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



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Trading Reference Links

If you look in the older messages you will see that a formula 
version was written back in the beginning of the year.

You are welcome to post your system here if you like.

Preston



--- In equismetastock@xxxxxxxxxxxxxxx, "pet_park12" <pet_park12@xxx> 
wrote:
>
> 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@> 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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