考夫曼的ama-自适应移动平均线
交易指标:
DIRECTION:=CLOSE-REF(CLOSE,N);
VOLATILITY:=SUM(ABS((CLOSE-REF(CLOSE,1))),N);
ER:=ABS(DIRECTION/VOLATILITY);
FASTSC:=2/(2 + 1);
SLOWSC:=2/(30 + 1);
SSC:=ER*(FASTSC-SLOWSC)+SLOWSC;
CONSTANT:=SSC*SSC;
AMAHIGH:REF(EMA(HIGH,N),1)+CONSTANT*(HIGH- REF(EMA(HIGH,N),1));
AMALOW:REF(EMA(LOW,N),1)+CONSTANT*(LOW- REF(EMA(LOW,N),1));
参数N的数值自己定义
交易指标:
DIRECTION:=CLOSE-REF(CLOSE,N);
VOLATILITY:=SUM(ABS((CLOSE-REF(CLOSE,1))),N);
ER:=ABS(DIRECTION/VOLATILITY);
FASTSC:=2/(2 + 1);
SLOWSC:=2/(30 + 1);
SSC:=ER*(FASTSC-SLOWSC)+SLOWSC;
CONSTANT:=SSC*SSC;
AMAHIGH:REF(EMA(HIGH,N),1)+CONSTANT*(HIGH- REF(EMA(HIGH,N),1));
AMALOW:REF(EMA(LOW,N),1)+CONSTANT*(LOW- REF(EMA(LOW,N),1));
参数N的数值自己定义
