Libraries: IncEROnArray
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IncEROnArray:
CEROnArray class is designed to calculate the Efficiency Ratio (ER) used in the Adaptive Moving Average (AMA). The example of use of the CEROnArray class is presented.
Adaptive Moving Average (AMA) Technical Indicator is used for constructing a moving average with low sensitivity to price series noises and is characterized by the minimal lag for trend detection. This indicator was developed and described by Perry Kaufman in his book "Smarter Trading".
Author: Дмитрий