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

["MPLM (Intel EPSD) Razvan Andrei" <randrei@xxxxxx>]

Thanks, Goldwing!!

Razvan

-----Mesaj original-----
De la: goldwing01 [mailto:goldwing01_1999@xxxxxxxxx]
Trimis: 12 ianuarie 2005 15:31
Către: amibroker@xxxxxxxxxxxxxxx
Subiect: [amibroker] Re: KAMA (Kaufmann Adaptive Moving Average)

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





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