Reverse EMA function.afl
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上传日期:2009-06-12
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- //------------------------------------------------------------------------------
- //
- // Formula Name: Reverse EMA function
- // Author/Uploader: Dimitris Tsokakis
- // E-mail: tsokakis@oneway.gr
- // 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);