|
PureBytes Links
Trading Reference Links
|
David,
Luca asked for K AMA, a derivative of AMA. CS was kind enough to give
the code, see above reference
DT
--- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> Luca TJ has included AMA in Ami
>
> AMA - adaptive moving average (AFL 1.5) SYNTAX 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 = ama( close, sc );
>
>
>
> To find more info check the help file at the top of ami screen
>
> Regards David
> ----- Original Message -----
> From: Luca Meroni
> To: amibroker@xxxx
> 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 try to 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
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
> ---
> Outgoing mail is certified Virus Free.
> Checked by AVG anti-virus system (http://www.grisoft.com).
> Version: 6.0.350 / Virus Database: 196 - Release Date: 4/17/2002
|