Re: [amibroker] Re: Amibroker Code for MAMA adaptive moving average, AmiBroker Email List Archive

On Sat, Apr 26, 2008 at 12:21 AM, Debdulal Bhattacharyya <sdebu_2k@xxxxxxxxx> wrote:

Hi Rakesh,
would you please tell me where do i get the plugin
named "indicators"?
Please let me know how to get it and how to load it.
Thanx in advance.
Debdulal

--- In amibroker@xxxxxxxxxxxxxxx, Rakesh Sahgal <rakeshsahgal@xxx>
wrote:
>
> plot commands for MAMA/FAMA:-
>
> Plot(sbMAMA(C,0.5,0.005),"MAMA",4,1);
> Plot(sbFAMA,"FAMA",6,1);
>
>
> in tools plug-ins make sure you have loaded plug-in
> named "indicators".
>
>
>
> --- walkegra <walkegra@xxx> wrote:
> > Easy-Language code for MAMA adaptive moving average
> > (ref:
> > www.mesasoftware.com) is posted in the files section
> > tilted MAMA.doc.
> > Following is my attempted AB implementation of this
> > code but it does
> > not produce anything like the expected moving
> > averages. Can anyone
> > point out and correct the errors in my AB code?
> >
> > Thank you.
> >
> >
> > //MAMA Adaptive MA
> >
> > Pr = (H + L)/2;
> > FastLimit = 0.5;
> > SlowLimit = 0.05;
> >
> > Smooth = (Pr * 4 + Ref(Pr,-1) * 3 + Ref(Pr,-2) * 2 +
> > Ref(Pr,-3))/10;
> >
> > Detrender = (0.0962 * Smooth + 0.5769 *
> > Ref(Smooth,-2) - 0.5769 * Ref
> > (Smooth,-4) - 0.0962 * Ref(Smooth,-6))* (0.075 *
> > Ref(Pr,-1) + 0.54);
> >
> > Q1 = (0.0962 * Detrender + 0.5769 *
> > Ref(Detrender,-2) - 0.5769 * Ref
> > (Detrender,-4) - 0.0962 * Ref(Detrender,-6))*
> > (0.075 * Ref(Pr,-1) +
> > 0.54);
> >
> > I1 = Ref(Detrender,-3);
> >
> > jI = (0.0962 * I1 + 0.5769 * Ref(I1,-2) - 0.5769 *
> > Ref(I1,-4) -
> > 0.0962 * Ref(I1,-6))* (0.075 * Ref(Pr,-1) + 0.54);
> >
> > jQ = (0.0962 * Q1 + 0.5769 * Ref(Q1,-2) - 0.5769 *
> > Ref(Q1,-4) -
> > 0.0962 * Ref(Q1,-6))* (0.075 * Ref(Pr,-1) + 0.54);
> >
> > I2 = I1 - jQ;
> > Q2 = Q1 + jI;
> >
> > I2 = 0.2 * I2 + 0.8 * Ref(I2,-1);
> > Q2 = 0.2 * Q2 + 0.8 * Ref(Q2,-1);
> >
> > Re = I2 * Ref(I2,-1) + Q2 * Ref(Q2,-1);
> > Im = I2 * Ref(Q2,-1) - Q2 * Ref(I2,-1);
> >
> > Re = 0.2 * Re + 0.8 * Ref(Re,-1);
> > Im = 0.2 * Im + 0.8 * Ref(Im,-1);
> >
> > Period = IIf(Im != 0 AND RE != 0,
> > 360/atan(Im/Re),0);
> >
> > Period = IIf(Period > 1.5 * Ref(Period,-1), 1.5 *
> > Ref(Period,-
> > 1),Period);
> > IIf(Period < 0.67 * Ref(Period,-1),0.67 *
> > Ref(Period,-
> > 1),Period);
> > IIf(Period < 6, 6,Period);
> > IIf(Period > 50, 50, Period);
> >
> > Phase = IIf(I1 != 0, atan(Q1/I1),0);
> > DeltaPhase = Ref(Phase,-1) - Phase;
> > DeltaPhase = IIf(DeltaPhase < 1, 1, DeltaPhase);
> > Alpha = FastLimit/DeltaPhase;
> > Alpha = IIf(Alpha < SlowLimit, SlowLimit, Alpha);
> > MAMA = Alpha * Pr;
> > MAMA = Alpha * Pr + (1 - Alpha) + Ref(MAMA,-1);
> > FAMA = 0.5 * Alpha * MAMA;
> > FAMA = 0.5 * Alpha * MAMA + (1 - 0.5 * Alpha) *
> > Ref(FAMA,-1);
> >
> > Plot(C,"Price",1,styleCandle);
> > Plot(MAMA,"MAMA",2);
> > Plot(FAMA,"FAMA",3);
> >
> >
> >
> >
> >
>
>
>
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