Nel suo eccellete blog David Varadi fà riferimento ad una nuova media mobile:AFWMA Adaptive Frequency Weighted Moving Average.
Ecco il link:AFWMA Su CSSA
Ho provato a codificarla per Amibroker e sono addivenuto a questo codice:
w=0.5;
Odd=13;//enter Odd numbers only
CoefOdd=round(Odd/2);
Even=12;//enter Even numbers only
Coefeven=Even/2;
Coefeven2=Coefeven+1;
CongestionPercent=2.8;/*Set % above/below Moving average for congestion / sideways market*/
TriangularOdd=EMA(EMA(C,CoefOdd),CoefOdd);
TriangularEven=EMA(EMA(C,Coefeven),Coefeven2);
finalMov_avg=IIf(Odd > even,triangularOdd,TriangularEven);
AFWMA=w*WMA(C,13)+(1-w)*finalMov_avg;
Color=colorBrightGreen;//select Moving average line color
tickercolor=colorBlack;//select price color
Plot(AFWMA,"",IIf(C < finalmov_avg,colorRed,Color),styleLine|styleThick);
Plot(C,"",tickercolor,styleCandle);
Ecco il link:AFWMA Su CSSA
Ho provato a codificarla per Amibroker e sono addivenuto a questo codice:
w=0.5;
Odd=13;//enter Odd numbers only
CoefOdd=round(Odd/2);
Even=12;//enter Even numbers only
Coefeven=Even/2;
Coefeven2=Coefeven+1;
CongestionPercent=2.8;/*Set % above/below Moving average for congestion / sideways market*/
TriangularOdd=EMA(EMA(C,CoefOdd),CoefOdd);
TriangularEven=EMA(EMA(C,Coefeven),Coefeven2);
finalMov_avg=IIf(Odd > even,triangularOdd,TriangularEven);
AFWMA=w*WMA(C,13)+(1-w)*finalMov_avg;
Color=colorBrightGreen;//select Moving average line color
tickercolor=colorBlack;//select price color
Plot(AFWMA,"",IIf(C < finalmov_avg,colorRed,Color),styleLine|styleThick);
Plot(C,"",tickercolor,styleCandle);