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I have done a lot a playing around with the Kaufman AMA.
In addition to changing the range of the MA from 2 to 30, I have also
experimented with the "slowing" power. Kaufman squares the smoothing
factor. I made that a variable and have experimented varying it from 1.5
to 3.
You might try these suggestions.
Regards,
Paul
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I´ve been looking at Kaufman´s adaptive moving average and would like to
change it so it would be less sensitive to short-term breaks. The original
formula uses a range of days from 2 to 30 (n). Changing those values gives
a very strange MA.
Does anybody have any suggestions how to change the formula or parameter
values?
Thanks in advance,
Marcus Ingelin
Stockholm, Sweden
marcus.ingelin@xxxxxxxxxx
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