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Someone posted this about 3 or 4 years ago, here. I believe the
original post may have been deleted. I have never used the real JMA,
so I have nothing to compare it to, but it does work and is a bit
tighter than Tillson's T3. So here it is again --
function JMA( array, per )
{
TN1=MA(array,per);
s1=0;
for( i = 0; i < per; i=i+1 )
{
s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
}
return TN1+(((per/2)+1)*S1)/((per+1)*per);
}
k=Param("Period",15,1,100,1);
J=JMA(C,k);
~B
--- In amibroker@xxxxxxxxxxxxxxx, "carlacash26" <carlacash26@xxx>
wrote:
>
> Hi, I'm lookng for a JMA clone for Amibroker.
>
> I have gotten a clone but it is written in .NET so I don't know
how to
> implement it in AFL.
>
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