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Found this in the archives..
Pds=20;
Alpha= 2/(Pds+1);
UD=
Sum((C-Ref(C,-1))*(C>Ref(C,-1)),9);
DD=
Sum((Ref(C,-1)-C)*(C<Ref(C,-1)),9);
CMOsc= (UD-DD)/(UD+DD);
k=
abs(CMOsc);
Vidya= AMA( C, k*Alpha);
UB=Vidya*1.04;
LB=Vidya*0.96;
Plot(Lb,"",1,1);
Plot(ub,"",1,1);
Plot(Vidya,"",1,1);
Plot(C,"",1,64);
----- Original Message -----
Sent: Saturday, December 27, 2008 6:23
PM
Subject: [amibroker] VIDYA ( variable
index dynamic average) by Tushar Chande
May anyone please write VIDYA AFL as it works best as trailing
stop
loss for positional trade. It also capture early, changes in
trend
reversal. Anyone who knows the write AFL try to write VIDYA please,
so
that we all get benefit of it.
regards
Subhas Chand
Mishra
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