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스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
- 조회수:
- 6620
- 평가:
- 게시됨:
- 2018.10.18 11:16
- 업데이트됨:
- 2019.01.30 08:02
-
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Calculation
The calculating method is deviation when compared to usual momentum calculation. Momentum is calculated as a sum of absolute differences of current price to the price 1 period ago and then compared to the ratio of current price to the price several (N) periods ago.
ABS MOMENTUM = SUM(ABS(CLOSE(i)-CLOSE(i-1))
MOMENTUM = CLOSE(i)>CLOSE(i-N) ? ABS MOMENTUM : - ABS MOMENTUM
where:
- CLOSE(i) — is the closing price of the current bar;
- CLOSE(i-1) — is the closing bar price 1 periods ago.
- CLOSE(i-N) — is the closing bar price N periods ago.
This version :
- The indicator can use filtered price for calculation now - that way, if the slope of the momentum is used for decisions the number of signals (and fake signals) is lessened significantly. The lag added is acceptable (that can easily be checked by comparing this version to the built in momentum using same period)
- For the above purpose the indicator can use one of the 4 averages types :
- simple moving average (SMA)
- exponential moving average (EMA)
- smoothed moving average (SMMA)
- linear weighted moving average (LWMA)
PS: the "big picture" comparison of this momentum and the regular momentum and the comparison of the decision points
![Volatility adjusted WPR](https://c.mql5.com/i/code/indicator.png)
Volatility adjusted WPR (Williams Percent Range)
![Volatility adjusted RSI](https://c.mql5.com/i/code/indicator.png)
Volatility adjusted RSI