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Terry,
Thanks for trying.
Ricardo published it to this forum couple of months ago:
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HI , in an Italian forum I have found this formula of Adapative Moving
average
used in a Trading System . I have translate the formula in excel .
Someone could translate in language Amibroker ? Thanks
The formulas of the Moving average :
T = Close
Len = periods
MM = Moving average
B = smothing
n = Day
n-1 = Day-1
Abs = Absolute value
B = 5*(ABS(T(n)-MM(n-1)) / MM(n-1) - ABS(MM(n-1)-MM(n-5)) / MM(n- 5))
/ (Len - 5)
MM(n) = B*(T(n)-MM(n-1)) + MM(n-1)
The value of B must be calculated inner to the formula of the average
mobile same in ricursive way (For in Amibroker language ) because
MM(n) = MM in these day
MM(n-1) = MM 1 days ago
MM(n-5 ) = MM 5 days ago
The formula is this where the value of B is calculated from values of
the Moving Average same .
MM(n) = [ 5*(ABS(T(n)-MM(n-1)) / MM(n-1) - ABS(MM(n-1)-MM(n-5)) /
MM(n-5)) / (Len - 5) ] * (T(n)-MM(n-1)) + MM(n-1)
It would have to be like this formula for the calculation of the
exponential moving average in Amibroker :
myema[ 0 ] = Close[ 0 ];
for( i = 1; i < BarCount; i++ )
{
myema[ i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];
}
Plot(myema,"myema",colorRed);
excused for my English Iam Italian .
Thanks Riccardo .
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I have it in excell so I wanted it in AFL.
Thanks,
Erkan
Terry <MagicTH@xxxxxxxxxxx> wrote:
I have no idea what you are doing, but try this (see notes):
n = Param("number of bars", 20,1,1000,1);
mt = Param("if 1 then 2n else number",1,100,1); //Test was 2m, code was 2n. I changed text.
m = IIf(mt == 1,2 * n,mt);
//nm = C; //Does nothing outside the function
function novama(array,m,n)
{
//nm = array; //accomplishes nothing effective here. Weird when left out and using array, plot is different
for( i = n+1; i < BarCount; i++ )
{
kf = n / (m - n) * (abs(array[i] - array[i-1]) / array[i-1] - abs(array[i-1] - array[i-n]) / array[i-n]);
nm[i] = kf * (array[i] - array[i-1]) + array[i-1];
}
return nm;
}
Plot(novama(C,m,n),"novama",3,1);
Plot(C,"c",1,64);
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of ERKAN BISEVAC
Sent: Sunday, October 02, 2005 11:58
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Loop
Can somebody please take a look at this?
I am doing something wrong but I don't see it.
Thanks,
Erkan
n=Param("number of bars", 20,1,1000,1);
mt=Param("if 1 then 2m else number",1,100,1);
m=IIf(mt==1,2*n,mt);
nm=C;
function novama(array,m,n)
{
nm=array;
for( i = n+1; i < BarCount; i++ )
{
kf=n/(m-n)*(abs(array[i]-nm[i-1])/array[i-1]-abs(nm[i-1]-nm[i-n])/nm[i-n]);
nm[i]=kf*(array[i]-nm[i-1])+nm[i-1];
}
return nm;
}
Plot(novama(C,m,n),"novama",3,1);
Plot(C,"c",1,64);
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