Can I read Deviation Scaled Moving Average (DSMA) on EtoBox?

Deviation Scaled Moving Average (DSMA) by trinugroho is a document available to read on EtoBox.

What is Deviation Scaled Moving Average (DSMA) about?

The Deviation Scaled Moving Average (DSMA) is an adaptive moving average that modifies the alpha term of an Exponential Moving Average based on the amplitude of an oscillator scaled to the standard deviation from the mean. This allows the DSMA to rapidly adapt to price variations, with more smoothing applied when price deviations are small and less smoothing when deviations are large. The DSMA uses a two-bar difference oscillator to produce a nominally zero-mean output and calculates standard deviation over

Author

trinugroho

Language

EN