Differenze tra le pagine "TS Aberration" e "TS Adaptive Moving Average System"
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imported>Alberto Bellemo |
imported>Stefano Fanton |
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− | '''''Trading System " | + | '''''Trading System "Adaptive Moving Average System"''''' |
− | Formula per | + | Autore: Perry Kaufman |
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+ | Formula per Tradestation™: | ||
INIZIO FORMULA | INIZIO FORMULA | ||
− | Type | + | Type: Indicator, Name: Adaptive Moving Average Fltr System |
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− | FINE FORMULA | + | Inputs: Period(10), Pcnt(.15); <br>Vars: AMAVal(0), AMAFVal(0), AMALs(0), AMAHs(0); <br>AMAVal = AMA(Period); <br>AMAFVAl = AMAF(Period, Pcnt); <br>IF CurrentBar = 1 Then Begin <br>AMALs = AMAVal; <br>AMAHs = AMAVal;<br>End Else Begin <br>IF AMAVal < AMAVal[1] Then <br>AMALs = AMAVal;<br>IF AMAVal > AMAVal[1] Then <br>AMAHs = AMAVal;<br>IF AMAVal - AMALs Crosses Above AMAFVal Then <br>Buy This Bar on Close;<br>IF AMAHs - AMAVal Crosses Above AMAFVal Then <br>Sell This Bar on Close;<br>End;<br><br>FINE FORMULA |
== Vedi anche: == | == Vedi anche: == |
Versione attuale delle 21:55, 15 mar 2012
Trading System "Adaptive Moving Average System"
Autore: Perry Kaufman
Formula per Tradestation™:
INIZIO FORMULA
Type: Indicator, Name: Adaptive Moving Average Fltr System
Inputs: Period(10), Pcnt(.15);
Vars: AMAVal(0), AMAFVal(0), AMALs(0), AMAHs(0);
AMAVal = AMA(Period);
AMAFVAl = AMAF(Period, Pcnt);
IF CurrentBar = 1 Then Begin
AMALs = AMAVal;
AMAHs = AMAVal;
End Else Begin
IF AMAVal < AMAVal[1] Then
AMALs = AMAVal;
IF AMAVal > AMAVal[1] Then
AMAHs = AMAVal;
IF AMAVal - AMALs Crosses Above AMAFVal Then
Buy This Bar on Close;
IF AMAHs - AMAVal Crosses Above AMAFVal Then
Sell This Bar on Close;
End;
FINE FORMULA