USD-CHF-D.pdf

*Illya*

А что это за...красно-синяя колбаса на графике в USD-CHF-D.pdf?

Dehtiar Gennady

Это адаптивная скользящая средняя. Она строится индикатором в Omege. Работает лучше, чем обычная.

*Illya*

Информативный ответ <img src="images/smilies/smile1.gif">
А под что она адаптируется? И если не секрет, как она считается?

Dehtiar Gennady

Адаптируется под текущую волатильность рынка.
Input Information

Price - Value to be used in calculating the moving average
VtyLen - Number of bars used to calculate the volatility
VtyMult - Multiplier used to determine the weighted length of the slow and fast moving averages
VtyHiLo - Number of trailing bars to examine for highest and lowest volatility.

Интерпретация

Mov Avg Adaptive differs from other moving averages in that it uses changes in volatility to modify the lengths used to calculate two moving averages. The two moving averages are referred to as the fast average (shorter length) and the slow average (longer length). Volatility is calculated using the extreme value method (VolatilityExVal function) for the number of bars specified by the input VtyLen. This is compared with the highest and lowest volatility values in the number of trailing bars set in the input VtyHiLo. The fast and slow moving average lengths are determined by weighting the input VtyMult by these volatility calculations. The indicator then plots the greater of these, automatically changing between the fast and slow averages when they cross. The color of the plot indicates whether it is the fast (default blue) or slow (default red) average being plotted. The width of the plotted line will expand and contract with volatility. The adaptive feature of this moving average attempts to minimize lag time and reduce sensitivity to choppy markets allowing a trader to more easily identify trends.

Формула слишком сложна. Она в Easy language очень много места занимает и еще использует другие функции.