Re: Adaptive Moving Average System

[MarkBrown@xxxxxxxxxxxxx]

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");