REGULARIZATION

Type : Indicator, Name : RegEMA

inputs:
EMA_Length( 9 ),
Lambda( 9 ) ;

variables:
RegEMA( 0 ),
Alpha( 2 / ( EMA_Length + 1 ) ) ;

if CurrentBar > 3 then
RegEMA = (RegEMA[1]*(1+2*Lambda) + Alpha * (C-RegEMA[1]) – Lambda * RegEMA[2])/(1+lambda)
else
RegEMA = Close ;
Plot1( RegEMA, “RegEMA”) ;

Type : Indicator, Name : RegMomentum

inputs:
EMA_Length( 9 ),
Lambda( 9 ) ;

variables:
RegEMA( 0 ),
Alpha( 2 / ( EMA_Length + 1 ) ) ;

if CurrentBar > 3 then
RegEMA = (RegEMA[1]*(1+2*Lambda) + Alpha * (C-RegEMA[1]) – Lambda * RegEMA[2])/(1+lambda)
else
RegEMA = Close ;
Plot1( (RegEMA – RegEMA[1]) / RegEMA, “RegMom”) ;
Plot2( 0 ) ;