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#1 Posted : Tuesday, November 5, 2019 5:48:31 PM(UTC)
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John F. Ehlers' article, “The Deviation-Scaled Moving Average”, introduced a moving average of the same name.  The MetaStock formula for that moving average is provided below.


Deviation-Scaled Moving Average:


tp:= Input("time periods",2, 200, 40);
a1:= Exp(-1.414 * 3.14159 / (tp/2));
b1:= 2*a1 * Cos(1.414*180 /(tp/2));
c2:= b1;
c3:= -a1 * a1;
c1:= 1 - c2 - c3;
zeros:= C-Ref(C,-2);
filt:= c1 * (zeros + Ref(zeros, -1))/2 + c2*PREV + c3*Ref(PREV,-1);
ScaledFilt:= filt/Std(filt,tp);
a2:= Abs(ScaledFilt*5)/tp;
If(Cum(1)<=tp+4, C, a2*C + ((1-a2)*PREV))

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