• 概述
  • 评论 (1)
  • 评论 (1)
  • 新特性

Iterative Moving Average

 

            Iterative Moving Average – IMA.  IMA is obtained by correcting the usual  MA.  The correction consists in addition  to MA averaged difference between the time series (X) and its MA, i.e.  IMA(X)=MA(X) + MA (Х-MA(X)). Correction is done in several iterations (and, exactly, 2 iterations in this indicator) and with a change in the averaging period.

              As a result, the time-series points begin to cluster around (on all sides) of the getting   IMA and with a smaller delay than around the usual MA. Therefore, IMA is a more effective tool for manual and automatic trading than all types of conventional MA  (SMA, EMA, SSMA, LMA).   Formulas for IMA are given in the last screenshot.         

 

 

Indicator Settings.

 

  • Price type. Values: Close price, Open price, High price, Low price, Median price ((high + low)/2  - default), Typical price ((high + low + close)/3), Weighted price ((high + low + 2*close)/4).
  • The averaging method. Values: Simple, Exponential (default), Smoothed, Linear weighted.
  • The main averaging period. Integer. Default is 14.
  • Coefficient of division of the averaging period. -  The coefficient determines the period of the next iteration. Values: any positive real number, which is not zero. Default is 1.62 (Golden Ratio).
  • Dimensions of markers  - Marker sizes to display forecast points. Values: any positive integer   from 0 to 5 (1 default).  

 

评论 1
Alec Markarian
206
Alec Markarian 2019.03.04 22:33 
 

Amazing work by Aleksey. There is a lot of rubbish on this market that's packaged and sold to you nicely, but I feel as though I have come across a hidden gem discovering Aleksey's work. I also find his blog site very interesting, as he sort of covers a lot of the theory that goes into some of these indicator's he has engineered. This guy is really onto something here.

There is lots of great moving average variations that have been formulated over the years, but this is definitely something unique, and if used correctly, and paired with other MA's, it could really be a stepping stone in building your system that has an edge over the majority.

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前言   “只有当股价的运动得到了两个平均指数运动的确认时,才有考虑它的价值”。 —————查尔斯·亨利·道   背景   道氏理论与道琼斯工业平均指数的主要创始人查尔斯·亨利·道所说,指数在市场决策中具有非常重要地位”任何脱离指数的行动最终可能都是错误的“。然而,通常在外汇市场中现成的指数很少,只有在股票市场中才有很多现成的指数 。 幸运的是,现在有了这个指标你也可以象亨利 · 道那样去编制指数,而且你完全可以轻而易举的完成任何你需要的指数。它甚至完全可以是你的专属,比如:纽元指数、加元指数、澳元指数、直盘指数、交叉盘指数、非美元的指数、欧元指数、日元指数、英镑指数、黄金指数……,总之有了这个指标任何你需要的指数操作都将变得简单。 当然,是否购买的权利始终是只掌握在你的手中的。 亨利· 道先生曾给过我们这样的忠告:“他们应该是许多投资者用来做商业决定的一种工具。” 在此,真心的祝愿这个指标能在你的决策中能发挥好的作用让你从此走在更赚钱的道路上! 基本功能使用方法及特点 的确, 这是一个基于道氏理论的指标。它可在 MT4上 帮你制作几乎任何类型指数的指标。 更重要的是,如今我们 除了计

筛选:
Alec Markarian
206
Alec Markarian 2019.03.04 22:33 
 

Amazing work by Aleksey. There is a lot of rubbish on this market that's packaged and sold to you nicely, but I feel as though I have come across a hidden gem discovering Aleksey's work. I also find his blog site very interesting, as he sort of covers a lot of the theory that goes into some of these indicator's he has engineered. This guy is really onto something here.

There is lots of great moving average variations that have been formulated over the years, but this is definitely something unique, and if used correctly, and paired with other MA's, it could really be a stepping stone in building your system that has an edge over the majority.

版本 2.0 2019.12.06
A trend direction identification function has been introduced.
Blue arrows - an uptrend.
The red arrows are a downtrend.