Perry Kaufman 的AMA原始公式
以下是原始公式,較奇狐內建的簡單
Kaufman's Adaptive Moving Average Binary Wave
Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(Close,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, ref(Close,-1)+ constant * (CLOSE- ref(Close,-1)),Prev + constant * (CLOSE - PREV));
FilterPercent := Input("Filter Percentage",0,100,15)/100;
Filter := FilterPercent * Std(AMA - Ref(AMA,-1),Periods);
AMALow := If(AMA < Ref(AMA,-1),AMA,PREV);
AMAHigh := If(AMA > Ref(AMA,-1),AMA,PREV);
If(AMA - AMALow > Filter, 1 {Buy Signal},If(AMAHigh - AMA > Filter, -1 {Sell Signal}, 0 {No_Signal}))
買賣原則如最後一行
小弟看了一休前輩的大作'交易指標8大門派',書中簡略提到冰河前輩所創的AMA指標.去看了之前冰河前輩和一休前輩之前所回覆的關於此指標的文章,甚感興趣,所以去查了原創公式,如上.小弟想更進一步了解此指標的原理,可否承蒙前輩指點,在哪可找到相關資訊.(可惜一休前輩的大作沒詳細介紹) 謝謝!
yenmf 附帶上了此圖片:
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