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Indicators i-AMMA
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RickD (2007.08.04 09:02) |
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2161 |
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AMMA's formula is: AMMA[i] = ((AMMA.Period-1)*AMMA[i+1] + Close[i])/AMMA.Period;
A 25-day Average Modified Moving Average is employed as a filter. This was defined by Maxwell in "Commodity Futures Trading with Moving Averages."
AMMA is multiplied by 24, then today's close is added and the sum divided by 25.
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