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Here's one way to do this:
************************************
// function version of Chande Momentum Oscillator
function funcCMO(periods) {
local cmo_1;
local cmo_2;
local cmo;
cmo_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) , periods ) ;
cmo_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 ) , periods );
cmo=100 * (( cmo_1 -cmo_2) /( cmo_1+cmo_2));
return cmo;
}
cmo_a = funcCMO(3);
cmo_b = funcCMO(5);
cmo_c = funcCMO(8);
cmo_AV = (cmo_a + cmo_b + cmo_c)/3;
Plot(funcCMO(21),"CMO",32,4);
Plot(Cmo_AV,"CMO avg",42,2); // 2 = histogram
PlotGrid(0,55); //for black background
PlotGrid(50,55);
PlotGrid(-50,55);
hope this helps :-)
Wayne S
cdickerm wrote:
> Is there a straightforward conversion of this to Amibroker: (CMO(C,3)
> +CMO(C,5)+CMO(C,8))/3 If so, would someone please help.
>
> Thanks a lot,
>
> Carey
>
>
>
>
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