[Metastockusers] Re: adaptive moving averages

["trendchaser2003" <trendchaser2003@xxxxxxxxx>]

Hi Lionel
It seems that this group had faster posting reply than that group.
I'll post it here.

Adaptive Moving Average by Perry Kauffman 
This is a Metastock for Windows version 6.5 formula.
Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(Close,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, ref(Close,-1) + constant * (CLOSE - 
ref(Close,-1)),Prev + constant * (CLOSE - PREV));
AMA
*********************************** 
adaptive moving average all 
System:
LONG:
C < Fml("adaptive moving average lower") AND 
Ref(Fml("Cmov"),-1) < Ref(Fml("CMOVsig"),-1)
AND Fml("Cmov") > Fml("Cmovsig")
AND Fml("Cmovsig") > Ref(Fml("Cmovsig"),-1) 
CLOSE LONG: Fml("Cmov") < Fml("Cmovsig") 
********************************************* 
adaptive moving average all: 
A:=P;
Periods:=Input("Time Periods",1,1000, 10);
Direction:=A - Ref(A,-periods);
Volatility:= Sum(Abs(ROC(A,1,$)),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(A,-1) + constant * (A - Ref(A,-
1)),PREV + constant * (A - PREV));
AMA
******************************************************* 
adaptive moving average lower: 
(Fml("adaptive moving average all")- (0.03*Fml("adaptive moving 
average all")))

adaptive moving average upper: 
(Fml("adaptive moving average all")+ (0.03*Fml("adaptive moving 
average all"))) 

*********************************************************** 
Adaptive Moving Average Binary Wave (Exploration)

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})) 

******************************************** 

Rgds
Mark


--- In Metastockusers@xxxxxxxxxxxxxxx, "trendchaser2003" 
<trendchaser2003@xxxx> wrote:
> 
> Hi,Lionel
> I had post this reply to group/equismetastock
> Hope this help.
> 
> Rgds
> Mark
> 
> 
> --- In Metastockusers@xxxxxxxxxxxxxxx, "Lionel Issen" 
<lissen@xxxx> 
> wrote:
> > I seem to have lost or misplaced my adaptive moving averages 
code.
> >  
> > Can someone point me in the right direction to download them 
again?
> >  
> > Thanks
> >  
> > Lionel Issen





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