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<DIV><FONT color=#000000 size=2>I know this issue was discussed before. Some one
was kind enough to post a formula for calculating percent return. It involved
average return per stock, average number of days and a couple of other
factors.</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT size=2>Can you send it to me again ?</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Thank you,</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Shay
Horowitz
shay@xxxxxxxxxxxxxxxxx<BR>Zeus
Investments, LLC. <BR>13918 E. Mississippi
Ave. <A
href="http://www.zeus-holdings.com/";>http://www.zeus-holdings.com/</A><BR>Suite
245
<BR>Aurora, CO
80012
<BR></FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sun Jan 04 17:16:46 1998
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<DIV><FONT color=#000000 size=2>I know this issue was discussed before. Some one
was kind enough to post a formula for calculating percent return. It involved
average return per stock, average number of days and a couple of other
factors.</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT size=2>Can you send it to me again ?</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Thank you,</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Shay
Horowitz
shay@xxxxxxxxxxxxxxxxx<BR>Zeus
Investments, LLC. <BR>13918 E. Mississippi
Ave. <A
href="http://www.zeus-holdings.com/";>http://www.zeus-holdings.com/</A><BR>Suite
245
<BR>Aurora, CO
80012
<BR></FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sun Jan 04 17:16:47 1998
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Subject: Re: Adaptive Moving Average System
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Status:
Steve Duval wrote:
> In the latest issue of Stocks & Commodities, Perry Kaufman talks about his AMA. I am interested in this trading system and wonder if anyone has put
> this into a trading system and as an indicator for SuperCharts 4.0? Also, any comments relative to this system would be much appreciated.By the way,
> Happy New Year!Steve
===============================
inputs:price(c),
length(10),
fastlen(5),
slowlen(20);
vars:dt(0),
vt(0),
ert(0),ert2(0),
fastest(2/(fastlen+1)),
slowest(2/(slowlen+1)),
return(0),amal(0);
if (@currentbar=1)then begin
fastest = 2/(fastlen+1);
slowest = 2/(slowlen+1);
end;
dt = price[0]-price[length];
vt = @summation(@absvalue(price[0]-price[1]),length);
if (vt<>0)
then ert = (dt/vt)*(fastest-slowest)+slowest
else ert = ert[1];;
ert2 = ert*ert;
if(@currentbar<=1)
then return = price
else return = return[1]+ert2*(price-return[1]);
amal = return;
plot1(amal,"ama");
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