Variable MA and Tradestation

L

lizardgizzard

Hi there. I would be so UNBELIEVABLY grateful if someone out there could provide the formula for a variable moving average function or indicator in Tradestation. I've tried programming it myself, but the formula usually involves the Chande momentum oscillatoras the volatility ratio, and I can't find that one anywhere either. Please help!! Thanks!

-Lizard
:eek:
 
{SAVE AS FUNCTION:}

Inputs: Length(NumericSimple), Smooth(NumericSimple);
Vars: Up(0), Dn(0), UpSum(0), DnSum(0), AbsCMO(0), SC(0);

Up=IFF(Close>Close[1], Close-Close[1],0);
Dn=IFF(Close<Close[1], AbsValue(Close-Close[1]),0);

UpSum=Summation(Up,Length);
DnSum=Summation(Dn,Length);

If UpSum+DnSum >0 then
AbsCMO=AbsValue((UpSum-DnSum)/(UpSum+DnSum));

SC= 2/(Smooth+1);

If Currentbar=Length then VIDYA=Close;
If Currentbar>Length then
VIDYA=(SC*AbsCMO*Close)+((1-(SC*AbsCMO))*VIDYA[1]);


{Copyright c 1997, Technical Analysis, Inc.}


{VIDYA INDICATOR: SAVE AS INDICATOR}

Inputs: Length(21), Smooth(5), PCT(0);

Value1=VIDYA(LENGTH,SMOOTH);
If Value1 > 0 then begin
Plot1(Value1, "VIDYA");
Plot2(Value1*((100+PCT)/100),"UpBand");
Plot3(Value1*((100-PCT)/100),"DnBand");
End;


{Copyright c 1997, Technical Analysis, Inc.}


*******************************************

Possibly still available as EL archive file, along with some other Chande stuff, either at the old Omega site or in the Technical Analysis of Stocks and Commodities archives.
 
{SAVE AS FUNCTION:}

Inputs: Length(NumericSimple), Smooth(NumericSimple);
Vars: Up(0), Dn(0), UpSum(0), DnSum(0), AbsCMO(0), SC(0);

Up=IFF(Close>Close[1], Close-Close[1],0);
Dn=IFF(Close .....?
 
You must log in or register to reply here.
Back
Top