Re: [amibroker] Adaptive Moving Average Kauffman

["David Holzgrefe" <dtholz@xxxx>]

Luca TJ has included AMA in Ami 
 
AMA - 
adaptive moving average (AFL 1.5) 



SYNTAX
<FONT  
color=#ffffff>ama( ARRAY, SMOOTHINGFACTOR )

RETURNS
ARRAY

FUNCTION
calculates adaptive moving average - simliar to EMA()but 
smoothing factor could be time-variant (array).

EXAMPLE

The example of volatility-weighted adaptive moving average formula:
graph0 = ema( close, 15 );fast = 2/(2+1);slow = 
2/(30+1);dir=abs(close-ref(close,-10));vol=sum(abs(close-ref(close,-1)),10);ER=dir/vol;sc 
=( ER*(fast-slow)+slow)^2;
graph0 = <FONT  
color=#ffffff>ama( close, sc );
 
To find more info check the help file at the top of 
ami screen 
 
Regards David
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Luca 
Meroni 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Thursday, April 18, 2002 8:04 
PM
Subject: [amibroker] Adaptive Moving 
Average Kauffman

Hi at all.
I'm new with AB, but i find it very very 
good.
The AFL language is very nice, and I tryto learn 
it.
I have the Adaptive Moving Average Kauffman 
formula for metastock:
 
  
Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(Close,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, ref(Close,-1) + constant * (CLOSE - 
ref(Close,-1)),Prev + constant * (CLOSE - PREV));
AMA
How can I tranlate in AFL ?
 
Thanks, 
Luca
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