Средняя End Point
Описана в октябрьском номере "Technical Analysis of Stocks & Commodities"
за 1995 год, в статье "The End Point Moving Average", от Patrick E.
Lafferty.
Формула такова:
(14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14) * Sum(C,14)) / (14 *
Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1) + (Mov(C,14,S) -
Mov(Cum(1),14,S) * (14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14) *
Sum(C,14))/(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))
