ILRS_MA – indicator MetaTrader 5
Integral Linear Regression Moving Average (ILRS MA). The indicator has two input parameters: Period – calculation period; Applied price – price used for calculations. Calculation: ILRS[i] = (N*Sum1 – Sum*Sumy)/(Sum*Sum – N*Sum2) + MVA(I,N) where Sum = N*(N-1)*0.5, Sum2 = N*(N-1)*(2*N-1)/6, Sum1 = 1*Price[i-1] + 2*Price[i-2] + … + (N-1)*Price[i-N+1], Sumy = Price[i] + Price[i-1] … Read more