How can I use Close price in MESA Adaptive Moving Average? #500
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by
DaveSkender
allcasper99
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Hello there, I have a question. |
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Answered by
DaveSkender
Jul 24, 2021
Replies: 1 comment
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As you've mentioned, the formula for MAMA calls for the use of var modifiedQuotes = quotes
.Select(x => new Quote
{
Date = x.Date,
High = x.Close,
Low = x.Close,
Close = x.Close
});
var results = modifiedQuotes.GetMama(..); |
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Answer selected by
DaveSkender
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As you've mentioned, the formula for MAMA calls for the use of
Price=(H+L)/2
. If you want to useClose
price instead, the workaround here would be to convert your quote history to accommodate so(H+L)/2 = Close
.