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 -
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Corrected Average (CA):
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 -
Author: Alexander Piechotta