reverse ema function.afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 50 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Reverse EMA function
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-06-13 03:44:35
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=286
//  Details URL:     http://www.amibroker.com/library/detail.php?id=286
//
//------------------------------------------------------------------------------
//
//  EMA is a function of todays Close and yesterdays EMA.
//
//  The mechanism is analytically described in AFL>AFL Scripting
//  Host>Examples>a) Indicator example - Exponential moving average
//
//  After the math transormation, we may solve for C and get the Reverse EMA
//  function.
//
//  I will call it CLOSEviaEMA to be more expressive.
//
//  In Indicator builder paste the
//
//  // Reverse EMA function, by D.Tsokakis, June 2003
//
//  P=20;
//
//  CLOSEviaEMA=0.5*((P+1)*EMA(C,P)-(P-1)*Ref(EMA(C,P),-1));
//
//  Plot(C,"CLOSE",1,1);
//
//  Plot(CLOSEviaEMA,"CLOSEviaEMA",7,8);
//
//  to see actual Close and CLOSEviaEMA matching.
//
//  The Reverse EMA function is useful to anticipate next bar Close, if we
//  suppose next bar EMA.
//
//------------------------------------------------------------------------------

// Reverse EMA function, by D.Tsokakis, June 2003
P=20;
CLOSEviaEMA=0.5*((P+1)*EMA(C,P)-(P-1)*Ref(EMA(C,P),-1));
Plot(C,"CLOSE",1,1);
Plot(CLOSEviaEMA,"CLOSEviaEMA",7,8);