Re: macd/jurik

["Mark Brown" <markbrown@xxxxxxxxxxxxx>]

the below uses perry kaufman's ama to give you an example.




function name it adaptive.......................step 1


inputs:price(numericseries),period(numericsimple);
           
vars: noise(0),signal(0),dif(0),efratio(0),
       smooth(1),fastend(.666),slowend(.0645),am(0);

{CALCULATE EFFICIENCY RATIO}
dif=@xxxxxxxx(price - price[1]);
if(currentbar <= period) then am =price;
if(currentbar > period)then begin
        signal = @AbsValue(price - price[period]);
        noise = @Summation(dif,period);
        efratio = signal/noise;
        smooth = @Power(efratio*(fastend - slowend) + slowend,2);

{ADAPTIVE MOVING AVERAGE}
       am = am[1] + smooth*(price - am[1]);
     Adaptive=am;
        end;







function name it MACDAMA ...............step 2

Inputs:Price(NumericSeries),FastMA(NumericSimple),SlowMA(NumericSimple);

MACDAMA = Adaptive(Price,FastMA) - Adaptive(Price,SlowMA);








indicator name it whatever you want ................step 3

Input: FastMA(12),SlowMA(26),MacdMA(9);

VALUE1=(MACDAMA(Close,FastMA,SlowMA));
VALUE2=(XAverage(MACDAMA(Close,FastMA,SlowMA),MacdMA));

Plot3(VALUE1-VALUE2,"MADiff");