mrtools wrote: Tue Dec 17, 2024 4:43 am That is the formula I used.

Responding to your last post, think you may have deleted, but added price smoothing (which is smoothing the prices if period >1)) and post smoothing which is smoothing the final values (if > period 1). Think if I am understanding the code correctly it is using price smoothing. Anyway, did this version where you can choose price or value smoothing if the period >1.