Trying to code a formula, however I dont understand one aspect of the formula.
“For time t and m past bars the value of the indicator…”.
Shoudn’t the time t and m be the same thing? My guess is that t will be an array of Time[]? The formula is supposed to be:
the formula is supposed to go into a trading system so I though it would be appropriate to add it here. Just started to use the forum now, sorry. Where should I move the post/start a new one? Sorry for the inconvenience.
I think not, actually: I suspect that “t” will refer to periodicity per bar (chart time-frame), and “m” will refer to the number of bars (“lookback-period”).
Don’t worry about it! I think it probably belongs in “Forextown” and I’ve suggested to the moderators that they might like to move it there; if they do, they do; if they don’t, it really doesn’t matter.