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everget
20 wrz 2018 16:03

Henderson Weighted Moving Average 

U.S. Dollar/Japanese YenFXCM

Opis

Henderson Weighted Moving Average script.

This indicator was originally developed by Robert Henderson in 1916 (Transaction of Actuarial Society of America, 17, pp. 43-48: Note on Graduation by Adjusted Average).

Informacje o Wersji

  • Add line coloring
Komentarze
Acel
Is there any way to port Lowess on Pine? Or its too complex and not worth it?
everget
@Acel, LOWESS is very attractive but I did not try yet. Generally, I dont see explicit problems in implementation.
Acel
@everget, im researching for nonparametric regression implementation and this is kinda out of my programming reach. Is there anything easier to implement that you know of?
Acel
@everget, Thanks i will check them out, i had this one on my bookmarks.

github.com/hroest/CppLowess/blob/master/include/CppLowess/Lowess.h
etnips7
Looks like a displaced ema
everget
@spinte7, a kind of that
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