2 ortalama kesişim formülü

Question

merhaba Hilo-Kama optli kesişim formülünü yazabilir misiniz.İndikatör formülleri şöyle

hilo

HPeriod:=input("HIGH Period",1,500,13);
LPeriod:=input("LOW Period",1,500,21);
HLd:=If(C>Ref(Mov(H,HPeriod,S),-1),1,If(C<Ref(Mov(L,LPeriod,S),-1),-1,0));
HLv:=ValueWhen(1.,HLd<>0,HLd);
HiLo:=IF(HLv=-1,Mov(H,HPeriod,S),Mov(L,LPeriod,S));
HiLo

 

Kama

Periods := Input("Time Periods",1,1000, 10);
FSC:=Input("Fast Period",1,10, 2);
SSC:=Input("Slow Period",1,100, 30);
Direction := C - Ref(C,-periods);
Volatility := Sum(Abs(ROC(C,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Power(SSC,2);
KAMA := If(Cum(1) = periods +1, ref(C,-1) + constant * (C - ref(C,-1)),Prev + constant * (C - PREV));
KAMA

Answer 1

merhaba,

al

hilo:HPeriod:=opt1;
LPeriod:=opt2;
periods:=opt3;
periods2:=opt4;
periods3:=opt5;
HLd:=If(C>Ref(Mov(H,HPeriod,S),-1),1,If(C<Ref(Mov(L,LPeriod,S),-1),-1,0));
HLv:=ValueWhen(1.,HLd<>0,HLd);
HiLo:=IF(HLv=-1,Mov(H,HPeriod,S),Mov(L,LPeriod,S));
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));
cross(KAMA,HiLo)

 

sat

 

hilo:HPeriod:=opt1;
LPeriod:=opt2;
periods:=opt3;
periods2:=opt4;
periods3:=opt5;
HLd:=If(C>Ref(Mov(H,HPeriod,S),-1),1,If(C<Ref(Mov(L,LPeriod,S),-1),-1,0));
HLv:=ValueWhen(1.,HLd<>0,HLd);
HiLo:=IF(HLv=-1,Mov(H,HPeriod,S),Mov(L,LPeriod,S));
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));
cross(HiLo,KAMA)

şeklinde yazılabilir

bilgilerinize