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Here is the 2nd, 3rd and 4th degree Q_averages.
The 4th degree is more complicated but gives some interesting
alternatives.
a. The Ti4 is still smooth and much faster than the 2nd and 3rd
degree lines.
b. The Ti4f may act as a magnifier, peaks are higher and troughs are
lower than the actual price.
After this level, a significant distorsion becomes more and more
apparent .
Plot(C,Date()+", C",colorBlack,128);
p=20;s=0.7;
e1=EMA(C,p);
e2=EMA(e1,p);
e3=EMA(e2,p);
e4=EMA(e3,p);
e5=EMA(e4,p);
e6=EMA(e5,p);
//2nd degree coefficients
d1=s^2;
d2=-2*s*(s+1);
d3=(1+s)^2;
Ti2=d1*e6+d2*e5+d3*e4;Plot(Ti2,"\nTi2",colorRed,1);
Ti2f=d1*e5+d2*e4+d3*e3;
Plot(Ti2f,"\nTi2f",colorPink,1);
Ti2ff=d1*e4+d2*e3+d3*e2;
Plot(Ti2ff,"\nTi2ff",colorOrange,1);
//3rd degree coefficients
C1=-s^3;
C2=3*s^2*(1+s);
C3=-3*s*(s+1)^2;
C4=(1+s)^3;
Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
Plot(Ti3,"\nTi3",colorDarkGreen,8);
Ti3f=c1*e5+c2*e4+c3*e3+c4*e2;
Plot(Ti3f,"\nTi3f",colorBrightGreen,1);
//4th degree coefficients
g1=s^4;
g2=-4*(s+1)*s^3;
g3=6*(s+1)^2*s^2;
g4=-4*(s+1)^3*s;
g5=(s+1)^4;
Ti4=g1*e6+g2*e5+g3*e4+g4*e3+g5*e2;
Plot(Ti4,"\nTi4",colorDarkGrey,8);
Ti4f=g1*e5+g2*e4+g3*e3+g4*e2+g5*e1;
Plot(Ti4f,"\nTi4f",colorLightGrey,8);
Dimitris
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> Description : A group of smooth averages
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