OPEN-SOURCE SCRIPT
已更新

Efficient Trend Step Mod (v.3)

11 482
This is a version 3 of my mod of the script by alexgrover - Efficient Trend Step.

The logic is based on calculation of Kaufman's efficiency ratio (ER):

ER = Direction / Volatility
where:
Direction = ABS (Close – Close[n])
Volatility = n ∑(ABS(Close – Close[1]))
n = The efficiency ratio period.

This version features volatility and volume filter and custom performance module.
版本注释
Rebrush of the script logic.

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