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I have tried to Optimize the AMA below...Either version...Has anyone
done this and what do you set your parameters to...I will work with
anyone interested in doing this.....thanks....Jim
Equis Version...
Sig:=If(Cum(1)=5,Ref(C,-1)+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC
(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-Ref(C,-1)),PREV+(Pwr((Abs
((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),3)))*((2/3)-(2/31))+(2/31),2))*(C-
PREV));
Sig>Ref(Sig,-1)
Kaufmann Version...
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
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