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[amibroker] Re: Perry Kaufman Adaptive Moving Average



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You may also see #12863
CS was kind enough to make this [as many others] offer.
DT

--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx> 
wrote:
>   Heres a metastock code if someone would like to convert it.
> 
>  
> 
> Periods := Input("Time Periods",1,1000,2);
> Direction := P - Ref(P,-periods);
> Volatility := Sum(Abs(ROC(P,1,$)),periods);
> Volatility:=If(Volatility>0,Volatility,0.00001);
> 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(P,-1) + constant * (P - Ref(P,-
> 1)),PREV + constant * (P - PREV));
> 
> 
> 
> 
> 
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "traderix2003" <d.adam@xxxx> 
wrote:
> > Hi,
> > has someone the formula for the KAMA (Kaufman´s adaptive moving 
> > average)?


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