Scritto da tsexcel
cerco materiale ,formule che consentano di utilizzare con excel queste medie
p.s. intanto cerco materiale anche io e posto a un paio di amici
se trovo qualcosa chiaramente lo rendo disponibile a tutti
Da Kaufman - Smarter Trading
KAMA
Periods := Input("Time Periods",1,1000, 10);
Direction := Abs(CLOSE - Ref(CLOSE,-periods));
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Direction/Volatility;
FastSC := 2/(2+1);
SlowSC := 2/(30+1);
SSC := ER*(FastSC-SlowSC)+SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods+1, Ref(CLOSE,-1) + constant*(CLOSE-Ref(CLOSE,-1)),PREV + constant*(CLOSE-PREV));
KAMA
Da Chande - The New technical trader
Vidya
X:= Input("Periodi",1,1000,5);
Y:= Input("Smoothing",1,1000,21);
Up:= If(C>Ref(C,-1),C-Ref(C,-1),0);
Dn:= If(C<Ref(C,-1),Abs(C-Ref(C,-1)),0);
Upsum:= Sum(up,X);
Dnsum:= Sum(dn,X);
AbsCMO:= Abs((Upsum-Dnsum)/(Upsum+Dnsum));
Sc:= 2/(Y+1);
VidyaCMO:= (Sc*Abscmo*C)+((1-(Sc*Abscmo))*If(PREV=0,Ref(C,-1),PREV));
VidyaCMO
MESA
FAMA - AMA
If(CurrentBar > 5)
smooth = (4*price + 3*price.1 + 2*price.2 + price.3) / 10
detrender = (0.0962*smooth + 0.5769*smooth.2 + 0.5769*smooth.4 + 0.0962*smooth.6)*(0.075*period.1) + 0.054)
{Compute InPhase and Quadrature components}
Q1 = (0.0962*detrender + 0.5769*detrender .2 + 0.5769*detrender .4 + 0.0962*detrender .6)*(0.075*period.1) + 0.054)
I1 = detrender.3
{Advance the phase of I1 and Q1 by 90º}
jI = (0.0962*I1 + 0.5769*I1.2 + 0.5769*I1.4 + 0.0962*I1.6)*(0.075*period.1) + 0.054)
jQ = (0.0962*Q1 + 0.5769*Q1.2 + 0.5769*Q1.4 + 0.0962*Q1.6)*(0.075*period.1) + 0.054)
{Phasor addition for 3 bar averaging}
I2 = I1 + jQ
Q2 = Q1 + jI
{Smooth the I and Q components before applying the discriminator}
I2 = 0.2*I2 + 0.8*I2.1
Q2 = 0.2*Q2 + 0.8*Q2.1
{Homodyne Discriminator}
Re = I2*I2.1 + Q2*Q2.1
Im = I2*Q2.1 + Q2*I2.1
Re = 0.2*Re + 0.8*Re.1
Im = 0.2*Im + 0.8*Im.1
If(Im != 0.0 AND Re != 0.0) period = 360º/ArcTan(Im/Re)
If(period > 1.5*period.1) period = 1.5*period.1
If(period < 0.67*period.1) period = 0.67*period.1
If(period < 6) period = 6
If(period > 50) period = 50
period = 0.2*period + 0.8*period.1
smoothPeriod = 0.88*period + 0.67*smoothPeriod.1
If(I1 != 0.0) phase = ArcTan(Q1/I1)
deltaPhase = phase.1 - phase
If(deltaPhase < 1) deltaPhase = 1
alpha = fastLimit / deltaPhase
if(alpha < slowLimit) alpha = slowLimit
if(alpha > fastLimit) alpha = fastLimit
MAMA = alpha*price + (1 - alpha)*MAMA.1
FAMA = 0.5*alpha*MAMA + (1 - 0.5*alpha)*FAMA.1
Ciao
