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TSR FOR AMIBROKER for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | Linear weighted moving average, the formula used to calculate the TSR with the TSR calculation formula is given below. Amibroker formulas in this account, how-to TSR?LWMA = SUM (CLOSE (i) * i, N) / SUM (i, N) Where: SUM - sum; CLOSE(i) - current closing price; SUM (i, N) - total sum of weight coefficients; N - smoothing period. TSR indicator For Examplea=Moving1b=Moving2c=Moving3a=MOV(Veri,,periyod1,LWMA)=MOV(Close,32,LWMA) -> Periyod=32 b=MOV(Veri,Periyod2,LWMA)=MOV(a,16,LWMA) -> Periyod=Periyod/2=16TSR=MOV(Veri,Periyod3,LWMA)=MOV(((2*b)-a),sqrt(Period/2),LWMA) //4= Periyod=sqrt(Period/2)=4I would appreciate if you type the above Codes TSR Amibroker indicator. Thank you. |