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조회수:
24411
평가:
(49)
게시됨:
2011.08.02 12:57
업데이트됨:
2016.11.22 07:32
amka.mq5 (10.12 KB) 조회
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

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

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/387

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