Variable MA for Amibroker (AFL)
rebeck10 over 15 years ago Amibroker (AFL)
Variable MA which auto adjusts itslef during volatile markets .Like during fast moving mrktes ema becomes small while during treding markets ema remains large
Indicator / Formula
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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 );0 comments
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