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

["Paul Harris" <paul_vicmar@xxxxxxxxxxx>]

If you are interested in Kaufman´s Adaptive MA find enclosed a binary
wave formula based around KAMA.

{Kaufman's Adaptive MA Binary Wave}
Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(CLOSE,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, Ref(CLOSE,-1)+ constant *
(CLOSE-Ref(CLOSE,-1)),PREV + constant * (CLOSE - PREV));
FilterPercent:=Input("FilterPercentage",0,100,15)/100;
Filter := FilterPercent * Std(AMA - Ref(AMA,-1),Periods);
AMALow := If(AMA < Ref(AMA,-1),AMA,PREV);
AMAHigh := If(AMA > Ref(AMA,-1),AMA,PREV);
If(AMA - AMALow > Filter, 1 {Buy Signal},If(AMAHigh - AMA >
Filter, -
1 {Sell Signal}, 0 {No_Signal}))


















--- 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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