Average Force

Category: momentum

A smoothed oscillator that centers the price's relative position within a rolling N-period high-low range around a zero baseline.

Formula

AF = SMA(\frac{Close - \min(Low, P)}{\max(High, P) - \min(Low, P)} - 0.5, S)

Inputs

• P (default: 20)
• S (default: 9)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.