Indicators: Filtered price

 

Filtered price:

Filtered price using self adjusting deviation for price filtering

Filtered price

Author: Mladen Rakic

 
Automated-Trading: Filtered price: Author: Mladen Rakic

Thank you for your publication!

Can you please provide more information on the mathematics or the source of this technique?

In other words, who the author is and/or the title the publication, academic paper or book?

 
m_array[i][¤].change = (_change>0) ? _change : - _change;
fabs?
 
Arthur Albano:

I believe the indicator could be translated as:

If the price change is lower than amplitude of cummulative price speed, it is ignored. Smart.

Reason: