- Katılım
- 23 Eki 2020
- Mesajlar
- 1,797
Chris Satchwell's article, "Regularization" included the calculation method for two indicators; a Regularized Exponential Moving Average and a Regularized Momentum. The MetaStock formulas below prompt for the number of periods in the moving average and for the regularization constant. Since the article did not include a range for the regularization constant, the formulas allows for any values between 0 and 20. To create a formula in MetaStock, select Indicator Builder from the Tools menu. Click New and then enter the formula below. When finished click OK. Repeat for the second formula. |
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Regularized EMA x:=Input("number of periods in moving average",1,500,21); d:=Input("regularization constant",0,20,.5); a:=2/(x+1); (PREV*(1+(2*d))+(a*(C-PREV))-(d*Ref(PREV,-1)))/(1+d) |
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