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259 kez görüntülendi
FORMÜLDEKİ HATAYI DÜZELTEBİLİR MİSİNİZ?
 

Periods:=Input("Time Periods",1,1000,10);
Direction:=CLOSE-Ref(CLOSE,-periods);
Volatility:=Sum(Abs(ROC(CLOSE,1,$)),periods);

ER:=Abs(Direction/Volatility);
FastSC:=2/(2+1);
SlowSC:=2/(30+1);
SSC:=ER*(FastSC-SlowSC)+SlowSC;

Constant:=Pwr(SSC,2);
AMA:=If(Cum(1)=periods+1,Ref(CLOSE,-1)+constant*(CLOSE-Ref(CLOSE,-1)),PREV+constant*(CLOSE-PREV));
FilterPercent:=Input("Filter Percentage",0,100,15)/100;
Filter:=FilterPercent*Std(AMA-Ref(AMA,-1),Periods);
AMALow:=If(AMA<Ref(AMA,-1),AMA,PREV);

AMAHigh:=If(AMA>Ref(AMA,-1),AMA,PREV);
If(AMA-AMALow>Filter,1{Buy Signal});
If(AMAHigh-AMA>Filter,-1{Sell Signal},0{No_Signal})
İndikatör Pozisyonları ve Değerleri kategorisinde (18 puan) tarafından | 259 kez görüntülendi

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merhaba,

görebildiğimiz if blogunda hata vardı

Periods:=Input("Time Periods",1,1000,10);
Direction:=CLOSE-Ref(CLOSE,-periods);
Volatility:=Sum(Abs(ROC(CLOSE,1,$)),periods);

ER:=Abs(Direction/Volatility);
FastSC:=2/(2+1);
SlowSC:=2/(30+1);
SSC:=ER*(FastSC-SlowSC)+SlowSC;

Constant:=Pwr(SSC,2);
AMA:=If(Cum(1)=periods+1,Ref(CLOSE,-1)+constant*(CLOSE-Ref(CLOSE,-1)),PREV+constant*(CLOSE-PREV));
FilterPercent:=Input("Filter Percentage",0,100,15)/100;
Filter:=FilterPercent*Std(AMA-Ref(AMA,-1),Periods);
AMALow:=If(AMA<Ref(AMA,-1),AMA,PREV);

AMAHigh:=If(AMA>Ref(AMA,-1),AMA,PREV);
If(AMA-AMALow>Filter,1{Buy Signal},0);
If(AMAHigh-AMA>Filter,-1{Sell Signal},0{No_Signal})

 

şeklinde düzelttik KAMA olarak aşağıdaki gib i kullanabilirsiniz,

bir deneyip inceleyiniz,

 

 

periods:=10;

periods2:=2;

periods3:=30;

Pds:=Periods+1;

FastSC:=2/(periods2+1);

SlowSC:=2/(periods3+1);

{Kaufman Adaptive Moving Average}

Direction:=Abs(C-Ref(C,-periods));

Volatility:=Sum(Abs(C-REF(C,-1)),periods);

ER:=Direction/Volatility;

SSC:=ER*(FastSC-SlowSC)+SlowSC;

Constant:= POWER(SSC,2);

KAMA:=If(Cum(1) = Pds,Ref(C,-1)+Constant*(C-Ref(C,-1)),PREV+Constant*(C-PREV));

KAMA
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