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Channel indicator HWC (Holt-Winters Channel) based on HWMA - a three-parameter moving average calculated by the method of Holt-Winters.
It has six input parameters:
- nA - parameter of the equation that describes a smoothed series (from 0 to 1);
- nB - parameter of the equation to assess the trend (from 0 to 1);
- nC - parameter of the equation to assess seasonality (from 0 to 1);
- nD - parameter of the channel equation (from 0 to 1);
- Multiplier - multiplier for the width of the channel calculated;
- Applied price - price used for calculations.
Calculations:
Top = HWMA + Multiplier * StDt Bottom = HWMA - Multiplier * StDt
where:
HWMA - Holt-Winter Moving Average
StDt[i] = Sqrt(Var[i-1]) Var[i] = (1-d) * Var[i-1] + nD * (Price[i-1] - HWMA[i-1]) * (Price[i-1] - HWMA[i-1])
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/20857
HWMA
Indicator HWMA (Holt-Winter Moving Average) is a three-parameter moving average by the Holt-Winter method.
Divergence_Candles
Indicator of candlestick divergences.
Intraday_Intensity_Index
Intraday Intensity Index.
MACD_Squeeze
Oscillator MACD Squeeze similar to indicator Trade The Markets Squeeze, but based on MACD.