EMA Predictive

/*********************************Provided By:      eSignal (Copyright c eSignal), a division of Interactive Data     Corporation. 2009. All rights reserved. This sample eSignal     Formula Script (EFS) is for educational purposes only and may be     modified and saved under a new file name.  eSignal is not responsible    for the functionality once modified.  eSignal reserves the right     to modify and overwrite this EFS file with each new release.Description:            EMA Predictive    Version:            1.0  09/15/2009 Formula Parameters:                     Default:    Long Period                         25    Short Period                        8    Extra Time Forward                  1   Notes:    Traditional moving averages, as simple-minded linear filters, have significant group delay.    In engineering that isn't so important as nobody cares if your sound from your iPod is delayed    a few milliseconds after it is first processed.  But in markets, you can't    trade on the smoothed price, only the actual noisy, market price now.   Hence you     ought to estimate better.    This statistic (what math/science people call what technical analysts call an 'indicator')    may be useful as the "fast" moving average in a moving average crossover trading system.    It could also be useful for the slow moving average as well.    **********************************/var fpArray = new Array();var bInit = false;function preMain(){    setPriceStudy(true);    setShowCursorLabel(true);    setShowTitleParameters(false);    setStudyTitle("EMA Predictive");    setCursorLabelName("EMAP", 0);    setPlotType(PLOTTYPE_LINE, 0);    setDefaultBarThickness(2, 0);    setDefaultBarFgColor(Color.green, 0);    var x = 0;    fpArray[x] = new FunctionParameter("LongPeriod", FunctionParameter.NUMBER);    with(fpArray[x++]) {        setName("Long Period");        setLowerLimit(1);        setDefault(25);    }        fpArray[x] = new FunctionParameter("ShortPeriod", FunctionParameter.NUMBER);    with(fpArray[x++]) {        setName("Short Period");        setLowerLimit(1);        setDefault(8);    }        fpArray[x] = new FunctionParameter("ExtraTimeForward", FunctionParameter.NUMBER);    with(fpArray[x++]) {        setName("Extra Time Forward");        setLowerLimit(0.000001);        setDefault(1);    }        }var xEMAPredictive = null;function main(LongPeriod, ShortPeriod, ExtraTimeForward) {var nBarState = getBarState();var nEMAPredictive = 0;    if (nBarState == BARSTATE_ALLBARS) {        if(LongPeriod == null) LongPeriod = 25;        if(ShortPeriod == null) ShortPeriod = 8;        if(ExtraTimeForward == null) ExtraTimeForward = 1;	}	if (bInit == false) {        xEMAPredictive = efsInternal("Calc_EMAPredictive", LongPeriod, ShortPeriod, ExtraTimeForward);        bInit = true;	}	nEMAPredictive = xEMAPredictive.getValue(0);    if (nEMAPredictive == null) return;    return nEMAPredictive;}var bSecondInit = false;var xFma = null;var xSma = null;function Calc_EMAPredictive(LongPeriod, ShortPeriod, ExtraTimeForward) {var nRes = 0;	if (bSecondInit == false) {        xFma = ema(ShortPeriod);        xSma = ema(LongPeriod);        bSecondInit = true;	}	var nFma = xFma.getValue(0);	var nSma = xSma.getValue(0);    if (nSma == null) return;    var t1 = (LongPeriod - 1.0) / 2.0;    var t3 = (ShortPeriod - 1.0) / 2.0;    var t = ShortPeriod + ExtraTimeForward;    var slope1 = (nFma - nSma) / (t1-t3);    nRes = nFma + slope1 * t;    return nRes;}