PureBytes Links
Trading Reference Links
|
Well I am a little bit confused...
I wanted to conduct these calculations:
K1=((Close-LLV(L,8))/(HHV(H,8)-LLV(L,8)))*100;
and smooth this K1 with Kaufman adaptive moving average
KAMA=KAMA(T-1)+ SMOTHINGFACTOR*(P(T)-KAMA(T-1))
WHERE
T=PRESENT VALUE,
T-1 - PREVIOUS VALUE,
P(T) CURENT PRICE
but I need this based on simple moving average
so it could looks like this belowe, when I need smooth K1 not P, and N
-SMA periods.
KAMA=KAMA(T-1)+(1/N)*(K1(T)-KAMA(T-1))
Of course then the first value of KAMA should be calculated just like SMA.
I tried this AFL code :
K1=((Close-LLV(L,8))/(HHV(H,8)-LLV(L,8)))*100;
sc=(1/3);
K2=ama(K1,sc);
Plot(K2,"K2",6,4);
D2=ama(K2,sc);
Plot(D2,"D2",4,5);
but I am afraid that AMA is designed only for exponential MA and there
is a mistake in my AFL code
I have seen older posts about KAMA with exponential, but there is AMA2
used, still I dont know why there is not AMA which seems to be more
suitable
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.17.26/670 - Release Date: 2/5/2007 2:04 PM
|