Adaptive Exponential Moving Average

New Zealand Dollar/U.S. DollarFXCM

詳細

⋅ 2019年5月31日午後11時35分

This indicator was originally developed by Vitali Apirine (Stocks & Commodities V. 37:5 (April, 2019): Adaptive Exponential Moving Average).

This is his second modification of Kaufman Moving Average. In essence, the idea remains the same as in the previous (https://www.tradingview.com/script/urJFGIcv-Adaptive-Moving-Average/): the smoothing constant is calculated as a special ratio between the current price and highest/lowest prices for a given period.

In combination with EMA you can obtain a trading system based on double crossovers:

Long, when AEMA crosses up EMA
Short, when AEMA crosses down EMA

Source code on request

everget

⋅ 2020年1月28日午後1時55分

The source code:
0bin.net/paste/xmsN+wKTQEhIl+nh

dragovanllc

⋅ 2023年5月26日午後9時58分

@everget, sir you are truly amazing. i hope you get back to writing scripts. i truly enjoy your work. and you have me pretty profitable. I thank you.

everget

⋅ 2023年11月4日午後7時43分

@everget, outdated

everget

⋅ 2023年11月4日午後7時43分

Source code: github.com/everget/tradingview-pinescript-indicators/blob/master/movings/apirine_adaptive_exponential_moving_average.pine

Moritz87

⋅ 2023年10月16日午前9時28分

Hi Everget, the link you provided for the source code seems to not work anymore. Can you please provide another? Thank you for your work!

詳細