Support Board
Date/Time: Fri, 31 Jan 2025 22:44:54 +0000
Post From: Adpative Moving Percentile - Length Input doesn't work
| [2019-06-03 18:15:06] |
| SC Support Tom - Posts: 450 |
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Hi again Jake, Sorry for the delay in getting back to you. I have been working on another project. Ehlers is a proponent of the idea that static periods are not appropriate for rapidly changing markets, so he developed an algorithm based on digital signal processing that automatically adapts the period based on price movement. That is where the "Adaptive" in "Adaptive Moving Percentile" comes from. The Length Input is the old familiar static period, and so it is short-circuited when the Adaptive Period is active. It will be some time before I am able to look into this further, but feel free to examine the code for the User-Contributed Study (attached). It is best understood in the light of Ehlers' book Rocket Science for Traders. In this book, Ehlers discusses electrical engineering theory as applied to price signals. However, he leaves out many details, and I will not be able to account for his results until after I have carefully gone through the corresponding material in an EE book. This is as much as I can tell you at this time. Date Time Of Last Edit: 2019-06-03 18:42:18
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 scsf_AdaptiveMovingPercentile.cpp - Attached On 2019-06-03 18:15:02 UTC - Size: 5.85 KB - 426 views |