Optimization, Trading Strategy, Fmz Quant, Cryptocurrency, Trends.
> src[1] ? src - src[1] : 0 vdd1 = src < src[1] ? src[1] - src : 0 vUD = math.sum(vud1, 9) vDD = math.sum(vdd1, 9) vCMO = nz((vUD - vDD) / (vUD + vDD)) VAR = 0.0 VAR := nz(valpha * math.abs(vCMO) * src) + (1 - valpha * math.abs(vCMO)) * nz(VAR[1]) VAR VAR = Var_Func(src, length) Wwma_Func(src,