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Hello,
No, AMA is ideally suited for all kinds of adaptive moving averages
and replaces PREV is such cases perfectly.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "amiabilityy" <amiabilityy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, May 03, 2003 10:48 PM
Subject: [amibroker] Re: Perry Kaufman Adaptive Moving Average
TJ that was quick, i thought it would need the use of a loop to
replace the PREV function.
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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)?
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
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