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Hello,
KAMA is the example shown the AMA reference, IMHO - see
http://www.amibroker.com/guide/afl/afl_view.php?id=18
For FRMA I habe the following code (I don't know where I got it):
// FRAMA - Fractal Adaptive Moving Average
Price = (H+L)/2;
N = Param( "N", 16, 2, 100, 2 ); // must be even
N3 = ( HHV( High, N ) - LLV( Low, N ) ) / N;
HH = HHV( High, N / 2 ) ;
LL = LLV( Low, N / 2 );
N1 = ( HH - LL ) / ( N / 2 );
HH = HHV( Ref( High, - N/2 ), N/2 );
LL = LLV( Ref( Low, - N/2 ), N/ 2 );
N2 = ( HH - LL ) / ( N / 2 );
Dimen = IIf( N1 > 0 AND N2 > 0 AND N3 > 0, ( log( N1+N2) - log( N3 )
)/log( 2 ), Null );
alpha = exp( -4.6 * (Dimen -1 ) );
alpha = Min( Max( alpha, 0.01 ), 1 ); // bound to 0.01...1 range
Frama = AMA( Price, alpha );
Plot( Frama, "FRAMA("+N+")", colorRed, styleThick );
Regarding MAMA: I'm sorry - my Mama doesn't use Amibroker ;-)
Greetings,
Thomas
> Hi,
> There aren't any AFL's for KAMA,MAMA,& FAMA at the AFL libray.
>
> Can anyone kindly post the AFL's here.
>
> Regards
>
> Amikid
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
> > Greetings --
> >
> > Look here:
> >
> > http://www.amibroker.com/library/
> >
> > Thanks,
> > Howard
> >
> > On Sat, Sep 27, 2008 at 2:31 AM, ihumbleone <ihumbleone@xxx> wrote:
> > > Hi all,
> > > Im a newbie to AFL programming.
> > >
> > > May you anyone kindly assist me i have been searching Amibroker
> > > AFL Formula for for Ehlers MESA Adaptive Moving Average (MAMA and
> > > FAMA) with buy sell signals and Kaufman's Adaptive Moving Average
> > > KAMA but in vain.
> > >
> > > It would be great if you can share the formulas if you have them.
> > >
> > > "The MESA Adaptive Moving Average (MAMA) adapts to price movement
> > > based on the rate of change of phase as measured by the Hilbert
> > > Transform Discriminator (Technical Analysis of Stocks and
> > > Commodities magazine, December 2000). This method features a fast
> > > attack average and a slow decay average so that composite average
> > > rapidly ratchets behind price changes and holds the average value
> > > until the next ratchet occurs." The crossing of the MAMA and FAMA
> > > lines can be used to generate Buy and Sell signals. When the MAMA
> > > crosses above the FAMA a buy signal is given. Alternatively, when
> > > the MAMA crosses below the FAMA a sell signal is given.
> > >
> > > As for KAMA, Developed by Perry Kaufman, this indicator is a
> > > moving average that automatically adjusts its speed based on
> > > market volatility.
> > >
> > > Sincere Thanks
> > > Warmest Rgds
> > > Ihumbleone
>
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