AMA为变速均线值
通达信软件交易策略:
{T(1,99,20);N(1,99,2);M(1,99,30)}
DIRECTION:=CLOSE-REF(CLOSE,20);
VOLATILITY:=SUM(ABS(CLOSE-REF(CLOSE,1)),20);
ER:=SUM(ABS(DIRECTION/VOLATILITY),1);
FastC:=2/(2+1);
SlowC:=2/(30+1);
Smooth:=ER*(FastC-SlowC)+SlowC;
SE:=Smooth*Smooth;
YY:=REF(Close,1)+SE*(Close-Ref(Close,1));
AA:=IF(SUM(1,0)=20+1,YY,0);
BB:=BARSLAST(AA>0);
CC:=REF(Close,BB);
TALA13:REF(CC,1)+SE*(Close-REF(CC,1));