OPEN-SOURCE SCRIPT
업데이트됨 Double Exponential Smoothing

Single Exponential Smoothing (ema) does not excel in following the data when there is a trend. This situation can be improved by the introduction of a second equation with a second constant gamma.
The gamma constant cant be lower than 0 and cant be greater than 1, higher values of gamma create less lag while preserving smoothness.Higher values of length must be followed by higher values of gamma in order to keep the lag low.
The first smoothing part consist of a classic ema but we add s-s1 to the previous smoothed value, this will help decrease lag.The second smoothing part then updates the trend, which is expressed as the difference between the last two values.
The gamma constant cant be lower than 0 and cant be greater than 1, higher values of gamma create less lag while preserving smoothness.Higher values of length must be followed by higher values of gamma in order to keep the lag low.
The first smoothing part consist of a classic ema but we add s-s1 to the previous smoothed value, this will help decrease lag.The second smoothing part then updates the trend, which is expressed as the difference between the last two values.
릴리즈 노트
Single Exponential Smoothing (ema) does not excel in following the data when there is a trend. This situation can be improved by the introduction of a second equation with a second constant gamma. Like alpha, the gamma constant cant be lower than 0 and cant be greater than 1, higher values of gamma create less lag while preserving smoothness.Lower values of alpha must be followed by higher values of gamma in order to keep the lag low.
The first smoothing part consist of a classic ema but we add s-s1 to the previous smoothed value, this will help decrease lag.The second smoothing part then updates the trend, which is expressed as the difference between the last two values.
릴리즈 노트
alpha instead of length is addedCheck out the indicators we are making at luxalgo: tradingview.com/u/LuxAlgo/
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.
Check out the indicators we are making at luxalgo: tradingview.com/u/LuxAlgo/
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.