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Yes I re read his post when I saw your reply DT
David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dtsokakis
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 18, 2002 9:39
PM
Subject: [amibroker] Re: Adaptive Moving
Average Kauffman
David,Luca asked for K AMA, a derivative of AMA. CS was
kind enough to give the code, see above referenceDT--- In <A
href="">amibroker@xxxx..., "David Holzgrefe" <<A
href="">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 couldbe
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>
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