Olson's Moving Avarage for Forex

Olson, one of the founders of Oanda, suggested the following :

First calculate the avarage daily move.

And the today move is weighted by how much the currency moved today. If the avarage is 100 points, and today move was 300 points, it is calculated as "3 days".

The purpose of this calculation is to "slow down time" when there are important events on the go.

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