[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: KAMA (Kaufmann Adaptive Moving Average)



PureBytes Links

Trading Reference Links


Tomasz Janeczko did this one


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 );



--- In amibroker@xxxxxxxxxxxxxxx, "ra_randrei" <randrei@xxxx> wrote:
> 
> Hi,
> Does anyone have an .afl implementation of KAMA?
> Best regards,
> Razvan Andrei





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/