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:[email protected]> > *To:* [email protected] <mailto:[email protected]> > *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 > >
