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Vues:: 24215
Note:: (49)
Publié:: 2011.08.02 12:57
Mise à jour:: 2016.11.22 07:32

amka.mq5 (10.12 KB) afficher

Télécharger au format ZIP, Comment télécharger du code à partir de MetaEditor

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Real author:

Perry Kaufman

Perry Kaufman's adaptive moving average with indicative (signal) points arrangement based on the standard mean-square deviation.

Signal points interpretation is as follows. In case the market goes flat, AMA indicator is placed horizontally and signal points are absent. In case there is a directional trend exceeding a mean-square deviation, a point of an appropriate color appears. That point is a signal for market entry or exit.

The following equation is used as a signal point positioning criteria:

AMA-AMA0 > StDev(AMA-AMA0,periodAMA)*dK

where:

AMA-AMA0 - АМА last expansion;
StDev(AMA - AMA0, periodAMA) - indicator extensions' standard deviation for a period;
dK - external parameter.

Adaptive Moving Average by Perry Kaufman

Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/387

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AMkA - indicateur pour MetaTrader 5