Farey Sequence Weighted Moving Average

A moving average that weighted with Farey fractions. It matches a standard linear weighted average almost one-to-one. Why? Because both averages have strictly monotonic weighting sequences and assign a higher weight to latests data. So, Farey weights are just scaled to linear ones. Instead of specifing period you specify an order of Farey sequence. To learn more about Farey sequence you can refer to Wiki

Published just for reference, it is not intended for trading purposes.
從喜愛的腳本中移除 添加到喜愛的腳本
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Very interesting, default setting 5 seems to produce results similar to dema 26. Will have to check other settings, would be interesting to see crossovers between smaller and higher settings with two instances of this.

Thank you :)
+1 回覆
@Owl, no problem
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