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AmiALMA for Amibroker (AFL)
Rating:
3 / 5 (Votes 6)
Tags:
amibroker, moving average
AFL code by hiscores. Originally posted here http://finance.groups.yahoo.com/grou…message/154257
Minor mod by rmike to Modify the AFL in conformance with NinjaTrader & Metatrader
releases by the original developer.
Release Date – 09 Nov 10
AFL Usage – Moving Average. Further information Can be found at http://www.arnaudlegoux.com/
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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 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | "Arnaud Legoux Moving Average";/*________________________________________________________________________________________________AFL code by hiscores. Originally posted here http://finance.groups.yahoo.com/grou...message/154257Minor mod by rmike to Modify the AFL in conformance with NinjaTrader & Metatraderreleases by the original developer. Release Date - 09 Nov 10AFL Usage - Moving Average. Further information Can be found at http://www.arnaudlegoux.com/________________________________________________________________________________________________*/_SECTION_BEGIN("ALMA");p = ParamField("Price Field");windowSize = Param("Window Size", 9, 5, 201, 2);sigma = Param("Sigma", 6, 1, 20);Offset = Param("Offset", 0.85, 0.05, 1.0, 0.05);m = floor(Offset * (windowSize - 1));s = windowSize / sigma;w = 0;wSum = 0;for(i = 1; i < windowSize; i++){ w[i] = exp(-((i-m)*(i-m))/(2*s*s)); wSum += w[i];}for(i = 1; i < windowSize; i++){ w[i] = w[i] / wSum;}alma = Null;for(j = 1; j < BarCount; j++){ alSum = 0; if(j < windowSize) { alma[j] = Null; } else { for(i = 1; i < windowSize; i++) { alSum += p[j - (windowSize - 1 - i)] * w[i]; } alma[j] = alSum; }}Plot(alma, "ALMA("+windowSize+","+sigma+","+Offset+")", ParamColor("ALMA Color", colorRed), ParamStyle("ALMA Style", styleLine|styleThick|styleNoLabel), maskDefault); _SECTION_END(); |
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good…
Great! Thanks a lot rmike!
Thanks, this seems to be a good thing.
good tool thanks
Its great average that will enhance profit for sure