求教：考夫曼的AMA在金字塔中如何完全实现？附带上分析家的自适应移动均线源码，见附件。在金字塔编译显示重复定义AMA，不知循环语句如何使用，请高手不吝赐教，甚为感谢！ - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

{ TSM Ehlers MAMA

from John F. Ehlers, "Rocket Science for Traders"

(John Wiley & Sons, New York, 2001 }

inputs: price((H+L)/2), fastlimit(.5), slowlimit(.05);

vars: smooth(0), detrender(0), i1(0), q1(0), ji(0), jq(0), i2(0), q2(0),

re(0), im(0), period(0), smoothperiod(0), phase(0), deltaphase(0),

alpha(0), MAMA(0), FAMA(0);

if currentbar > 5 then begin

smooth = (4*price + 3*price[1] + 2*price[2] + price[3])/10;

detrender = (.962*smooth + .5769*smooth[2] - .5769*smooth[4] -.0962*smooth[6])*(.075*period[1] + .54);

{ computer InPhase and Quadrature components }

q1 = (.0962*detrender + .5769*detrender[2] + .5769*detrender[4] -.0962*detrender[6])*(.075*period[1] + .54);

i1 = detrender[3];

{ advance the phase of i1 and q1 by 90 degrees }

ji = (.0962*i1 + .5769*i1[2] - .5769*i1[4] - .0962*i1[6])*(.075*period[1]

+ .54);

jq = (.0962*q1 + .5769*q1[2] - .5769*q1[4] - .0962*q1[6])*(.075*period[1]

+ .54);

{ phase addition for 3 bar averaging }

i2 = i1 - jq;

q2 = q1 + ji;

{ smooth the i and q components before applying }

i2 = .2*i2 + .8*i2[1];

q2 = .2*q2 + .8*q2[1];

{ hymodyne discriminator }

re = i2*i2[1] + q2*q2[1];

im = i2*q2[1] - q2*i2[1];

re = .2*re + .8*re[1];

im = .2*im + .8*im[1];

if im < > 0 and re < > 0 then period = 360/arctangent(im/re);

if period > 1.5*period[1] then period = 1.5*period[1];

if period < 6 then period = 6;

if period > 50 then period = 50;

period = .2*period + .8*period[1];

smoothperiod = .33*period + .67*smoothperiod[1];

if i1 < > 0 then phase = (arctangent(q1/i1));

deltaphase = phase[1] - phase;

if deltaphase < 1 then deltaphase = 1;

alpha = fastlimit / deltaphase; {fastlimit was "speed"}

if alpha < slowlimit then alpha = slowlimit;

MAMA = alpha*price + (1 - alpha)*MAMA[1];

FAMA = .5*alpha*MAMA + (1 - .5*alpha)*FAMA[1];

plot1(MAMA,"MAMA");

plot2(FAMA,"FAMA");

end;

就是后面的这两个FAMA和MAMA

主题：求教：考夫曼的AMA在金字塔中如何完全实现？附带上分析家的自适应移动均线源码，见附件。在金字塔编译显示重复定义AMA，不知循环语句如何使用，请高手不吝赐教，甚为感谢！