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This appears to be a weighted moving average, either exponential or
weighted. Price[2]is the close two days ago...ref(close,-2) in
metastock terminology. ITREND[1] and ITREND[2] are the values of the
ITREND indicator 1 & 2 days ago.
Preston
--- In Metastockusers@xxxxxxxxxxxxxxx, "rsmithtx2003"
<raysmithtx@xxxx> wrote:
> I am having a difficult time converting the following Tradestation
> language into Metastock. The existing code references itself for
the
> day prior and two days prior. My attempts to use the Prev have
> failed thus far.
>
> This is from the new Ehlers book on DSP.
>
> Easy language code:
> Itrend= (alpha - alpha*alpha/4)*price+.5*alpha*alpha*price[1] -
> (alpha - .75*alpha*alpha)*Price[2] + 2*(1-alpha)*ITREND[1] - (1-
> alpha)*(1-alpha)*ITREND[2];
>
> The two references to itself have me stumped.
>
> Any and all help appreciated.
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