- Novembris 7, 2013
- Missae by: Praenomen to Team
- Categoria: FX Ind
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Author: | RickD (2007.08.04 09:02) | ||
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AMMA's formula is:
AMMA[ego] = ((AMMA.Period-1)*AMMA[i+1] + Close[ego])/AMMA.Period; A 25-day Average Modified Moving Average is employed as a filter. This was defined by Maxwell in "Commodity Futures Trading with Moving Averages." AMMA is multiplied by 24, then today's close is added and the sum divided by 25. |