{ TSM R2 Differences Smoothed
	Copyright 2012, P.J.Kaufman. All rights reserved. }

inputs:	period(20);
vars:		R2(0), R2S(0), seq(0), diff(0);

seq = currentbar;
diff = Close - close[1];
R2 = Correlation(diff,seq,period);
R2S = average(R2,period/2.);

plot1(R2,"R2diff");
plot2(R2S,"R2smoothed");
