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Adaptive Exponential Moving Average

This indicator was originally developed by Vitali Apirine (Stocks & Commodities V. 37:5 (April, 2019): Adaptive Exponential Moving Average).

This is his second modification of Kaufman Moving Average. In essence, the idea remains the same as in the previous (  EMA you can obtain a trading system based on double crossovers:
  • Long, when AEMA crosses up EMA
  • Short, when AEMA crosses down EMA

Source code on request
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