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Thanks.
I'll take a look at them tomorrow.
Lionel
-----Original Message-----
From: trendchaser2003 [mailto:trendchaser2003@xxxxxxxxx]
Sent: Saturday, October 09, 2004 7:54 PM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: [Metastockusers] Re: adaptive moving averages
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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