[EquisMetaStock Group] Re: Kaufman's Adaptive Moving Average II

[pumrysh <no_reply@xxxxxxxxxxxxxxx>]

First read the manual and the formula primer.

Next change the formula to:

Kaufman's Adaptive Moving Average II
{ Kaufman AMA indicator }
PriceSeries:=Input("Prices series - 0:O|1:H|2:L|3:C",0,3,3);
Periods:=Input("Periods",1,32767,20);
FEndF:=Input("Fast end factor",0,1,0.666);
SEndF:=Input("Slow end factor",0,1,0.0645);
Pr:=If(PriceSeries=0,OPEN,If(PriceSeries=1,HIGH,
If(PriceSeries=2,LOW,CLOSE)));
Signal:=Abs(Pr-Ref(Pr,-Periods));
Dnoise:=Abs(Pr-Ref(Pr,-1));
Noise:=Sum(Dnoise,Periods);
EffRatio:=If(Noise>0.,Signal/Noise,0.);
FERatio:=FEndF*EffRatio+SEndF*(1-EffRatio);
SmoothF:=Power(FERatio,2);
PKAMA:=Pr*SmoothF+(1-SmoothF)*PREV;
PKAMA;

On input variables the default value will be used for the 
exploration so I have changed your to default to 20 periods.
Also corrected the if(,,) so you do not get and error.

Open an exploration, select new. 

Name it. 

Under Column A enter:
 FmlVar("Kaufman's Adaptive Moving Average II","PKAMA")

Under Column B enter:
Close

Under Filter enter for longs:
ColB > ColA


Your done.

Enjoy,

Preston





--- In equismetastock@xxxxxxxxxxxxxxx, aztraderguy <no_reply@xxx> 
wrote:
>
> Could someone please show me how this formula could be changed 
into an 
> exploration to give a value?  Let's say with the value of Close 
and 20 
> day time frame.  Thanks
> 
> Kaufman's Adaptive Moving Average II 
> { Kaufman AMA indicator }
> PriceSeries:=Input("Prices series - 0:O|1:H|2:L|3:C",0,3,3);
> Periods:=Input("Periods",1,32767,10);
> FEndF:=Input("Fast end factor",0,1,0.666);
> SEndF:=Input("Slow end factor",0,1,0.0645);
> Pr:=If(PriceSeries=0,OPEN,If(PriceSeries=1,HIGH,If
> (PriceSeries=2,LOW,CLOSE)));
> Signal:=Abs(Pr-Ref(Pr,-Periods));
> Dnoise:=Abs(Pr-Ref(Pr,-1));
> Noise:=Sum(Dnoise,Periods);
> EffRatio:=If(Noise>0.,Signal/Noise,0.);
> FERatio:=FEndF*EffRatio+SEndF*(1-EffRatio);
> SmoothF:=Power(FERatio,2);
> PKAMA:=Pr*SmoothF+(1-SmoothF)*PREV;
> PKAMA;
>




 
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