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Dimitris,
Thank you for the formula.
BTW: Have you checked AFL on-line library at:
<A
href="">http://www.amibroker.com/library/list.php
You can add your formulas here for everyone to
see.
I guess that that place is far better for sharing
formulas
than Yahoo groups.
Best regards,
Tomasz Janeczko
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, June 16, 2001 9:58
PM
Subject: [amibroker] VARIABLE MOVING
AVERAGE
With the transformation of normalization,
(#2530), Normalized close oscillates
between 0 and 100.
Hence quantity b= -2*((4*NormalizedX/100)-1)
moves in the range -6...2.
Since we can use now variable moving average in
AFL,
/*AFL code for Variable Moving
Average
using Long Term Normalized
Close*/maxgraph=4;X=CLOSE;NormalizedX=100*(X-LLV(X,100))/(HHV(X,100)-LLV(X,100));
graph0=NormalizedX;b=-2*((4*NormalizedX/100)-1);m=ma(NormalizedX,15);graph1=m;graph1color=2;graph0barcolor=3;mvar=ma(NormalizedX,15+b);graph2=mvar;graph2style=1;graph2color=8;
The resulting variable ma (red line) reduces
lag of "common ma15" (black line) by 3 whole days,
whithout <FONT face=Arial
size=2>affecting low volatility periods.
Note that even the use of simple ma15 in
NormalizedClose graph (blue line) reduces lag by one day.
Dimitris Tsokakis
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