考夫曼自适应均线精要.docVIP

{考夫曼自适应均线}input: n(9,1,60),??p(2,1,60),??Q(30,1,60);Direction:=CLOSE - REF( CLOSE , N ) ;XX:=ABS( CLOSE - REF( CLOSE , 1 ) ) ;Volatility:=SUM( XX , N ) ;ER:=ABS( Direction / Volatility ) ;FastC:= 2 / ( p + 1 ) ;SlowC:= 2 / ( q + 1 ) ;SSC:=ER * ( FastC - SlowC ) + SlowC ;Constant :SSC * SSC , Linethick0 ;YY:=REF( Close , 1 ) + Constant * ( CLOSE - REF( Close , 1 ) ) ;AA:=IF( SUM( 1 , 0 )= N + 1 , YY , 0 ) ;BB:=BarsLast( AA0 ) ;DD:=REF( C , BB ) ; CC:CLOSE , Linethick0 ; for m=N + 2 to DATACOUNT DO??DD[m]:=DD[m - 1] + Constant[m] * ( CC[m] - DD[m - 1] );AMA:DD;T1:=DDREF(DD,1