WAMI

ICE Data Services -

WAMI.efs                                                                                EFSLibrary - Discussion Board

File Name: WAMI.efs


Description:
WAMI

 

Formula Parameters:

Notes:
The WAMI-based trading lies in the application and iteration of the
optimization process until the indicated trades on past market data
give consistent, profitable results. It is rather difficult process
based on Fourier analysis.

 

Download File:
WAMI.efs




EFS Code:

/*********************************
Provided By:  
    eSignal (Copyright c eSignal), a division of Interactive Data 
    Corporation. 2009. All rights reserved. This sample eSignal 
    Formula Script (EFS) is for educational purposes only and may be 
    modified and saved under a new file name.  eSignal is not responsible
    for the functionality once modified.  eSignal reserves the right 
    to modify and overwrite this EFS file with each new release.

Description:        
    WAMI

Version:            1.0  03/24/2009

Formula Parameters:                     Default:

Notes:
    The WAMI-based trading lies in the application and iteration of the 
    optimization process until the indicated trades on past market data 
    give consistent, profitable results. It is rather difficult process 
    based on Fourier analysis. 
**********************************/

var bInit = false;

function preMain() {
    setPriceStudy(false);
    setStudyTitle("WAMI");
    setCursorLabelName("WAMI", 0);
}

var xWAMI = null;

function main() {
var nWAMI = 0;
    if (bInit == false) {
        xWAMI = ema(13, ema(13, wma(4, mom(1))));
        bInit = true;
    }
    nWAMI = xWAMI.getValue(0)
    if (nWAMI == null) return;
    return nWAMI;
}