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Hi,Lionel
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,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, ref(Close,-1) + constant * (CLOSE -
ref(Close,-1)),Prev + constant * (CLOSE - PREV));
AMA
********************
adaptive moving average all:
A:=P;
Periods:=Input("Time Periods",1,1000, 10);
Direction:=A - Ref(A,-periods);
Volatility:= Sum(Abs(ROC(A,1,$)),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")))
***********************
Hope this help
Rgds
Mark
--- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx>
wrote:
> There is no index in the files section. I have looked at the list.
>
> If you can at least send me the names of the pertinent files, then
I might
> be able to find and download them.
>
> Lionel
>
>
> -----Original Message-----
> From: pumrysh [mailto:no_reply@xxxxxxxxxxxxxxx]
> Sent: Saturday, October 09, 2004 5:12 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: adaptive moving averages
>
>
>
> Lionel,Lionel,Lionel,
>
> Always in the files and links section!
>
> Preston
>
>
> --- In equismetastock@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
>
>
>
>
>
>
>
> Yahoo! Groups Links
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