Description
//Date: 18/12/2014
//Country: Chile
//Copyright: Felipe Sepulveda Maldonado
//LinkedIn: https://cl.linkedin.com/in/felipesepulvedamaldonado
//Facebook: https://www.facebook.com/mymagicflight1
//Whats Up: +56 9 58786321
//Donations Wallet: wallet.google.com felipe.sepulveda@gmail.com
//Paper: Moving Averages for Financial Data Smoothing. EHMA is the Best.
//Paper Authors: Aistis Raudys, Edmundas Malčius, and Vaidotas Lenčiauskas
//As can be seen winning algorithms are Exponential Hull and TRIX. TRIX is the
//leader between stocks and EHMA is everywhere else. For Futures, Forex and ETF
//TRIX is the second best algorithm.
//
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
public class EHMA : Indicator
{
[Output("EHMA", Color = Colors.Orange)]
public IndicatorDataSeries ehma { get; set; }
[Parameter(DefaultValue = 21)]
public int Period { get; set; }
private IndicatorDataSeries diff;
private ExponentialMovingAverage ema1;
private ExponentialMovingAverage ema2;
private ExponentialMovingAverage ema3;
protected override void Initialize()
{
diff = CreateDataSeries();
ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)Period / 2);
ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period);
ema3 = Indicators.ExponentialMovingAverage(diff, (int)Math.Sqrt(Period));
}
public override void Calculate(int index)
{
double var1 = 2 * ema1.Result[index];
double var2 = ema2.Result[index];
diff[index] = var1 - var2;
ehma[index] = ema3.Result[index];
}
}
}
//Date: 18/12/2014
//Country: Chile
//Copyright: Felipe Sepulveda Maldonado
//LinkedIn: https://cl.linkedin.com/in/felipesepulvedamaldonado
//Facebook: https://www.facebook.com/mymagicflight1
//Whats Up: +56 9 58786321
//Donations Wallet: wallet.google.com felipe.sepulveda@gmail.com
//Paper: Moving Averages for Financial Data Smoothing. EHMA is the Best.
//Paper Authors: Aistis Raudys, Edmundas MalÄius, and Vaidotas LenÄiauskas
//As can be seen winning algorithms are Exponential Hull and TRIX. TRIX is the
//leader between stocks and EHMA is everywhere else. For Futures, Forex and ETF
//TRIX is the second best algorithm.
//
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
public class EHMA : Indicator
{
[Output("EHMA", Color = Colors.Orange)]
public IndicatorDataSeries ehma { get; set; }
[Parameter(DefaultValue = 21)]
public int Period { get; set; }
private IndicatorDataSeries diff;
private ExponentialMovingAverage ema1;
private ExponentialMovingAverage ema2;
private ExponentialMovingAverage ema3;
protected override void Initialize()
{
diff = CreateDataSeries();
ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)Period / 2);
ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period);
ema3 = Indicators.ExponentialMovingAverage(diff, (int)Math.Sqrt(Period));
}
public override void Calculate(int index)
{
double var1 = 2 * ema1.Result[index];
double var2 = ema2.Result[index];
diff[index] = var1 - var2;
ehma[index] = ema3.Result[index];
}
}
}
3029962
Joined on 01.12.2014
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: EHMA.algo
- Rating: 0
- Installs: 3166
- Modified: 13/10/2021 09:54