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



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Hi All,


After my eyes run over a few Aussie stock charts, in some cases this 
moving average can be named as an adaptive but eventually this moving 
average has a greater lagging effect than a normal moving average. 


Perhaps you may try Jurik Moving Average if you really want a less 
leg moving average. But in this forum I hardly ever seen a comment on 
this moving average. Maybe since it is a commercial stuff everyone 
wish to get pay off from they had dealt with.  


On top on this conversation, I am not saying that every lagging 
effect is bad. Some creative people even made their system based on 
the lagging effect. If some one are interested, please leave their 
email address to me I will send some trade sim report on the system 
that I mentioned.



--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
>
> Remember that input variable values in the explorer will use the 
> default value unless you either lock the value or change the 
default.
> 
> Change to this:
> 
> {change default}
> PriceSeries: =Input("Prices series-0:O|1:H|2:L|3:C",0,3,2);
>  
> {Lock}
> PriceSeries: = 2;
> 
> 
> Have you read the formula primer yet?
> 
> 
> Preston
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, aztraderguy <no_reply@> 
> wrote:
> >
> > Preston,
> >   It seems that the issue is that I would like the exploration to 
> > show the 20 period, based on the low.  The exploration is giving 
> the 
> > close.
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > >
> > > Yep,
> > > 
> > > Make sure that you load more than the minimum records. Open the 
> > > explorer, click on options at the bottom of the window, select 
> load 
> > > and specify at least 500 records or preferably more and close.
> > > 
> > > Preston
> > > 
> > > 
> > > 
> > > --- In equismetastock@xxxxxxxxxxxxxxx, aztraderguy <no_reply@> 
> > > wrote:
> > > >
> > > > Hello again Preston,
> > > >   Although the exploration is now working I think something 
> must 
> > > > still be off.  When I set the indicator to 20 periods and the 
> Low 
> > > and 
> > > > put it on a chart I get a different result. The exploration 
> for 
> > > today 
> > > > does not match the result when I place my cursor over today's 
> > > close 
> > > > on the chart.  Any idea why? 
> > > > 
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> 
> wrote:
> > > > >
> > > > > Again, let me strongly suggest that you read the formula 
> primer 
> > > > > provided free by Equis and the owner's manual.
> > > > > 
> > > > > You're not a bother...that's what we're here for. 
> > > > > 
> > > > > The formula needs to be in the indicator builder group.
> > > > > 
> > > > > Using the formula call you will be referencing its values.
> > > > > 
> > > > > Place the formula that I gave you in the explorer. If you 
> don't 
> > > > want 
> > > > > the filter then just leave it off.
> > > > > 
> > > > > You may get an error stating "No indicator names in the 
> > > indicator 
> > > > > builder contain this text" if the words are not spaced 
> > correctly.
> > > > > 
> > > > > If you get another error let us know what it says.
> > > > > 
> > > > > Preston
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > > --- In equismetastock@xxxxxxxxxxxxxxx, aztraderguy 
> <no_reply@> 
> > > > > wrote:
> > > > > >
> > > > > > Thanks for your response Preston.  Sorry to be a bother 
> since 
> > > I 
> > > > am 
> > > > > > still learning metastock language I'm sure these are 
> things I 
> > > am 
> > > > > > going to have to learn.  However, I still can't get this 
> to 
> > > work 
> > > > > even 
> > > > > > with your changes.  This formula should be in one of the 
> > > columns, 
> > > > > > correct? Also, I don't think I need the filter do I since 
> I 
> > am 
> > > > > just 
> > > > > > trying to come up with the KAMA value as of today?  Thanks
> > > > > >  
> > > > > > 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
> > > > > >
> > > > >
> > > >
> > >
> >
>




 
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