Conversione dell'indicatore AEMA dal software di trading Tradestation

• 11/25/2019 at 5:43 PM #113576
  matteo zanotti

  Codice su Tradestation dell’indicatore Adaptive Exponential Moving Average, pubblicato sul TASC di Aprile del 2018 di Vitali Apirine.

  Indicator: Adaptive Exponential Moving Average
  // Adaptive EMA Indicator
  // TASC APR 2018
  // Vitali Apirine
  inputs:
  Period( 10 ),
  PDS( 10 ) ;

  variables:
  AEMA( 0 ) ;

  AEMA = _AEMA( Period, PDS ) ;

  Plot1( AEMA, “AEMA” ) ;

  Strategy: Adaptive Exponential Moving Average
  // Adaptive EMA Strategy
  // TASC APR 2018
  // Vitali Apirine

  inputs:
  Period( 10 ),
  PDS( 10 ),
  EMALength( 10 ) ;

  variables:
  AEMA( 0 ),
  EMA( 0 ) ;

  AEMA = _AEMA( Period, PDS ) ;
  EMA = XAverage( Close, EMALength ) ;

  if AEMA crosses over EMA then
  Buy next bar at Market
  else if EMA crosses over AEMA then
  SellShort next bar at Market ;

  Function: _AEMA
  // Adaptive EMA Function
  // TASC APR 2018
  // Vitali Apirine
  inputs:
  Periods( numericsimple ),
  PDS( numericsimple ) ;

  variables:
  MLTP1( 2 / ( Periods + 1 ) ),
  MLTP2( 0 ),
  Rate( 0 ) ;

  MLTP2 = AbsValue( ( Close – Lowest( Low, PDS ) )
  – ( Highest( High, PDS ) – Close )) / ( Highest( High, PDS )
  – Lowest( Low, PDS ) ) ;

  Rate = MLTP1 * ( 1 + MLTP2 ) ;

  if CurrentBar <= Periods then _AEMA = Average( Close, Periods ) else _AEMA = _AEMA[1] + Rate * ( Close - _AEMA[1] ) ;

  

  matteo zanotti

  Participant

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  11/25/2019 at 6:07 PM #113579
  Nicolas

  Ecco il codice dell'AEMA (Adaptive Exponential Moving Average) tradotto per PROREALTIME.

  // Adaptive EMA Function // TASC APR 2018 // Vitali Apirine //inputs: Periods=10 PDS=20 if barindex>max(periods,pds) then //variables: MLTP1=( 2 / ( Periods + 1 ) ) MLTP2 = Abs( ( Close - Lowest[pds](Low) )- ( Highest[pds](High) - Close )) / ( Highest[pds](High)- Lowest[pds](low) ) Rate = MLTP1 * ( 1 + MLTP2 ) AEMA = AEMA[1] + Rate * ( Close - AEMA[1] ) endif return AEMA

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  // Adaptive EMA Function // TASC APR 2018 // Vitali Apirine //inputs: Periods=10 PDS=20   if barindex>max(periods,pds) then //variables: MLTP1=( 2 / ( Periods + 1 ) )   MLTP2 = Abs( ( Close - Lowest[pds](Low) )- ( Highest[pds](High) - Close )) / ( Highest[pds](High)- Lowest[pds](low) )   Rate = MLTP1 * ( 1 + MLTP2 )   AEMA = AEMA[1] + Rate * ( Close - AEMA[1] ) endif   return AEMA

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  matteo zanotti

  

  Nicolas

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