Re: [amibroker] Re: Perry Kaufman Adaptive Moving Average

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

Here it comes:

P = Close;
Periods = Param("Time Periods",10,1,1000,1);

Direction = P - Ref(P,-periods);

Volatility = Sum(abs(P-Ref(P,-1)),periods);

Volatility =IIf(Volatility>0,Volatility,0.00001);

ER = abs(Direction/Volatility);

FastSC = 2/(2 + 1);

SlowSC = 2/(30 + 1);

SSC = ER * (FastSC - SlowSC) + SlowSC;

Constant = SSC^2;

Plot( AMA( P, Constant ), "KAMA", colorRed );

Plot( Close, "Price", colorBlack, styleCandle );


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "amiabilityy" <amiabilityy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, May 03, 2003 10:27 PM
Subject: [amibroker] Re: Perry Kaufman Adaptive Moving Average


  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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