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Why not just use AMA already in AB
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: amiabilityy [mailto:amiabilityy@xxxxxxxxx]
Sent: Sunday, 4 May 2003 4:28 AM
To: amibroker@xxxxxxxxxxxxxxx
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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