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Hello,
AMA/AMA2 in AmiBroker are not "Kaufman's" averages.
They are *general purpose* adaptive exponential smoothers
(in tech speak they are first-order intinite impulse response digital filters),
and they can be used to implement
whole family of "adaptive moving averages" (including Kaufman's).
The difference between all those averages is just the method of modifying the smoothing constant.
As for difference between AMA/AMA2 is just that AMA2 allows both constants.
AMA(array, factor) is identical with AMA2( array, factor, 1 - factor);
Both are actually very simple in implementation and actual underlying code is
presented in the User's Guide:
http://www.amibroker.com/guide/afl/afl_view.php?ama
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ray Seth" <rayseth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, March 01, 2009 10:30 AM
Subject: [amibroker] Kaufman AMA and AMA2
>I have been reading Perry Kaufman's Adaptive Moving Averages and how
> to program them. I came across two afls in Amibroker i.e. AMA and
> AMA2. I was able to relate to the fact that Kaufman's formula was
> defined by AMA but I could not figure out AMA2. What is the difference
> and is there some theory available about this.
>
> Also,
>
> In the formula for AMA ; it starts with defining
>
> Graph0 = EMA(C,15);
>
> and then goes on to formulate the other constants.
>
> In the end,
>
> Graph0 = AMA(C,sc);
>
> My question is , does this formula have to define Graph0 at the outset?
>
> Regards
>
>
> ------------------------------------
>
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>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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http://www.amibroker.com/devlog/
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