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



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--- In amibroker@xxxxxxxxxxxxxxx, "Hao Chik" <haochik@xxx> wrote:
>
> Does anyone have the code for the Kaufmann's Adaptive Moving Averages?
> Thanks!
>


fast = 2/(2+1);
slow = 2/(30+1);
dir=abs(C-Ref(C,-14));
vol=Sum(abs(C-Ref(C,-1)),14);
ER=dir/vol;
sc =( ER*(fast-slow)+slow)^2;
KAMA = AMA( C,sc );


Plot(KAMA,"KAMA",colorWhite,styleThick | styleNoLabel | styleNoTitle);




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