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papperLMAO
2020년 7월 27일 오후 8시 1분

Variance SMA 

Apple Inc.NASDAQ

설명

Return the value of a simple moving average with a period within the range min to max such that the variance of the same period is the smallest available.

Since the smallest variance is often the one with the smallest period, a penalty setting is introduced, and allows the indicator to return moving averages values with higher periods more often, with higher penalty values returning moving averages values with higher periods.
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