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Anyone ?
This seems a perfect time for AMA(array, factor ) but unfortunately I have
never applied the AMA function, I would like the Smth to be adjusting;
Lets work with a 19 period moving average...
Per=19;
BuySignal=cross(c,Ema(c,per);
SellSignal=cross(Ema(c,per),c);
additionalSmthConstant=
CumSmthConstant=2/(per+1) + additonalSmthConstant;
MovAvg=AMA(C,Smth);
Here are the Details:
After a buy signal is generated, assign additional smoothing constant of
.003 when a stock or commodity makes a new higher close.
The new Cumulative Smoothing Constant is calculated by adding daily
additional smoothing constant to previous Cumulative Smoothing Constant
until a maximum of .13 is reached.
After a Sell signal return the Cumulative Smoothing Constant to the starting
value of .10
After a sell signal is generated, assign additional smoothing constant of
.003 when a stock or commodity makes a new lower close.
The new Cumulative Smoothing Constant is calculated by adding daily
additional smoothing constant to previous Cumulative Smoothing Constant
until a maximum of .13 is reached.
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