- 七月 1, 2013
- 發表者: 外匯維基團隊
- 類別: 外匯指數
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作者: | brother3th (2009.08.30 10:16) | ||
已下載: | 4197 | ||
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Kaufman’s Adaptive Moving Average.
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謝謝!
11.04.2012 15:18 excelf
KAMA[我] = KAMA[i+1] + sc * (關閉[我] - KAMA[i+1]); ...it should be instead: KAMA[我] = (1-sc) * KAMA[i+1] + sc * (關閉[我] - KAMA[i+1]); Wrong. The formula is KAMA[我] = (1-sc) * KAMA[i+1] + sc * 關閉[我] but that has significant problems with floating point round off. The first equation is equivalent but without the problems. 21.01.2010 19:12 WHRoeder
I think you got something wrong here... KAMA[我] = KAMA[i+1] + sc * (關閉[我] - KAMA[i+1]); ...it should be instead: KAMA[我] = (1-sc) * KAMA[i+1] + sc * (關閉[我] - KAMA[i+1]);
乾杯, |