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--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Why not just use AMA already in AB
>
> Cheers,
> Graham
Because AMA is a *general* adaptive moving average. You still have to
specify what smoothingfactor is if you want to use AMA.
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: amiabilityy [mailto:amiabilityy@x...]
> 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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