Explication Pentuple Exponential Moving Average

• 11/08/2018 at 11:06 AM #84405
  Matriciel

  Bonjour Nicolas,

  Pourrais-tu m’expliquer pourquoi il faut multiplier les “MA” dans cet indicateur et pourquoi les nombres : 8, 28, 56, 70 ?

  Merci beaucoup, passe une excellente journée.

  DJ

  IF MAType = 39 THEN Period = MAX(Period, 1) MA1 = ExponentialAverage[Period](Series) MA2 = ExponentialAverage[Period](MA1) MA3 = ExponentialAverage[Period](MA2) MA4 = ExponentialAverage[Period](MA3) MA5 = ExponentialAverage[Period](MA4) MA6 = ExponentialAverage[Period](MA5) MA7 = ExponentialAverage[Period](MA6) MA8 = ExponentialAverage[Period](MA7) AFR = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8 ENDIF

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  IF MAType = 39 THEN   Period = MAX(Period, 1)   MA1 = ExponentialAverage[Period](Series) MA2 = ExponentialAverage[Period](MA1) MA3 = ExponentialAverage[Period](MA2) MA4 = ExponentialAverage[Period](MA3) MA5 = ExponentialAverage[Period](MA4) MA6 = ExponentialAverage[Period](MA5) MA7 = ExponentialAverage[Period](MA6) MA8 = ExponentialAverage[Period](MA7)   AFR = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8   ENDIF

   

  

  Matriciel

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  11/08/2018 at 11:29 AM #84408
  Nicolas

  8-28-56-70 , c’est issu de la suite de Fibonacci. Multiplier les EMA, ajoute une autre forme d'”exponentialité”.

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  Matriciel

  

  Nicolas

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