Regularized EMA
For interpretation refer to the July 2003 issue of Technical Analysis of STOCKS & COMMODITIES magazine.
input
inp0:"number of periods in moving average", 21, 1, 500;
inp1:"regularization constant", 0.5, 0, 20;
end_input
var
x:=inp0;
d:=inp1;
coef:=2 / (x + 1);
result:=0;
end_var
if historysize>1 then
result:=(this\1\ * (1 + (2 * d)) + (coef * (C - this\1\)) - (d * this\2\)) / (1 + d);
return result;
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