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{KMA Moving Average User Function}
{period= length of moving average
filter= whole %trendchange to givesignal
lag = 0to enter on close,ntoenter n-periods later}
input:period(numericsimple), filter(numeric), lag(numericsimple);
vars:ma(0), change(0), signal(0);
signal = signal[1];
ma = average(close, period);
change =(ma - ma[1]) *100/close[1];
if lag>=0 and change[lag]>filter then signal = 1;
if lag>=0 and change[lag]< -filter then signal = -1;
Kaufman_MA = signal;
----- Original Message -----
From: "N&M Smith" <nmsmith@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, November 17, 2000 6:02 PM
Subject: Kaufman MA
> I'm Looking for the code for Kaufman Moving Average
> Thanks in advance
> Neville
>
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