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I found this code while searching another site for the kaufman code.
anyone willing to convert it to AFL.
This code is nearly the same as the one that computes the Hilbert
transform homodyne discriminator cycle measurement, with the
additional code to compute phase rate of change, the nonlinear alpha,
and the MAMA and FAMA lines.
FastLimit:=(0.5);
SlowLimit:=(0.05);
Smooth:=(4*MP()+3*Ref(MP(),-1)+2*Ref(MP(),-2)+Ref(MP(),-3))/10;
Detrender:=(0.0962*Smooth+0.5769*Ref(Smooth,-2)- 0.5769*Ref(Smooth,-
4)-0.0962*Ref(Smooth,-6))*(0.075*PREV+0.54);
Q1:=(0.0962*Detrender+0.5769*Ref(Detrender,-2)-0.5769*Ref(Detrender,-
4)-0.0962*Ref(Detrender,-6))*(0.075*PREV+0.54);
l1:=Ref(Detrender,-3);
jl:=(0.0962*l1+0.5769*Ref(l1,-2)-0.5769*Ref(l1,-4)-0.0962*Ref(l1,-6))*
(0.075*PREV+0.54);
jQ:=(0.0962*Q1+0.5769*Ref(Q1,-2)-0.5769*Ref(Q1,-4)-0.0962*Ref(Q1,-6))*
(0.075*PREV+0.54);
l2:=l1+jQ;
Q2:=Q1+jl;
l2:=0.2*l2+0.8*Ref(l2,-1);
Q2:=0.2*Q2+0.8*Ref(Q2,-1);
Re:=l2*Ref(l2,-1)+Q2*Ref(Q2,-1);
lm:=l2*Ref(Q2,-1)+Q2*Ref(l2,-1);
Re:=0.2*Re+0.8*Ref(Re,-1);
lm:=0.2*lm+0.8*Ref(lm,-1);
Phase:=If(l1<>0,Atan(Q1,l1),0);
DeltaPhase:=Ref(Phase,-1)-Phase;
DeltaPhase:=If(DeltaPhase<1,1,0);
alpha:=FastLimit/DeltaPhase;
alpha:=If(alpha<SlowLimit,SlowLimit,alpha);
alpha:=If(alpha>FastLimit,FastLimit,alpha);
MAMA:=alpha*MP()+(1-alpha)*PREV;
FAMA:=0.5*alpha*MAMA+(1-0.5*alpha)*PREV;
MAMA;
FAMA
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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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