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Ti è piaciuto lo script? Provalo nel Terminale MetaTrader 5

Visualizzazioni:: 6750
Valutazioni:: (13)
Pubblicato:: 2018.06.16 09:56

KAMA.mq5 (8.6 KB) visualizza

Scarica come ZIP, Come scaricare il codice da MetaEditor

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The Kaufman Adaptive Moving Average is a version of the adaptive moving average based on the exponentially smoothed moving average combined with the original methods of detecting and applying volatility as a dynamically changing smoothing constant.

Indicator named Adaptive Moving Average was developed by Perry J. Kaufman and primarily presented in his book titled Smarter Trading: Improving Performance in Changing Markets in 1995.

The indicator has two input parameters:

Period - calculation period;
Applied price - price used for calculations.

Calculations:

KAMA[i] = KAMA[i-1] + sc * (Price[i] - KAMA[i-1])

where:

sc = (er * 0.6015 + 0.0645) * (er * 0.6015 + 0.0645),
er = Abs(Price[i] - Price[i-Period+1]) / Sum1, and
Sum1 = Sum(Abs(Price[i] - Price[i-1])) from (i-Period+1) to i

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/20502

Price Impulse

The EA waits for the price to pass XXX points within NNN ticks.

N-_Candles_v7

The Expert Advisor searches for N identical candlesticks in a row. It buys on bullish candlesticks and sells on bearish ones. The account type is taken into consideration, i.e., whether it is a netting or a hedging one.

SSIFT

Smoothed Stochastic Inverse Fisher Transform.

Volume_Accumulation

Indicator of volumes accumulated.

KAMA - indicatore per MetaTrader 5