Conversione dell'indicatore AEMA dal software di trading Tradestation

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11/25/2019 at 5:43 PM #113576 quote

matteo zanotti
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New

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] ) ;

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

Legend
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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matteo zanotti thanked this post

AEMA-vitali-apirine.png
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