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[amibroker] Re: adaptive moving average



PureBytes Links

Trading Reference Links

Find "Understanding How AFL Works" in the User's Guide (Help). AMA is explained at the bottom. 

Joe

--- In amibroker@xxxxxxxxxxxxxxx, "bigitop" <doctormuniz@xxx> wrote:
>
> Hi All.
> 
> I am trying to migrate an AFL script to Metatrader 4 for forex. The
> script is based on Woodie's Heikin Ashi
> (http://www.amibroker.com/library/detail.php?id=1024) and it uses AB's
> AMA function.
> 
> The problem I have is that Metatrader doesn't have a built-in AMA
> function as AB does. So I am trying to code the AMA function myself.
> 
> My question is this:
> 
> 1. What is the default PERIOD for AB AMA function. (since it only takes
> two parameters, the ARRAY and SMOOTHINGFACTOR)
> 
> 2. What exactly is the SMOOTHINGFACTOR?
> 
> Any help is greatly appreciated!
> 
> I'm using the following, which i got on the internet, to calculate the
> AMA
> 
> Direction = Price - price(n)  ; where n = AMA Period
> Volatility = Sum(abs(price - price[1], n)
> Effeciency Ratio (ER) = Direction / Volatility
> Fast Smoothing Constant (FastC) = 2/(p + 1)  ; where p = FSC Period
> Slow Smoothing Constant (SlowC) = 2/(q + 1)  ; where q = FSC Period
> Scaled Smoothing Constant (SSC) = ER(FastC - SlowC) + SlowC
>




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