Chaloke Not-so-simple Moving Average for Amibroker
_SECTION_BEGIN("NOT_SO_SIMPLE");cmopds=11;
CMO_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,cmopds ) ;
CMO_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 ) ,cmopds );
Smooth=5;
CMO=100 * (( CMO_1 -CMO_2) /( CMO_1+CMO_2));
AbsCMO=(abs(CMO))/100;
SC=2/(Smooth+1);
MM=AMA( C, SC*AbsCMO );
EM1= EMA(C,5);
EM2= EMA(EM1,5);
Dif= EM1-EM2;
EM= EM1+Dif;
x=EM-MM;
color=IIf(EM>MM,colorBrightGreen,colorRed);
Plot(C,"Chaloke Not-So-Simple Moving Average",Color,stylebar);
Buy= Color==colorBrightGreen AND Ref(Color,-1)==colorRed;
Sell=Color==colorRed AND Ref(Color,-1)==colorBrightGreen;
Short=Sell;
Cover=Buy;
shape = Buy * shapeSmallCircle + Sell * shapeSmallCircle;
PlotShapes( shape, IIf( Buy, colorGreen, colorYellow ), 0, IIf( Buy, Low, High ) );
GraphXSpace = 5;
_SECTION_END();
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hkcarnby 發表於 10-6-11 08:16 PM http://www.coco-in.net/images/common/back.gif
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