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[EquisMetaStock Group] Re: MACD based on Kauffman AMA - How?



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Thanx, manohohman. I figured out a way to code the signal line in 
AMA way.

I will take a look at DEMA-smoothed MACD.

- S.L.

--- In equismetastock@xxxxxxxxxxxxxxx, manohohman <no_reply@xxxx> 
wrote:
> 
> Here you go. It's not worth much, but knock yourself out. You 
should 
> read Roy's newsletter and learn to program for yourself. It's 
worth 
> every penny. 
> 
> www.metastocktips.co.nz
> 
> AMA-1
> 
> Periods:=12; 
> Direction := CLOSE - Ref(CLOSE,-periods);
> Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
> ER := Abs(Direction/Volatility);
> FastSC := 2/(2 + 1);
> SlowSC := 2/(30 + 1);
> SSC := ER * (FastSC - SlowSC) + SlowSC;
> Constant := Pwr(SSC,2);
> AMA:=If(Cum(1)=periods +1,Ref(C,-1)+constant*(C-Ref(C,-1)),
> PREV*(1-Constant)+C*Constant);
> AMA;
> 
> AMA-2
> 
> Periods:=26; 
> Direction := CLOSE - Ref(CLOSE,-periods);
> Volatility := Sum(Abs(ROC(CLOSE,1,$)),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(C,-1)+constant*(C-Ref(C,-1)),
> PREV*(1-Constant)+C*Constant);
> AMA;
> 
> MACD AMA
> 
> signal:=Input("Enter the signal periods:  ",3,50,9);
> Fml("AMA-1")-Fml("AMA-2");
> Mov(Fml("AMA-1")-Fml("AMA-2"),signal,E)
> 
> 
> The DEMA smoothed MACD is much better.
> 
> shortperiods:=Input("Enter the shorter DEMA periods:  ",3,20,12);
> longperiods:=Input("Enter the longer DEMA periods:  ",21,50,26);
> signal:=Input("Enter the number of signal line periods:  ",3,50,9);
> Dema(C,shortperiods)-Dema(C,longperiods);
> Mov(Dema(C,shortperiods)-Dema(C,longperiods),signal,E)








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