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In an exploration, I'm using a Kaufman Adaptive Moving Average and
trying to compare two different time periods - 20 days and 10 days.
When I use Automatic Analysis and Explore, the two columns display the
same data on the same date, so I think this is incorrect after
checking the data on a chart. How can I fix this column data problem?
It is likely something simple that I overlooked. My code is below:
//Calculate Adaptive Moving Average from Kaufman - KAMA
P = Close;
Periods = Param("Time Periods",20,1,1000,1);
Direction = P - Ref(P,-periods);
Volatility = Sum(abs(P-Ref(P,-1)),periods);
Volatility =IIf(Volatility>0,Volatility,0.00001);
ER = abs(Direction/Volatility);
FastSC = 2/(2 + 1);
SlowSC = 2/(30 + 1);
SSC = ER * (FastSC - SlowSC) + SlowSC;
Constant20 = SSC^2;
KAMA20 = (AMA(P,Constant20));
AddColumn( AMA( P, Constant20), "KAMA20");
P = Close;
Periods = Param("Time Periods",10,1,1000,1);
Direction = P - Ref(P,-periods);
Volatility = Sum(abs(P-Ref(P,-1)),periods);
Volatility =IIf(Volatility>0,Volatility,0.00001);
ER = abs(Direction/Volatility);
FastSC = 2/(2 + 1);
SlowSC = 2/(30 + 1);
SSC = ER * (FastSC - SlowSC) + SlowSC;
Constant = SSC^2;
KAMA10 = (AMA(P,Constant));
AddColumn( AMA( P, Constant), "KAMA10");
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