Perforance integral

Performance Integral

This indicator is a trend following indicator that allows you to adjust how much weight recent data has against older data, and vice-versa.

The calculations are ran, calculating the integral of performance over the length period, this is a complicated concept for me to explain in this platform so here is a DOC on how it is calculated and how to navigate it; docs.google.com/document/d/1fTbQ-oF5Zjf9wJnYhSPu4eEi7bOVqqNKpv445Xh5_cU/edit?usp=sharing

Have fun and get the work in!