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Hello,
I try to write the formula for KAMA(Perry Kaufman Adaptive Moving
Average):
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(C,"C",colorBlack);
It seems I forgot something. Could you help me? Thanks a lot
Daniel
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