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게시됨:

2018.07.13 15:33

EMA_With_Trend_Adjustment.mq5 (8.62 KB) 조회

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이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

EMA_With_Trend_Adjustment - a moving average with exponential smoothing and correction by its trend component.

The indicator has four configured parameters:

Alpha - coefficient to calculate EMA;
Beta - coefficient to calculate the trend component;
Use Trend Adjustment - whether to use correction by trend (Yes/No);
Applied price - price used for calculations.

Calculations:

EMATA = Alpha * Price + (1-Alpha) * (PrevEMATA + Trend)
Trend = Beta * (EMATA - PrevEMATA) + (1 - Beta) * PrevTrend

where:

Price - SMA(1, Applied price)

Fig 1. Trend component is not used.

Fig. 2. Trend component is used.

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/21232

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EMA_With_Trend_Adjustment - MetaTrader 5용 지표