Code Base
Indicators
i-AMMA
To post a new code, please log in or register
| Name: |
|
| Author:
|
RickD (2007.08.04 09:02) |
| Downloaded: |
2823 |
| Download: |
|
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.

|
|
|
|