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ALB Phase Change Index on Jurik (Mladen's version)

Jimmy, Thu Jan 23, 2020 3:21 pm

This is Mladen's version of the Adaptive Lookback Phase Change index on Jurik for MT4.

As explained by Mladen:

What happens is that the PCi becomes "too adaptive" - with swing count set to 5 it means that the minimal calculation length for PCI is 5 and a practical maximal calculation length is very, very rarely at the values of the default values of 35 that are used by PCI. I think that the solution for it is to limit minimal and maximal length of calculation - like in the one that I am posting here.
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