neoranga55/bitcoin-price-ticker — pull request #6 by Titousensei (2014-01-02 03:58:55+00:00)
Title: Better trend following algorithm and constants.

After some experiments, it was obvious that the long-term trends were not working. This patch implements a "double exponent smoothing", which is designed for trend following and forecasting ( http://en.wikipedia.org/wiki/Exponential_smoothing ). Also logged values for 5 tickers overnight and imported into spreadsheet for experiments with the constants.