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Re: [amibroker] Kaufmann's Adaptive Moving Averages?



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Hello,
 

GraphXSpace=2;

T1=5;//Periods

V2=2;//fast

V3=15;//slow

F1=2/(V2+1);

S1=2/(V3+1);

ER=(abs(C-Ref(C,-T1))/Sum(abs(C-Ref(C,-1)),T1));

A1=ER*(F1-S1)+S1;

A2=A1^2;

KAMA=AMA2(C,A2,1-A2);

Plot(KAMA,"Kauffman's AMA ",4,4);

Plot(T1,"Periods",0,16);

Title="Kauffman's AMA: = " + WriteVal(KAMA) + " Periods=" +

WriteVal(T1,1.0);

Cheers

Prashanth

----- Original Message -----
From: Hao Chik
Sent: Sunday, July 10, 2005 2:54 PM
Subject: [amibroker] Kaufmann's Adaptive Moving Averages?

Does anyone have the code for the Kaufmann's Adaptive Moving Averages?
Thanks!




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