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Thanks Stephane,
unfortunately I am at a loss as to how to finish this...
Buy=Cross(C,EMA(C,19));
Sell=Cross(EMA(C,19),C) ;//Month()==1;
CumCSC=0;
for (i=1; i<BarCount; i++)
{
if(Buy[i])
CumCSC[i]=0;
else
{
if(C[i]>C[i-1])
CumCSc[i]=Cumcsc[i-1] + 0.003;
else
CumCSc[i]=Cumcsc[i-1];
}
if(CumCSc[i]>0.13)
CumCSc[i]=0.13;
}
per=19;
Smth=2/(per+1)+CumCSc;
MovAvg=AMA(C,Smth);
Plot(movavg,"",colorBlue,1);
Plot(C,"",1,64);
Filter=1;
AddColumn(Buy,"buy");
AddColumn(Cumcsc,"cst");
AddColumn(smth,"smth");
Anthony
----- Original Message -----
From: s.carrasset
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 24, 2004 5:26 PM
Subject: Re: [amibroker] Optimizing your Moving average
Hello,
Anthony, this code can be a starting point
Sell=Month()==1;
Cumcst=0.1;
for (i=1; i<BarCount; i++)
{
if(Sell[i])
CumCST[i]=0.10;
else
{
if(C[i]>C[i-1])
CumCST[i]=Cumcst[i-1] + 0.003;
else
CumCST[i]=Cumcst[i-1];
}
if(CumCST[i]>0.13)
CumCST[i]=0.13;
}
per=19;
Smth=2/(per+1)+CumCST;
MovAvg=AMA(C,Smth);
Plot(movavg,"",colorBlue,1);
Plot(C,"",1,64);Anthony Faragasso a écrit :
> 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.
>
>
>
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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