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Cauchy derivative - indicator for MetaTrader 5

Iurii Tokman | English Русский 中文 Español Deutsch 日本語 Português

votes: 12
2017.01.18 10:01

The indicator shows the difference in the estimated values of the current bar and the previous bar.

Estimated value is the difference between the arithmetic mean and geometric mean of the price.

The price is calculated according to the formula: (O+H+L+C)/4, where О — bar Open price, Н — bar High price, L — bar Low price, С — bar Close price.

The indicator settings:

  • period — indicator period for calculation of values.

GBPUSD chart, H1, 2016.10.05 05:59 UTC, MetaQuotes Software Corp., MetaTrader 5, Demo

Translated from Russian by MetaQuotes Software Corp.
Original code:

Cauchy difference Cauchy difference

Cauchy difference. The indicator shows the difference of arithmetic mean and geometric mean of the price.


Geometric Moving Average.


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