Someone posted this about 3 or 4 years ago, here. I believe the 
original post may have been deleted. I have never used the real JMA, 
so I have nothing to compare it to, but it does work and is a bit 
tighter than Tillson's T3. So here it is again --

function JMA( array, per )
{ 
TN1=MA(array,per); 
s1=0;
for( i = 0; i < per; i=i+1 ) 
{
s1=s1+((per-(2*i)-1)/2)*Ref(array,-i); 
} 
return TN1+(((per/2)+1)*S1)/((per+1)*per);
} 
k=Param("Period",15,1,100,1);
J=JMA(C,k);

~B

--- In amibroker@yahoogroups.com, "carlacash26" <[EMAIL PROTECTED]> 
wrote:
>
> Hi, I'm lookng for a JMA clone for Amibroker.
> 
> I have gotten a clone but it is written in .NET so I don't know 
how to 
> implement it in AFL.
>


Reply via email to