_SECTION_BEGIN("Optimal Slow Tracking Filter");

Plot(C, "", colorBlack, styleCandle);
price = ParamField("Price field", 3);

Period1=Param("Period of Smoothing OTF",9,1,30,1);
Period2=Param("Period of Slowing OTF",3,1,25,1);
koef = Param( "koefsmoofs", 8, 2, 15, 1 );
koe = Param( "koesmoofs", 16, 3, 25, 1 );

SC=2/(Period1+1);
MPr=(HHV(H,Period2)+LLV(L,Period2))/2;
                        
Val1 = AMA(MPr-Ref(MPr,-1), SC);

Val2=AMA((HHV(H,Period2)-LLV(L,Period2))/2, SC);    

Lamb=IIf(Val2!=0,abs(Val1/Val2), 0);

Alpha=(-Lamb*Lamb+Lamb*sqrt(Lamb*Lamb+koe))/koef;//koe

Val3= AMA( price, Alpha);

Plot(Val3,"Sm Slow OTF", ParamColor(
"Sm Slow OTF", colorBlack ), ParamStyle("Style S", styleNoLabel|styleDots) );

///////////////////////    Fast   //////////

pric = ParamField("Pric field", 3);
Period=Param("Period OTF",9,1,30,1);
koef1 = Param( "koefsmoof", 8, 2, 15, 1 );
koe1 = Param( "koesmoof", 16, 3, 25, 1 );

SC1=2/(Period+1);

MPr1=(H+L)/2;
     
Vl1 = AMA(MPr1-Ref(MPr1,-1), SC1);
              
Vl2 = AMA((H-L)/2, SC1);

Lmb=IIf(Vl2!=0,abs(Vl1/Vl2), 0);

Alph=(-Lmb*Lmb+Lmb*sqrt(Lmb*Lmb+koe1))/koef1;//koe1

Vl3 = AMA(pric, Alph);

Plot(Vl3,"Smoothing OTF", ParamColor(
"Smoothing OTF", colorRed ), ParamStyle("Style", styleNoLabel|styleDots));

/////////////////////////////////////////////////////
_SECTION_END();