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Grizz, Praktikus,
The following changes to the last 2 lines will allow you to have
seperate outputs and the capability to color each differently.
If(AMA - AMALow > Filter,1{Buy Signal},0{No_Signal});
If(AMAHigh - AMA > Filter,-1{Sell Signal},0{No_Signal})
Preston
--- In equismetastock@xxxx, "grizz003" <grizz002@xxxx> wrote:
> Praktikus
>
> I don't quite understand the buy-sell trigger that you are using.
Are
> you using an AMA10 crossover of the AMA20? Or something else?
>
> Many thanks,
> Grizz
>
> By the way,
> I found an Adaptive Moving Average Binary Wave that looks very
> interesting.. Here it is:
>
> {Kaufman's Adaptive Moving Average Binary Wave }
> Periods := Input("Time Periods",1,1000, 10);
> Direction := CLOSE - Ref(Close,-periods);
> Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
> ER := Abs(Direction/Volatility);
> FastSC := 2/(2 + 1);
> SlowSC := 2/(30 + 1);
> SSC := ER * (FastSC - SlowSC) + SlowSC;
> Constant := Pwr(SSC,2);
> AMA := If(Cum(1) = periods +1, ref(Close,-1)+ constant * (CLOSE- ref
> (Close,-1)),Prev + constant * (CLOSE - PREV));
> FilterPercent := Input("Filter Percentage",0,100,15)/100;
> Filter := FilterPercent * Std(AMA - Ref(AMA,-1),Periods);
> AMALow := If(AMA < Ref(AMA,-1),AMA,PREV);
> AMAHigh := If(AMA > Ref(AMA,-1),AMA,PREV);
> If(AMA - AMALow > Filter, 1 {Buy Signal},If(AMAHigh - AMA >
Filter, -
> 1 {Sell Signal}, 0 {No_Signal}))
>
>
>
> --- In equismetastock@xxxx, "praktikus_ms" <mluescher@xxxx> wrote:
> > Hi grizz
> >
> > Yes that's exactly the same formula I'm using. I got mine
> originally
> > from a book called "New Trading Dimensions" by Florek but I'm not
> > sure at the moment wether it exists in english language or
not.The
> > AMA-Formula I posted earlier was with periods set as 10 according
> to
> > the original rules in Kaufmans book "Smarter trading". Also the
> > periods for filtering the buy and sell signals is set to 20 for
the
> > same reason.
> >
> > In my opinion the idea of Kaufman souds quite logical to me and
he
> > mentions to only adjust the filter. The worst that you can do to
> such
> > a system is overfitting the whole thing (guess what: I know what
> I'm
> > talking about 'cause I lost "some" money with a system that was
> close
> > to the "grail". Unfortunately just in one timeframe - the one it
> was
> > (over)optimised.
> >
> > Got MS8.0 Pro on a second computer and I got different results
than
> > with 7.02 EOD on the same data. Seems that I have tho check
things
> > like order bias ect.
> >
> > Happy trades
> >
> > praktikus
> >
> >
> >
> > --- In equismetastock@xxxx, "grizz003" <grizz002@xxxx> wrote:
> > > TO: Prakticus
> > >
> > >
> > > >For my own small piece of fortune I trade a moving average
> System
> > as
> > > >explained by Perry Kaufman in "Smarter Trading" (the adaptive
> > moving
> > > >average) with European bonds
> > >
> > > Prakticus,
> > > I was able find the AMA formula at:
> > > http://www.guppytraders.com/Metastock%20Formulas/formula%
> 20index.htm
> > >
> > > Is this what you are using with good success? How are you
using
> > it?
> > > This formula does look impressive...
> > > Grizz
> > >
> > > {Adaptive Moving Average by Perry Kauffman}
> > > {Described in S&C 06/1995 - Metastock ver 6.5 or higher}
> > >
> > > Periods := 10; Direction := CLOSE - Ref(CLOSE,-periods);
> > > Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
> > > ER := Abs(Direction/Volatility);
> > > FastSC := 2/(2 + 1); SlowSC := 2/(30 + 1);
> > > SSC := ER * (FastSC - SlowSC) + SlowSC;
> > > Constant := Pwr(SSC,2);
> > > AMA := If(Cum(1) = periods +1, Ref(CLOSE,-1) + constant *
(CLOSE -
>
> > Ref
> > > (CLOSE,-1)),
> > > PREV + constant * (CLOSE - PREV));
> > > AMA;
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