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Let's say your version of Kaufman's efficiency is in a function called "KEffy". Then the AMA length is given by:
Input:
Price(C),
DirLen(10),
FastMA(10),
SlowMA(30);
Var:
AMALen(0),
FastSC(0),
SlowSC(0),
Effy(0),
SC(0),
AdaptMA(0);
FastSC = 2/(FastMA +1);
SlowSC = 2/(SlowMA + 1);
Effy = KEffy(Price, DirLen);
SC = Effy * (FastSC - SlowSC) + SlowSC;
AMALen = Round(2/SC - 1,0);
Plot1(AMALen, "AMALen");
***
Just substitute in your version of Kaufman's efficiency function where I have "KEffy"
The Omega Man
---- you wrote:
> On the bottom of page 142 there is a chart which shows the "moving average
> days corresponding to the smoothing constant" (amadays) used by the KAMA
> during that part of the trend. How is this calculated?
>
> Thanks in advance,
> Frank
>
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