PROTECTED SOURCE SCRIPT
已更新

Hurst Constant Envelope

5 422
This script follows the fundamentals described in J.M. Hurst works.
Constant Envelope is updated version of EMA with its 2 copies drawn with nominal distance from the base.
That make a constant width channels, unlike the standard envelope using the % concept.
Its width is not changed at different price levels.

版本注释
the Moving average last value is set up to be a half of wave length from the last bar on the chart
so is the default offset

changed shift to width
版本注释
Added second harmonic envelope, with span 2x basic
版本注释
Previous version had a mistake in theory, now
The second harmonic is now envelope with half span of the basic. Just as defined in "The Profit Magic Of Transaction Timing"

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。