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The constructors for JMA, RSX and VEL all contain a PriceSource parameter. You set it to a string like "close" to base the JMA on the closing price of a bar.
How do you base one of these studies on a value other than OHLC? I want to compute values myself and smooth them with JMA and possibly VEL. For example, I want to smooth the difference of the logs of the last two closes:
(Math.log(close() - Math.log(close(-1))
When I try to pass an expression other than "open", "high", etc for the PriceSource Parameter, I get a "parameter 4 invalid" error.
Tech support at jurik says that this is a limitation of the esignal platform.
How do I go about smoothing data other than price bar variables?
How do you base one of these studies on a value other than OHLC? I want to compute values myself and smooth them with JMA and possibly VEL. For example, I want to smooth the difference of the logs of the last two closes:
(Math.log(close() - Math.log(close(-1))
When I try to pass an expression other than "open", "high", etc for the PriceSource Parameter, I get a "parameter 4 invalid" error.
Tech support at jurik says that this is a limitation of the esignal platform.
How do I go about smoothing data other than price bar variables?
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