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[amibroker] Re: Kind Request of Ehlers MAMA, FAMA & Kaufman KAMA Indicators with buy sell signa



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Thank you very much

Regards


--- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@xxx> wrote:
>
> Hello,
> 
> KAMA is the example shown the AMA reference, IMHO - see 
> http://www.amibroker.com/guide/afl/afl_view.php?id=18
> 
> For FRMA I habe the following code (I don't know where I got it):
> // FRAMA - Fractal Adaptive Moving Average
> Price = (H+L)/2;
> N = Param( "N", 16, 2, 100, 2 ); // must be even
> 
> N3 = ( HHV( High, N ) - LLV( Low, N ) ) / N;
> 
> HH = HHV( High, N / 2 ) ;
> LL = LLV( Low, N / 2 );
> 
> N1 = ( HH - LL ) / ( N / 2 );
> 
> HH = HHV( Ref( High,  - N/2 ), N/2 );
> LL = LLV( Ref( Low, - N/2 ), N/ 2 );
> 
> N2 = ( HH - LL ) / ( N / 2 );
> 
> Dimen = IIf( N1 > 0 AND N2 > 0 AND N3 > 0, ( log( N1+N2) - log( N3 ) 
> )/log( 2 ), Null );    
> 
> alpha = exp( -4.6 * (Dimen -1 ) );
> alpha = Min( Max( alpha, 0.01 ), 1 ); // bound to 0.01...1 range
> 
> Frama = AMA( Price, alpha );
> 
> Plot( Frama, "FRAMA("+N+")", colorRed, styleThick );
> 
> 
> Regarding MAMA: I'm sorry - my Mama doesn't use Amibroker ;-)
> 
> Greetings,
> 
> Thomas
> 
> 
> 
> > Hi,
> >      There aren't any AFL's for KAMA,MAMA,& FAMA at the AFL libray.
> >
> > Can anyone kindly post the AFL's here.
> >
> > Regards
> >
> > Amikid
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@> wrote:
> > > Greetings --
> > >
> > > Look here:
> > >
> > > http://www.amibroker.com/library/
> > >
> > > Thanks,
> > > Howard
> > >
> > > On Sat, Sep 27, 2008 at 2:31 AM, ihumbleone <ihumbleone@> wrote:
> > > >   Hi all,
> > > > Im a newbie to AFL programming.
> > > >
> > > > May you anyone kindly assist me i have been searching Amibroker
> > > > AFL Formula for for Ehlers MESA Adaptive Moving Average (MAMA and
> > > > FAMA) with buy sell signals and Kaufman's Adaptive Moving Average
> > > > KAMA but in vain.
> > > >
> > > > It would be great if you can share the formulas if you have them.
> > > >
> > > > "The MESA Adaptive Moving Average (MAMA) adapts to price movement
> > > > based on the rate of change of phase as measured by the Hilbert
> > > > Transform Discriminator (Technical Analysis of Stocks and
> > > > Commodities magazine, December 2000). This method features a fast
> > > > attack average and a slow decay average so that composite average
> > > > rapidly ratchets behind price changes and holds the average value
> > > > until the next ratchet occurs." The crossing of the MAMA and FAMA
> > > > lines can be used to generate Buy and Sell signals. When the MAMA
> > > > crosses above the FAMA a buy signal is given. Alternatively, when
> > > > the MAMA crosses below the FAMA a sell signal is given.
> > > >
> > > > As for KAMA, Developed by Perry Kaufman, this indicator is a
> > > > moving average that automatically adjusts its speed based on
> > > > market volatility.
> > > >
> > > > Sincere Thanks
> > > > Warmest Rgds
> > > > Ihumbleone
> >
> > ------------------------------------
> >
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> >
> >
>



------------------------------------

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This is *NOT* technical support channel.

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TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
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