens Moving Average ////------------------------------//IF MAType = 0 THENPeriod = MAX(Period, 1)IF BarIndex < Period THENAFR = SeriesELSEAFR = AFR[1] + ((Series - ((AFR[1] + AFR[Period]) / 2)) / Period)ENDIFENDIF//----------------------------//// ALFIR - Adjustable Lag FIR ////----------------------------//IF MAType = 1 THEN// Lag = 0.7 ({-2.5...2.5})Lag = 0.7AFR = (Series + (2 + Lag) * Series[1] + (3 + Lag) * Series[2] + 3 * Series[3] + (2 - Lag) * Series[4] + (1 - Lag) * Series[5] + (0 - Lag) * Series[6]) / (12 - Lag)ENDIF//-------------------------------------//// ALMA - Arnaud Legoux Moving Average ////-------------------------------------//IF MAType = 2 THENPeriod = MAX(Period, 1)// Sigma = 6 ({0..30})// Offset = 0.85 ({0..1})Sigma = 6Offset = 0.85m = ROUND(Offset * (Period - 1))s = Period / SigmaWtdSum = 0CumWt = 0FOR k = 0 TO Period - 1 DOWtd = EXP(-((k - m) * (k - m)) / (2 * s * s))WtdSum = WtdSum + Wtd * Series[Period - 1 - k]CumWt = CumWt + WtdNEXTIF CumWt <= 0 THENAFR = SeriesELSEAFR = WtdSum / CumWtENDIFENDIF//---------------------------------------------//// BSF2P - 2-Pole Butterworth Smoothing Filter ////---------------------------------------------//IF MAType = 3 THENPeriod = MAX(Period, 1)a1 = EXP(-1.414 * 3.14159 / Period)b1 = 2 * a1 * COS(1.414 * 180 / Period)coef2 = b1coef3 = -a1 * a1coef1 = (1 - b1 + a1 * a1) / 4IF BarIndex < 2 THENAFR = SeriesELSEAFR = coef1 * (Series + 2 * Series[1] + Series[2]) + coef2 * AFR[1] + coef3 * AFR[2]ENDIFENDIF//---------------------------------------------//// BSF3P - 3-Pole Butterworth Smoothing Filter ////---------------------------------------------//IF MAType = 4 THENPeriod = MAX(Period, 1)a1 = EXP(-3.14159 / Period)b1 = 2 * a1 * COS(1.738 * 180 / Period)c1 = a1 * a1coef2 = b1 + c1coef3 = -(c1 + b1 * c1)coef4 = c1 * c1coef1 = (1 - b1 + c1) * (1 - c1) / 8IF BarIndex < 3 THENAFR = SeriesELSEAFR = coef1 * (Series + 3 * Series[1] + 3 * Series[2] + Series[3]) + coef2 * AFR[1] + coef3 * AFR[2] + coef4 * AFR[3]ENDIFENDIF//-----------------------------------------//// CMA - Corrected Moving Average by A.Uhl ////-----------------------------------------//IF MAType = 5 THENPeriod = MAX(Period, 1)IF BarIndex < Period THENAFR = SeriesELSEMA = Average[Period](Series)v1 = SQUARE(STD[Period](Series))v2 = SQUARE(AFR[1] - MA)IF v2 < v1 OR v2 = 0 THENK = 0ELSEK = 1 - v1 / v2ENDIFAFR = AFR[1] + K * (MA - AFR[1])ENDIFENDIF//-------------------------------------------------------------//// d9UKF - d9 Unscented Kalman Filter (Responsiveness Version) ////-------------------------------------------------------------//IF MAType = 6 THEN// InitPeriod = MAX(Period, 2)// longAvgWindow = 65 ({40..200})longAvgWindow = 65// permissivity = {0..3}permissivity = 2windowLength = 0.5 * (Period - 1)// FIX LOG - LOG(SQRT(windowLength)) / LOG(2) + 2lengthParam = (LOG(SQRT(windowLength)) / LOG(10)) / (LOG(2) / LOG(10)) + 2IF (lengthParam < 0) THENlengthParam = 0ENDIFexpFactor = lengthParam - 2IF (expFactor < 0.5) THENexpFactor = 0.5ENDIFsigma = SQRT(windowLength) * lengthParambeta = sigma / (sigma + 1)data = Average[1](Series) // AverageVMA(Input, 1, 1)[0]; //SMA(Input, 1)[0];IF (BarIndex < 10) THENvxCum = 0hInterval = datalInterval = dataFilt0 = dataFilt1 = dataAFR = dataELSEuDelta = data - hInterval[1]uAbs = ABS(uDelta)lDelta = data - lInterval[1]lAbs = ABS(lDelta)IF (uAbs > lAbs) THENvx = uAbsELSIF (uAbs < lAbs) THENvx = lAbsELSIF (uAbs = lAbs) THENvx = 0ENDIFvxCum = vxCum[1] + 0.1 * (vx - vx[10])IF (BarIndex <= longAvgWindow + 1) THENavgVx = avgVx[1] + 2.0 * (vxCum - avgVx[1]) / (longAvgWindow + 1)ELSE// SMA(_vxCum, _longAvgWindow)avgVx = Average[longAvgWindow](vxCum) // SMA(_vxCum, _longAvgWindow)ENDIFIF (avgVx > 0) THENvxCoeff = vx / avgVxENDIF// FIX Power - Power(lengthParam, 1.0 / expFactor)IF (EXP((1.0 / expFactor) * LOG(lengthParam))) THENvxCoeff = EXP((1.0 / expFactor) * LOG(lengthParam))ENDIFIF (vxCoeff < 1) THENvxCoeff = 1ENDIF// FIX Power - Power(vxCoeff, expFactor)vExp = EXP((expFactor) * LOG(vxCoeff))// FIX Power - Power(beta, SQRT(vExp))kV = EXP(SQRT(vExp) * LOG(beta))IF (uDelta > 0) THENhInterval = dataELSEhInterval = data - kV * uDeltaENDIFIF (lDelta < 0) THENlInterval = dataELSElInterval = data - kV * lDeltaENDIFgamma = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2)// FIX Power - Power(gamma, vExp)alpha = EXP((vExp) * LOG(gamma))Filt0 = (1 - alpha) * data + alpha * Filt0[1]Det0 = (data - Filt0[0]) * (1 - gamma) + gamma * Det0[1]Filt1 = Filt0[0] + permissivity * Det0[0]Det1 = (Filt1[0] - AFR[1]) * ((1 - alpha) * (1 - alpha)) + (alpha * alpha) * Det1[1]AFR = AFR[1] + Det1[0]ENDIFENDIF//------------------------------------//// d9UKF - d9 Unscented Kalman Filter ////------------------------------------//IF MAType = 7 THEN// InitPeriod = MAX(Period, 2)// longAvgWindow = {40..200}longAvgWindow = 65// permissivity = {0..3}permissivity = 1.25windowLength = 0.5 * (Period - 1)// FIX LOG - LOG(SQRT(windowLength)) / LOG(2) + 2lengthParam = (LOG(SQRT(windowLength)) / LOG(10)) / (LOG(2) / LOG(10)) + 2IF (lengthParam < 0) THENlengthParam = 0ENDIFexpFactor = lengthParam - 2IF (expFactor < 0.5) THENexpFactor = 0.5ENDIFsigma = SQRT(windowLength) * lengthParambeta = sigma / (sigma + 1)data = Average[1](Series) // AverageVMA(Input, 1, 1)[0]; //SMA(Input, 1)[0];IF (BarIndex < 10) THENvxCum = 0hInterval = datalInterval = dataFilt0 = dataFilt1 = dataAFR = dataELSEuDelta = data - hInterval[1]uAbs = ABS(uDelta)lDelta = data - lInterval[1]lAbs = ABS(lDelta)IF (uAbs > lAbs) THENvx = uAbsELSIF (uAbs < lAbs) THENvx = lAbsELSIF (uAbs = lAbs) THENvx = 0ENDIFvxCum = vxCum[1] + 0.1 * (vx - vx[10])IF (BarIndex <= longAvgWindow + 1) THENavgVx = avgVx[1] + 2.0 * (vxCum - avgVx[1]) / (longAvgWindow + 1)ELSE// SMA(_vxCum, _longAvgWindow)avgVx = Average[longAvgWindow](vxCum) // SMA(_vxCum, _longAvgWindow)ENDIFIF (avgVx > 0) THENvxCoeff = vx / avgVxENDIF// FIX Power - Power(lengthParam, 1.0 / expFactor)IF (EXP((1.0 / expFactor) * LOG(lengthParam))) THENvxCoeff = EXP((1.0 / expFactor) * LOG(lengthParam))ENDIFIF (vxCoeff < 1) THENvxCoeff = 1ENDIF// FIX Power - Power(vxCoeff, expFactor)vExp = EXP((expFactor) * LOG(vxCoeff))// FIX Power - Power(beta, SQRT(vExp))kV = EXP(SQRT(vExp) * LOG(beta))IF (uDelta > 0) THENhInterval = dataELSEhInterval = data - kV * uDeltaENDIFIF (lDelta < 0) THENlInterval = dataELSElInterval = data - kV * lDeltaENDIFgamma = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2)// FIX Power - Power(gamma, vExp)alpha = EXP((vExp) * LOG(gamma))Filt0 = (1 - alpha) * data + alpha * Filt0[1]Det0 = (data - Filt0[0]) * (1 - gamma) + gamma * Det0[1]Filt1 = Filt0[0] + permissivity * Det0[0]Det1 = (Filt1[0] - AFR[1]) * ((1 - alpha) * (1 - alpha)) + (alpha * alpha) * Det1[1]AFR = AFR[1] + Det1[0]ENDIFENDIF//------------------------------------------//// DEMA - Double Exponential Moving Average ////------------------------------------------//IF MAType = 8 THENPeriod = MAX(Period, 1)AFR = DEMA[Period](Series)ENDIF//-------------------------------------------------//// ELSMA - Exponential Least Square Moving Average ////-------------------------------------------------//IF MAType = 9 THENPeriod = MAX(Period, 1)// NumBars = 4NumBars = 4LR = LinearRegression[NumBars](Series)AFR = ExponentialAverage[Period](LR)ENDIF//----------------------------------//// EMA - Exponential Moving Average ////----------------------------------//IF MAType = 10 THENPeriod = MAX(Period, 1)AFR = ExponentialAverage[Period](Series)ENDIF//------------------------------------------------//// EVWMA - Elastic Volume Weighted Moving Average ////------------------------------------------------//IF MAType = 11 THENPeriod = MAX(Period, 1)IF BarIndex < Period THENAFR = SeriesELSESumVol = summation[Period](Volume)IF SumVol = 0 THENSumVol = 1ENDIFAFR = ((SumVol - Volume) * AFR + Volume * Series) / SumVolENDIFENDIF//---------------------------------//// FATL - Fast Adaptive Trend Line ////---------------------------------//IF MAType = 12 THENAFR = 0.4360409450*Series[0]+0.3658689069*Series[1]+0.2460452079*Series[2]+0.1104506886*Series[3]-0.0054034585*Series[4]-0.0760367731*Series[5]-0.0933058722*Series[6]-0.0670110374*Series[7]-0.0190795053*Series[8]+0.0259609206*Series[9]+0.0502044896*Series[10]+0.0477818607*Series[11]+0.0249252327*Series[12]-0.0047706151*Series[13]-0.0272432537*Series[14]-0.0338917071*Series[15]-0.0244141482*Series[16]-0.0055774838*Series[17]+0.0128149838*Series[18]+0.0226522218*Series[19]+0.0208778257*Series[20]+0.0100299086*Series[21]-0.0036771622*Series[22]-0.0136744850*Series[23]-0.0160483392*Series[24]-0.0108597376*Series[25]-0.0016060704*Series[26]+0.0069480557*Series[27]+0.0110573605*Series[28]+0.0095711419*Series[29]+0.0040444064*Series[30]-0.0023824623*Series[31]-0.0067093714*Series[32]-0.0072003400*Series[33]-0.0047717710*Series[34]+0.0005541115*Series[35]+0.0007860160*Series[36]+0.0130129076*Series[37]+0.0040364019*Series[38]ENDIF//---------------------------------------------//// FBQMA - Fractional-Bar Quick Moving Average ////---------------------------------------------//IF MAType = 13 THENPeriod = MAX(Period, 1)Peak = Period / 3Num = 0Denom = 0FOR j = 1 TO (Period + 1) DOIF j <= Peak THENDataArray = j / PeakELSEDataArray = (Period + 1 - j) / (Period + 1 - Peak)Num = Num + Series[j - 1] * DataArrayDenom = Denom + DataArrayENDIFNEXTIF Denom <= 0 THENAFR = SeriesELSEAFR = Num / DenomENDIFENDIF//-----------------------------------------//// FRAMA - Fractal Adaptive Moving Average ////-----------------------------------------//IF MAType = 14 THENPeriod = MAX(Period, 1)N3 = (highest[Period](High) - lowest[Period](Low)) / PeriodmH = HighL = LowFOR count = 0 TO (Period / 2) - 1 DOcount = ROUND(count)IF High[count] > mH THENmH = High[count]ENDIFIF Low[count] < L THENL = Low[count]ENDIFNEXTN1 = (mH - L) / (Period / 2)HH = High[ROUND(Period / 2)]LL = Low[ROUND(Period / 2)]FOR count = Period / 2 TO Period - 1 DOcount = ROUND(count)IF High[count] > HH THENHH = High[count]ENDIFIF Low[count] < LL THENLL = Low[count]ENDIFNEXTN2 = (HH - LL) / (Period / 2)IF N1 > 0 AND N2 > 0 AND N3 > 0 THEN// FIX LOGDimen = ((LOG(N1 + N2) / LOG(10)) - (LOG(N3) / LOG(10))) / (LOG(2) / LOG(10))ENDIFalpha = EXP(-4.6 * (Dimen - 1))IF alpha < 0.01 THENalpha = 0.01ELSIF alpha > 1 THENalpha = 1ENDIFIF BarIndex < Period THENAFR = SeriesELSEAFR = alpha * Series + (1 - alpha) * AFR[1]ENDIFENDIF//--------------------------//// GDEMA - Generalized DEMA ////--------------------------//IF MAType = 15 THENPeriod = MAX(Period, 1)// VFactor = 0.7 ({-2.5..2.5})VFactor = 0.7EMA0 = ExponentialAverage[Period](Series)EMA1 = ExponentialAverage[Period](EMA0)AFR = EMA0 * (1 + VFactor) - EMA1 * VFactorENDIF//-------------------------------//// GF1P - 1-Pole Gaussian Filter ////-------------------------------//IF MAType = 16 THENPeriod = MAX(Period, 2)IF BarIndex = 0 THENw = 2 * 3.141592654 / Periodw = 180 * w / 3.141592654b = (1 - COS(w)) / (1.41421 - 1)aa = -b + SQRT(b * b + 2 * b)a1 = 1 - aay1 = SeriesENDIFy = aa * Series + a1 * y1y1 = yAFR = yENDIF//-------------------------------//// GF2P - 2-Pole Gaussian Filter ////-------------------------------//IF MAType = 17 THENPeriod = MAX(Period, 2)IF BarIndex = 0 THENw = 2 * 3.141592654 / Periodw = 180 * w / 3.141592654b = (1 - COS(w)) / (1.41421 - 1)aa = -b + SQRT(b * b + 2 * b)a1 = 1 - aaa12 = a1 * a1a2 = aa * aay1 = Seriesy2 = y1ENDIFy = a2 * Series + 2 * a1 * y1 - a12 * y2y2 = y1y1 = yAFR = yENDIF//-------------------------------//// GF3P - 3-Pole Gaussian Filter ////-------------------------------//IF MAType = 18 THENPeriod = MAX(Period, 2)IF BarIndex = 0 THENw = 2 * 3.141592654 / Periodw = 180 * w / 3.141592654b = (1 - COS(w)) / (1.25992 - 1)aa = -b + SQRT(b * b + 2 * b)a1 = 1 - aaa12 = a1 * a1a13 = a1 * a1 * a1a3 = aa * aa * aay1 = Seriesy2 = y1y3 = y2ENDIFy = a3 * Series + 3 * a1 * y1 - 3 * a12 * y2 + a13 * y3y3 = y2y2 = y1y1 = yAFR = yENDIF//-------------------------------//// GF4P - 4-Pole Gaussian Filter ////-------------------------------//IF MAType = 19 THENPeriod = MAX(Period, 2)IF BarIndex = 0 THENw = 2 * 3.141592654 / Periodw = 180 * w / 3.141592654b = (1 - COS(w)) / (1.18920 - 1)aa = -b + SQRT(b * b + 2 * b)a1 = 1 - aaa12 = a1 * a1a13 = a1 * a1 * a1a14 = a12 * a12a2 = aa * aaa4 = a2 * a2y1 = Seriesy2 = y1y3 = y2y4 = y3ENDIFy = a4 * Series + 4 * a1 * y1 - 6 * a12 * y2 + 4 * a13 *y3 - a14 * y4y4 = y3y3 = y2y2 = y1y1 = yAFR = yENDIF//---------------------------//// HMA - Hull Moving Average ////---------------------------//IF MAType = 20 THENPeriod = MAX(Period, 1)AFR = WeightedAverage[ROUND(SQRT(Period))](2 * WeightedAverage[ROUND(Period / 2)](Series) - WeightedAverage[Period](Series))ENDIF//-------------------------------------//// IE/2 - Combination of LSMA and ILRS ////-------------------------------------//IF MAType = 21 THENPeriod = MAX(Period, 2)LR = LinearRegression[Period](Series)LRS = LinearRegressionSlope[Period](Series)SMA = Average[Period](Series)AFR = (LR + LRS + SMA) / 2ENDIF//--------------------------------------------//// ILRS - Integral of Linear Regression Slope ////--------------------------------------------//IF MAType = 22 THENPeriod = MAX(Period, 2)SumBars = Period * (Period - 1) * 0.5SumSqrBars = Period * (Period - 1) * Period * (2 * Period - 1) / 6IF (BarIndex < Period) thenAFR = SeriesELSESum1 = 0SumY = 0MA = Average[1](Series)FOR i = 0 TO Period - 1 DOSum1 = Sum1 + (i * MA[i])SumY = SumY + MA[i]NEXTNum1 = Period * Sum1 - SumBars * SumYNum2 = SumBars * SumBars - Period * SumSqrBarsAFR = Num1 / Num2 + Average[Period](Series)ENDIFENDIF//--------------------------------//// iTrend - iTrend by John Ehlers ////--------------------------------//IF MAType = 23 THEN// alpha = 0.0025 {0.0025..0.2}alpha = 0.005IF BarIndex < 2 THENAFR = SeriesELSEi1 = (alpha - alpha * alpha / 4) * Seriesi2 = 0.5 * alpha * alpha * Series[1]i3 = (alpha - 0.75 * alpha * alpha) * Series[2]i4 = 2 * (1 - alpha) * AFR[1]i5 = (1 - alpha) * (1 - alpha) * AFR[2]AFR = i1 + i2 - i3 + i4 - i5ENDIFENDIF//-----------------------------------------------------//// JMA - Jurik Moving Average (Responsiveness Version) ////-----------------------------------------------------//IF MAType = 24 THENPeriod = MAX(Period, 1)// Pow = 5 ({ 1..10 })// R = 1.5 ({0.5..2.5})Pow = 5R = 1beta = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2)IF Pow = 1 THENalpha = betaELSIF Pow = 2 THENalpha = beta * betaELSIF Pow = 3 THENalpha = beta * beta * betaELSIF Pow = 4 THENalpha = beta * beta * beta * betaELSIF Pow = 5 THENalpha = beta * beta * beta * beta * betaELSIF Pow = 6 THENalpha = beta * beta * beta * beta * beta * betaELSIF Pow = 7 THENalpha = beta * beta * beta * beta * beta * beta * betaELSIF Pow = 8 THENalpha = beta * beta * beta * beta * beta * beta * beta * betaELSIF Pow = 9 THENalpha = beta * beta * beta * beta * beta * beta * beta * beta * betaELSIF Pow = 10 THENalpha = beta * beta * beta * beta * beta * beta * beta * beta * betaENDIFIF BarIndex = 0 THENFilt0 = SeriesFilt1 = SeriesAFR = SeriesELSEFilt0 = (1 - alpha) * Series + alpha * Filt0[1]Det0 = (Series - Filt0[0]) * (1 - beta) + beta * Det0[1]Filt1 = Filt0[0] + R * Det0[0]Det1 = (Filt1[0] - AFR[1]) * ((1 - alpha) * (1 - alpha)) + (alpha * alpha) * Det1[1]AFR = AFR[1] + Det1[0]ENDIFENDIF//----------------------------//// JMA - Jurik Moving Average ////----------------------------//IF MAType = 25 THENPeriod = MAX(Period, 1)// Pow = 5 ({ 1..10 })// R = 1.5 ({0.5..2.5})Pow = 4R = 1beta = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2)IF Pow = 1 THENalpha = betaELSIF Pow = 2 THENalpha = beta * betaELSIF Pow = 3 THENalpha = beta * beta * betaELSIF Pow = 4 THENalpha = beta * beta * beta * betaELSIF Pow = 5 THENalpha = beta * beta * beta * beta * betaELSIF Pow = 6 THENalpha = beta * beta * beta * beta * beta * betaELSIF Pow = 7 THENalpha = beta * beta * beta * beta * beta * beta * betaELSIF Pow = 8 THENalpha = beta * beta * beta * beta * beta * beta * beta * betaELSIF Pow = 9 THENalpha = beta * beta * beta * beta * beta * beta * beta * beta * betaELSIF Pow = 10 THENalpha = beta * beta * beta * beta * beta * beta * beta * beta * betaENDIFIF BarIndex = 0 THENFilt0 = SeriesFilt1 = SeriesAFR = SeriesELSEFilt0 = (1 - alpha) * Series + alpha * Filt0[1]Det0 = (Series - Filt0[0]) * (1 - beta) + beta * Det0[1]Filt1 = Filt0[0] + R * Det0[0]Det1 = (Filt1[0] - AFR[1]) * ((1 - alpha) * (1 - alpha)) + (alpha * alpha) * Det1[1]AFR = AFR[1] + Det1[0]ENDIFENDIF//----------------------------------------//// KAMA - Kaufman Adaptive Moving Average ////----------------------------------------//IF MAType = 26 THENPeriod = MAX(Period, 4)// FastPeriod = 7// SlowPeriod = 28FastPeriod = 7SlowPeriod = 28Fastest = 2 / (FastPeriod + 1)Slowest = 2 / (SlowPeriod + 1)IF BarIndex < Period THENAFR = SeriesELSENum = ABS(Series - Series[Period])Den = summation[Period](ABS(Series - Series[1]))ER = Num / DenAlpha = SQUARE(ER * (Fastest - Slowest) + Slowest)AFR = (Alpha * Series) + ((1 - Alpha) * AFR[1])ENDIFENDIF//-------------------------------------//// KFJE - Kalman Filter by John Ehlers ////-------------------------------------//IF MAType = 27 THENIF BarIndex < 3 THENAFR = SeriesELSEAFR = 0.33 * (Series + 0.5 * (Series - Series[3])) + 0.67 * AFR[1]ENDIFENDIF//---------------------------------------------//// KF - Kalman Filter (Responsiveness Version) ////---------------------------------------------//IF MAType = 28 THEN// K = 1000 ({1...2000})K = 1000ONCE Pred = SeriesIF BarIndex = 0 THENAFR = SeriesELSESmooth = Pred + (Series - Pred) * SQRT((K / 10000) * 2)Velo = Velo + ((K / 10000) * (Series - Pred))Pred = Smooth + VeloAFR = PredENDIFENDIF//--------------------//// KF - Kalman Filter ////--------------------//IF MAType = 29 THEN// K = 500 ({1...2000})K = 500ONCE Pred = SeriesIF BarIndex = 0 THENAFR = SeriesELSESmooth = Pred + (Series - Pred) * SQRT((K / 10000) * 2)Velo = Velo + ((K / 10000) * (Series - Pred))Pred = Smooth + VeloAFR = PredENDIFENDIF//------------------------------------------//// LEMA - Leader Exponential Moving Average ////------------------------------------------//IF MAType = 30 THENPeriod = MAX(Period, 1)IF BarIndex = 0 THENp1 = Seriesp2 = 0ELSEalpha = 2 / (Period + 1)p1 = p1[1] + alpha * (Series - p1[1])p2 = p2[1] + alpha * (Series - p1 - p2[1])ENDIFAFR = p1 + p2ENDIF//-------------------------------------//// LF - Laguerre Filter by John Ehlers ////-------------------------------------//IF MAType = 31 THEN// gamma = 0.8gamma = 0.8once l0 = Seriesonce l1 = Seriesonce l2 = Seriesonce l3 = SeriesIF BarIndex = 0 THENAFR = SeriesELSEl0 = (1 - gamma) * Series + gamma * l0[1]l1 = -gamma * l0 + l0[1] + gamma * l1[1]l2 = -gamma * l1 + l1[1] + gamma * l2[1]l3 = -gamma * l2 + l2[1] + gamma * l3[1]AFR = (l0 + 2 * l1 + 2 * l2 + l3) / 6ENDIFENDIF//------------------------------------//// LSMA - Least Square Moving Average ////------------------------------------//IF MAType = 32 THENPeriod = MAX(Period, 2)AFR = LinearRegression[Period](Series)ENDIF//-----------------------//// MD - McGinley Dynamic ////-----------------------//IF MAType = 33 THENPeriod = MAX(Period, 4)IF BarIndex = 0 THENAFR = SeriesELSEPow = (Series / AFR[1]) * (Series / AFR[1]) * (Series / AFR[1]) * (Series / AFR[1])AFR = AFR[1] + (Series - AFR[1]) / ((Period / 2) * Pow)ENDIFENDIF//----------------------------------------------//// MHLMA - Middle High Low Range Moving Average ////----------------------------------------------//IF MAType = 34 THENPeriod = MAX(Period, 1)// HLRange = 3HLRange = 3HH = highest[HLRange](High)LL = lowest[HLRange](Low)AFR = Average[Period]((HH + LL) / 2)ENDIF//---------------------------------//// MNMA - McNicholl Moving Average ////---------------------------------//IF MAType = 35 THENPeriod = MAX(Period, 2)alpha = 2 / (1 + Period)IF BarIndex = 0 THENp1 = Seriesp2 = SeriesELSEp1 = p1[1] + alpha * (Series - p1[1])p2 = p2[1] + alpha * (p1 - p2[1])ENDIFAFR = (((2 - alpha) * p1 - p2) / (1 - alpha))ENDIF//--------------------------------------------------------//// NLMA - Non Lag Moving Average (Responsiveness Version) ////--------------------------------------------------------//IF MAType = 36 THENPeriod = MAX(Period, 1)// Amplitude = 1 (0...1)// Smooth = -1 (-2...2)Amplitude = 1Smooth = 1IF Amplitude > 0 THENCoeff = 3 * 3.1415926535 / AmplitudeELSECoeff = 3 * 3.1415926535ENDIFIF Smooth < -2 THENSmooth = 0ENDIFvCycle = 4vWeight = 0vSum = 0Phase = Period + SmoothFOR i = 0 TO ((Period * vCycle) + Phase) - 1 DOIF i <= Phase - 1 THENIF Phase = 1 THENx = iELSEx = i / (Phase - 1)ENDIFELSEx = 1.0 + (i - Phase + 1) * (2.0 * vCycle - 1.0) / (vCycle * Period - 1.0)ENDIFg = Amplitude / (Coeff * x + 1.0)IF x <= 0.5 THENg = 1.0ENDIFvSum = vSum + g * COS(180 * x) * Series[i]vWeight = vWeight + g * COS(180 * x)NEXTIF vWeight > 0 THENAFR = vSum / vWeightELSEAFR = SeriesENDIFENDIF//-------------------------------//// NLMA - Non Lag Moving Average ////-------------------------------//IF MAType = 37 THENPeriod = MAX(Period, 1)// Amplitude = 0 (0...1)// Smooth = 1 (-2...2)Amplitude = 0Smooth = 1IF Amplitude > 0 THENCoeff = 3 * 3.1415926535 / AmplitudeELSECoeff = 3 * 3.1415926535ENDIFIF Smooth < -2 THENSmooth = 0ENDIFvCycle = 4vWeight = 0vSum = 0Phase = Period + SmoothFOR i = 0 TO ((Period * vCycle) + Phase) - 1 DOIF i <= Phase - 1 THENIF Phase = 1 THENx = iELSEx = i / (Phase - 1)ENDIFELSEx = 1.0 + (i - Phase + 1) * (2.0 * vCycle - 1.0) / (vCycle * Period - 1.0)ENDIFg = Amplitude / (Coeff * x + 1.0)IF x <= 0.5 THENg = 1.0ENDIFvSum = vSum + g * COS(180 * x) * Series[i]vWeight = vWeight + g * COS(180 * x)NEXTIF vWeight > 0 THENAFR = vSum / vWeightELSEAFR = SeriesENDIFENDIF//------------------------//// OMA - One More Average ////------------------------//IF MAType = 38 THEN// Sensibility = 1.5Sensibility = 1.5Period = MAX(Period, 1)Sensibility = MAX(Sensibility, -1.5)Data = Average[1](Series)averagePeriod = PeriodIF BarIndex < Period THENAFR = SeriesELSEIF averagePeriod > 1 THENminPeriod = averagePeriod / 2.0maxPeriod = minPeriod * 5.0endPeriod = ROUND(maxPeriod)signal = ABS((Data - Data[endPeriod]))noise = 0.00000000001FOR k = 1 TO endPeriod DOnoise = noise + ABS(Data - Data[k])averagePeriod = ROUND(((signal / noise) * (maxPeriod - minPeriod)) + minPeriod)NEXTENDIFalpha = (2.0 + Sensibility) / (1.0 + Sensibility + averagePeriod)e1 = e1 + alpha * (Data - e1)e2 = e2 + alpha * (e1 - e2)v1 = 1.5 * e1 - 0.5 * e2e3 = e3 + alpha * (v1 - e3)e4 = e4 + alpha * (e3 - e4)v2 = 1.5 * e3 - 0.5 * e4e5 = e5 + alpha * (v2 - e5)e6 = e6 + alpha * (e5 - e6)AFR = 1.5 * e5 - 0.5 * e6ENDIFENDIF//--------------------------------------------//// PEMA - Pentuple Exponential Moving Average ////--------------------------------------------//IF MAType = 39 THENPeriod = MAX(Period, 1)MA1 = ExponentialAverage[Period](Series)MA2 = ExponentialAverage[Period](MA1)MA3 = ExponentialAverage[Period](MA2)MA4 = ExponentialAverage[Period](MA3)MA5 = ExponentialAverage[Period](MA4)MA6 = ExponentialAverage[Period](MA5)MA7 = ExponentialAverage[Period](MA6)MA8 = ExponentialAverage[Period](MA7)AFR = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8ENDIF//------------------------------------------//// PWMA - Parabolic Weighted Moving Average ////------------------------------------------//IF MAType = 40 THENPeriod = MAX(Period, 1)Sum = SumW * SeriesSumW = Period * PeriodFOR i = 0 TO Period DOWeight = (Period - i) * (Period - i)SumW = SumW + WeightSum = Sum + Weight * Series[i]NEXTAFR = Sum / SumWENDIF//---------------------------------------------//// QEMA - Quadruple Exponential Moving Average ////---------------------------------------------//IF MAType = 41 THENPeriod = MAX(Period, 1)MA1 = ExponentialAverage[Period](Series)MA2 = ExponentialAverage[Period](MA1)MA3 = ExponentialAverage[Period](MA2)MA4 = ExponentialAverage[Period](MA3)MA5 = ExponentialAverage[Period](MA4)AFR = (5 * MA1) - (10 * MA2) + (10 * MA3) - (5 * MA4) + MA5ENDIF//-------------------------------------------//// REMA - Regularized EMA by Chris Satchwell ////-------------------------------------------//IF MAType = 42 THEN// Lambda = 0.5 ({0.5..9})Lambda = 0.5Period = MAX(Period, 1)Lambda = MAX(Lambda, 0)IF BarIndex < 2 THENAFR = SeriesELSEAFR = (AFR[1] * (1 + 2 * Lambda) + (2 / (Period + 1)) * (Series - AFR[1]) - Lambda * AFR[2]) / (1 + Lambda)ENDIFENDIF//----------------------------------//// RFTL - Reference Fast Trend Line ////----------------------------------//IF MAType = 43 THENAFR = -0.02232324*Series[0]+0.02268676*Series[1]+0.08389067*Series[2]+0.14630380*Series[3]+0.19282649*Series[4]+0.21002638*Series[5]+0.19282649*Series[6]+0.14630380*Series[7]+0.08389067*Series[8]+0.02268676*Series[9]-0.02232324*Series[10]-0.04296564*Series[11]-0.03980614*Series[12]-0.02082171*Series[13]+0.00243636*Series[14]+0.01950580*Series[15]+0.02460929*Series[16]+0.01799295*Series[17]+0.00470540*Series[18]-0.00831985*Series[19]-0.01544722*Series[20]-0.01456262*Series[21]-0.00733980*Series[22]+0.00201852*Series[23]+0.00902504*Series[24]+0.01093067*Series[25]+0.00766099*Series[26]+0.00145478*Series[27]-0.00447175*Series[28]-0.00750446*Series[29]-0.00671646*Series[30]-0.00304016*Series[31]+0.00143433*Series[32]+0.00457475*Series[33]+0.00517589*Series[34]+0.00336708*Series[35]+0.00034406*Series[36]-0.00233637*Series[37]-0.00352280*Series[38]-0.00293522*Series[39]-0.00114249*Series[40]+0.00083536*Series[41]+0.00215524*Series[42]+0.00604133*Series[43]-0.00013046*Series[44]ENDIF//----------------------------------//// RSTL - Reference Slow Trend Line ////----------------------------------//IF MAType = 44 THENAFR = -0.00514293*Series[0]-0.00398417*Series[1]-0.00262594*Series[2]-0.00107121*Series[3]+0.00066887*Series[4]+0.00258172*Series[5]+0.00465269*Series[6]+0.00686394*Series[7]+0.00919334*Series[8]+0.01161720*Series[9]+0.01411056*Series[10]+0.01664635*Series[11]+0.01919533*Series[12]+0.02172747*Series[13]+0.02421320*Series[14]+0.02662203*Series[15]+0.02892446*Series[16]+0.03109071*Series[17]+0.03309496*Series[18]+0.03490921*Series[19]+0.03651145*Series[20]+0.03788045*Series[21]+0.03899804*Series[22]+0.03984915*Series[23]+0.04042329*Series[24]+0.04071263*Series[25]+0.04071263*Series[26]+0.04042329*Series[27]+0.03984915*Series[28]+0.03899804*Series[29]+0.03788045*Series[30]+0.03651145*Series[31]+0.03490921*Series[32]+0.03309496*Series[33]+0.03109071*Series[34]+0.02892446*Series[35]+0.02662203*Series[36]+0.02421320*Series[37]+0.02172747*Series[38]+0.01919533*Series[39]+0.01664635*Series[40]+0.01411056*Series[41]+0.01161720*Series[42]+0.00919334*Series[43]+0.00686394*Series[44]+0.00465269*Series[45]+0.00258172*Series[46]+0.00066887*Series[47]-0.00107121*Series[48]-0.00262594*Series[49]-0.00398417*Series[50]-0.00514293*Series[51]-0.00609634*Series[52]-0.00684602*Series[53]-0.00739452*Series[54]-0.00774847*Series[55]-0.00791630*Series[56]-0.00790940*Series[57]-0.00774085*Series[58]-0.00742482*Series[59]-0.00697718*Series[60]-0.00641613*Series[61]-0.00576108*Series[62]-0.00502957*Series[63]-0.00423873*Series[64]-0.00340812*Series[65]-0.00255923*Series[66]-0.00170217*Series[67]-0.00085902*Series[68]-0.00004113*Series[69]+0.00073700*Series[70]+0.00146422*Series[71]+0.00213007*Series[72]+0.00272649*Series[73]+0.00324752*Series[74]+0.00368922*Series[75]+0.00405000*Series[76]+0.00433024*Series[77]+0.00453068*Series[78]+0.00465046*Series[79]+0.00469058*Series[80]+0.00466041*Series[81]+0.00457855*Series[82]+0.00442491*Series[83]+0.00423019*Series[84]+0.00399201*Series[85]+0.00372169*Series[86]+0.00342736*Series[87]+0.00311822*Series[88]+0.00280309*Series[89]+0.00249088*Series[90]+0.00219089*Series[91]+0.00191283*Series[92]+0.00166683*Series[93]+0.00146419*Series[94]+0.00131867*Series[95]+0.00124645*Series[96]+0.00126836*Series[97]-0.00401854*Series[98]ENDIF//---------------------------------//// SATL - Slow Adaptive Trend Line ////---------------------------------//IF MAType = 45 THENAFR = 0.0982862174*Series[0]+0.0975682269*Series[1]+0.0961401078*Series[2]+0.0940230544*Series[3]+0.0912437090*Series[4]+0.0878391006*Series[5]+0.0838544303*Series[6]+0.0793406350*Series[7]+0.0743569346*Series[8]+0.0689666682*Series[9]+0.0632381578*Series[10]+0.0572428925*Series[11]+0.0510534242*Series[12]+0.0447468229*Series[13]+0.0383959950*Series[14]+0.0320735368*Series[15]+0.0258537721*Series[16]+0.0198005183*Series[17]+0.0139807863*Series[18]+0.0084512448*Series[19]+0.0032639979*Series[20]-0.0015350359*Series[21]-0.0059060082*Series[22]-0.0098190256*Series[23]-0.0132507215*Series[24]-0.0161875265*Series[25]-0.0186164872*Series[26]-0.0205446727*Series[27]-0.0219739146*Series[28]-0.0229204861*Series[29]-0.0234080863*Series[30]-0.0234566315*Series[31]-0.0231017777*Series[32]-0.0223796900*Series[33]-0.0213300463*Series[34]-0.0199924534*Series[35]-0.0184126992*Series[36]-0.0166377699*Series[37]-0.0147139428*Series[38]-0.0126796776*Series[39]-0.0105938331*Series[40]-0.0084736770*Series[41]-0.0063841850*Series[42]-0.0043466731*Series[43]-0.0023956944*Series[44]-0.0005535180*Series[45]+0.0011421469*Series[46]+0.0026845693*Series[47]+0.0040471369*Series[48]+0.0052380201*Series[49]+0.0062194591*Series[50]+0.0070340085*Series[51]+0.0076266453*Series[52]+0.0080376628*Series[53]+0.0083037666*Series[54]+0.0083694798*Series[55]+0.0082901022*Series[56]+0.0080741359*Series[57]+0.0077543820*Series[58]+0.0073260526*Series[59]+0.0068163569*Series[60]+0.0062325477*Series[61]+0.0056078229*Series[62]+0.0049516078*Series[63]+0.0161380976*Series[64]ENDIF//-----------------------------//// SMA - Simple Moving Average ////-----------------------------//IF MAType = 46 THENPeriod = MAX(Period, 1)AFR = Average[Period](Series)ENDIF//---------------------------------------//// SSF2P - 2-Pole Super Smoothing Filter ////---------------------------------------//IF MAType = 47 THENPeriod = MAX(Period, 1)a1 = EXP(-1.414 * 3.14159 / Period)b1 = 2 * a1 * COS(1.414 * 180 / Period)coef2 = b1coef3 = -a1 * a1coef1 = 1 - coef2 - coef3IF BarIndex < 2 THENAFR = SeriesELSEAFR = coef1 * Series + coef2 * AFR[1] + coef3 * AFR[2]ENDIFENDIF//---------------------------------------//// SSF3P - 3-Pole Super Smoothing Filter ////---------------------------------------//IF MAType = 48 THENPeriod = MAX(Period, 1)a1 = EXP(-3.14159 / Period)b1 = 2 * a1 * COS(1.738 * 180 / Period)c1 = a1 * a1coef2 = b1 + c1coef3 = -(c1 + b1 * c1)coef4 = c1 * c1coef1 = 1 - coef2 - coef3 - coef4IF BarIndex < 3 THENAFR = SeriesELSEAFR = coef1 * Series + coef2 * AFR[1] + coef3 * AFR[2] + coef4 * AFR[3]ENDIFENDIF//---------------------------------------//// SSMA - Smoothed Simple Moving Average ////---------------------------------------//IF MAType = 49 THENPeriod = MAX(Period, 1)IF BarIndex = 0 THENAFR = SeriesELSEAFR = AFR[1] + (Series - AFR[1]) / PeriodENDIFENDIF//-------------------------------------//// SWMA - Sine Weighted Moving Average ////-------------------------------------//IF MAType = 50 THENPeriod = MAX(Period, 1)Sum = 0CSum = 0FOR j = 0 TO Period - 1 DOSum = Sum + Series[j] * SIN(90 * (1 - j / Period))CSum = CSum + SIN(90 * (1 - j / Period))NEXTIF CSum <= 0 THENAFR = SeriesELSEAFR = Sum / CSumENDIFENDIF//--------------------------//// T3MA - T3 Moving Average ////--------------------------//IF MAType = 51 THENPeriod = MAX(Period, 1)// Hot = 0.7 ({-1.5..1.5})Hot = 0.7e1 = ExponentialAverage[Period](Series)e2 = ExponentialAverage[Period](e1)e3 = ExponentialAverage[Period](e2)e4 = ExponentialAverage[Period](e3)e5 = ExponentialAverage[Period](e4)e6 = ExponentialAverage[Period](e5)b = Hotb2 = (b * b)b3 = (b * b * b)c1 = -b3c2 = (3 * b2) + (3 * b3)c3 = (-6 * b2) - (3 * b) - (3 * b3)c4 = 1 + (3 * b) + b3 + (3 * b2)AFR = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3ENDIF//------------------------------------------//// TEMA - Triple Exponential Moving Average ////------------------------------------------//IF MAType = 52 THENPeriod = MAX(Period, 1)AFR = TEMA[Period](Series)ENDIF//---------------------------------//// TMA - Triangular Moving Average ////---------------------------------//IF MAType = 53 THENPeriod = MAX(Period, 1)AFR = TriangularAverage[Period](Series)ENDIF//---------------------------//// TSA - Time Series Average ////---------------------------//IF MAType = 54 THENPeriod = MAX(Period, 1)AFR = TimeSeriesAverage[Period](Series)ENDIF//----------------------------------------//// VIDYA - Variable Index Dynamic Average ////----------------------------------------//IF MAType = 55 THENPeriod = MAX(Period, 4)// Smooth = 5Smooth = 5ONCE SC = 2 / (Smooth + 1)AbsCMO = (ABS(Chandle[Period](Series))) / 100IF BarIndex < Period THENAFR = SeriesELSEAFR = (SC * AbsCMO * Series) + (1 - (SC * AbsCMO)) * AFRENDIFENDIF//-------------------------------//// VMA - Variable Moving Average ////-------------------------------//IF MAType = 56 THENPeriod = MAX(Period, 4)IF BarIndex < Period THENAFR = SeriesELSEk = 1.0 / Periodpdm = MAX((Series - Series[1]), 0)mdm = MAX((Series[1] - Series), 0)pdmS = ((1 - k) * (pdmS[1]) + k * pdm)mdmS = ((1 - k) * (mdmS[1]) + k * mdm)s = pdmS + mdmSpdi = pdmS / smdi = mdmS / spdiS = ((1 - k) * (pdiS[1]) + k * pdi)mdiS = ((1 - k) * (mdiS[1]) + k * mdi)d = ABS(pdiS - mdiS)s1 = pdiS + mdiSiS = ((1 - k) * (iS[1]) + k * d / s1)hhv = highest[Period](iS)llv = lowest[Period](iS)d1 = hhv - llvvI = (iS - llv) / d1AFR = (1 - k * vI) * (AFR[1]) + k * vI * SeriesENDIFENDIF//--------------------------------------//// VWAP - Volume Weighted Average Price ////--------------------------------------//IF MAType = 57 THENPeriod = MAX(Period, 1)SumVol = summation[Period](Volume)IF SumVol = 0 THENSumVol = 1ENDIFAFR = summation[Period](Series * Volume) / summation[Period](Volume)ENDIF//------------------------------//// WIMA - Wilder Moving Average ////------------------------------//IF MAType = 58 THENPeriod = MAX(Period, 1)AFR = WilderAverage[Period](Series)ENDIF//----------------------------------------------//// WLSMA - Weighted Least Square Moving Average ////----------------------------------------------//IF MAType = 59 THENPeriod = MAX(Period, 1)// NumBars = 4NumBars = 4LR = LinearRegression[NumBars](Series)AFR = WeightedAverage[Period](LR)ENDIF//-------------------------------//// WMA - Weighted Moving Average ////-------------------------------//IF MAType = 60 THENPeriod = MAX(Period, 1)AFR = WeightedAverage[Period](Series)ENDIF//----------------------//// ZLBMT - Zero Lag BMT ////----------------------//IF MAType = 61 THENPeriod = MAX(Period, 1)EMA0 = ExponentialAverage[Period](Series)EMA1 = ExponentialAverage[Period](EMA0)AFR = EMA0 + (EMA0 - EMA1)ENDIF//-----------------------------------------------------//// ZLDEMA - Zero Lag Double Exponential Moving Average ////-----------------------------------------------------//IF MAType = 62 THENPeriod = MAX(Period, 1)DEMA0 = DEMA[Period](Series)DEMA1 = DEMA[Period](DEMA0)AFR = DEMA0 + (DEMA0 - DEMA1)ENDIF//----------------------------//// ZLFF - Zero Lag FIR Filter ////----------------------------//IF MAType = 63 THENAFR = (Series + 2 * Series[1] + 3 * Series[2] + 3 * Series[3] + 2 * Series[4] + Series[5]) / 12ENDIF//----------------------------//// ZLIF - Zero Lag IIR Filter ////----------------------------//IF MAType = 64 THENPeriod = MAX(Period, 1)k = 2 / (Period + 1)x = ROUND((Period - 1) / 2)IF BarIndex <= MAX(x, 0) THENAFR = SeriesELSEAFR = k * (2 * Series - Series[x]) + (1 - k) * AFR[1]ENDIFENDIF//-----------------------------//// ZLJE - Zero Lag John Ehlers ////-----------------------------//IF MAType = 65 THENPeriod = MAX(Period, 2)alpha = 2 / (1 + Period)per = ROUND((Period - 1) / 2)IF BarIndex < per THENAFR = SeriesELSEAFR = AFR[1] + alpha * (2 * Series - Series[per] - AFR[1])ENDIFENDIF//--------------------------------//// ZLWBMT - Zero Lag Weighted BMT ////--------------------------------//IF MAType = 66 THENPeriod = MAX(Period, 1)WMA0 = WeightedAverage[Period](Series)WMA1 = WeightedAverage[Period](WMA0)AFR = WMA0 + (WMA0 - WMA1)ENDIF// RETURN //RETURN AFRPubliez uniquement dans la langue du forum dans laquelle vous publiez. 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