PureBytes Links
Trading Reference Links
|
See DEMA ...
--- In amibroker@xxxxxxxxxxxxxxx, "taotra" <ggoll@xxxx> wrote:
> Hello,
>
> I've come across this Investor/RT canned formula for a zero lag EMA:
>
> Exponential Moving Average
> EMA = EMA.1 + (PRICE - EMA.1 ) * K
> or
> EMA = K * PRICE + (1 - K) * EMA.1
>
> where...
> K = 2 / (n + 1)
> n = Period
>
> Zero Lag Exponential Moving Average
> ("Zero Lag" is an option within the Exponential Moving Average
> indicator)
> EMA = K * ( 2 * PRICE - PRICE.X) + (1 - K) * EMA.1
>
> where...
> K = 2 / (n + 1)
> n = Period
> x = lag = (n - 1) / 2
>
> Anyone have any idea how that can be written in AFL using the EMA
> function? Thanks in advance.
>
> Gernot
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Save up to 80% on top-quality inkjet cartridges and get your order fast!
FREE shipping on orders $50 or more to the US & Canada. Shop at Myinks.com!
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/v2G7ND/KfUGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|