Re: [amibroker] VIDYA ( variable index dynamic average) by Tushar Chande

[reinsley <reinsley@xxxxxxxx>]

Another one from archives

// Vidya

Length=21;
Smooth=5;

Change = C - Ref( C, -1 );
SU = Sum( C - Ref( C, -1 ) > 0, Length );
SD = Sum( C - Ref( C, -1 ) < 0, Length );
CMO = 100 * ( SU - SD ) / ( SU + SD );

AbsCMO=( abs(CMO) )/100;

SC=2/(Smooth+1);

VIDYA=AMA( C, SC*AbsCMO );

Plot( Close, "Price", 4, 64 );
Plot( VIDYA, "Vidya", 5 );


Anthony Faragasso a écrit :
>
> 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 -----
>     *From:* subhaschandmishra <mailto:subhaschandmishra@xxxxxxxxx>
>     *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
>     *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
>
>     ------------------------------------------------------------------------
>
>     No virus found in this incoming message.
>     Checked by AVG - http://www.avg.com
>     Version: 8.0.176 / Virus Database: 270.10.1/1868 - Release Date:
>     12/29/2008 10:48 AM
>
>  



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