Finally I got a solution for my own older post inquiry: "How To Code Recursive Functions in MS". Below is Dr. Ehlers ITrend indicator, as described in his excellent work "Cybernetic Analysis for Stocks and Futures". I have added my own initialization periods linear algorithm that will eliminate the large converging time required by the original formula for low Alpha values.

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[code:1:e5eb0f8b35] Pc:=Input("Price Code: C/Med/Typ/WC=1-4",1,4,3); Len:=Input("ITrend Periods",3,1000,5); ILen:=Input("ITrend Initialization Periods", 10,1000,60); Pr:= If(Pc=1,C, If(Pc=2,MP(), If(Pc=3,Typ(),WC()))); Alpha:=2/(Len+1); Ap:=If(Cum(1)<ILen,0.33-Cum(1)*(0.33-Alpha)/ILen, Alpha); A1:=Ap-0.25*Ap*Ap; A2:=0.5*Ap*Ap; A3:=Ap-0.75*Ap*Ap; B1:=2*(1-Ap); B2:=(1-Ap)*(1-Ap); IT:=A1*Pr+A2*Ref(Pr,-1)-A3*Ref(Pr,-2)+B1*PREV-B2*Ref(PREV,-1); IT; [/code:1:e5eb0f8b35]

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The plot is ALMOST identical with the "ADSI.ITrend" plot, but I can say the differences are insignificant! The differences are generated by the less accurate computations in MetaStock vs. the DLL version of ADSI. Also the 2 PREV function should significantly slow down the computations, not to mention the simulations. Hope some will find it helpful. Guara