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Kaufman's "Trading Systems and Methods" has a useful section on various AMAs
including EL code.
----- Original Message -----
From: "allister" <job@xxxxxxxxxxx>
To: "d d" <tszz@xxxxxxxxx>; <Omega-list@xxxxxxxxxx>
Sent: Thursday, March 07, 2002 5:18 PM
Subject: Re: Adaptive Moving Average
> I haven't had the chance to type in the code and test it yet.
>
> But Ehlers's book - Rocket Science for Traders - has a chapter
> on making indicators adaptive to what he calls Homodyne
> Discriminator. Supposedly, it is an instantaneous
> cycle period. He includes code for RSI, Stochastic, and
> CCI.
>
> The book does have a lot of EL code.
>
> allister
>
>
>
>
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