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forgot to add, the code below is in MS language.
peter.
--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx>
wrote:
> 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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