以文本方式查看主题

-  金字塔客服中心 - 专业程序化交易软件提供商  (http://weistock.com/bbs/index.asp)
--  公式模型编写问题提交  (http://weistock.com/bbs/list.asp?boardid=4)
----  这个AMA公式怎样翻译成金字塔可用  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=3547)
--  作者：rooco_jiao
--  发布时间：2010/10/28 22:04:58
--  这个AMA公式怎样翻译成金字塔可用
 

Abbreviation: AMA

Category: Averages

 

Input Parameters:

 

Name

Range

Default

Time Series

 

Close

AMA Periods

Int >= 1

10

 

 

 

 

Calculation:

 

Y + (Smootiing Factor* (X - Y))

 

where

X = Time Series

Y = AMA one period ago (1st period Y is set to 1st period X)

Smoothing Factor = (Efficiency(Time Series, AMA Periods) * (2/(2+1) - 2/(30 + 1)) + 2/(30 + 1))^2

= (Efficiency(Time Series, AMA Periods) * (0.6667 ?0.0645) + 0.0645)^2 

= (Efficiency(Time Series, AMA Periods) * (0.6021667) + 0.0645)^2 
--  作者：xian_0_9
--  发布时间：2010/10/28 22:25:02
--  
input:N(15,2,500); FASTC:=(1 / 3); SLOWC:=(2 / (30 + 1)); AMA:MD(C,N,FASTC,SLOWC),colorgreen,LINETHICK2;