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:subhaschandmishra@yahoo.com>
>
*To:* amibroker@xxxxxxxxxps.com
<mailto:amibroker@xxxxxxxxxps.com>
>
*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
>
>
