Bonjour à tous et bravo pour votre travail.
I'm also interested int the q-algorithm as I read all the blackledge papers.
The ORL is a Deming regression considering delta=1. The estimators can be found here http://en.wikipedia.org/wiki/Deming_regression (another way is to calculate via matrix).
As I'm not a great coder, I think after calculate the moment qj=1+2Hj to calculate new qj=qi with the previous estimators and the real xi & yi.
Then applying the different moving averages.
If it could help some, i would be interested in the mql4 code.
Yep, I am too interested in coding in MQ4L,
I need the Code in C langage of this algorithm for this purpose