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



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Here's another way...

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);


--- In amibroker@xxxxxxxxxxxxxxx, "Prashanth" <prash454@xxx> wrote:
>
> Hello,
> 
> // Kauffmans AMA
> GraphXSpace=2;
> 
> T1=Param("Period",5,5,25,1); //Periods
> 
> V2=Param("Fast",2,2,20,1); //fast
> 
> V3=Param("Slow",15,15,50,1); //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",colorRed, styleLine);
> 
> // Plot(T1,"Periods",0,16);
> 
> 
> Title="Kauffman's AMA: = " + WriteVal(KAMA) + " Periods=" + 
> 
> WriteVal(T1,1.0);
> 
> Cheers
> 
> Prashanth
> 
>   ----- Original Message ----- 
>   From: jim_trades_stocks 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Sunday, July 10, 2005 9:06 PM
>   Subject: [amibroker] Re: Kaufmann's Adaptive Moving Averages?
> 
> 
>   Hello,
> 
>   Would you happen to have this code with "param" enabled, per latest 
>   AB features (right click for adjusting settings)
> 
>   Thanks
> 
>   Jim
> 
> 
> 
> 
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "Prashanth" <prash454@xxxx> wrote:
>   > 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 
>   >   To: amibroker@xxxxxxxxxxxxxxx 
>   >   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!
>   > 
>   > 
>   > 
>   > 
>   >   Please note that this group is for discussion between users only.
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