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Adaptive Moving Average, by
Perry Kaufman
MetaStock Formula
This is a MetaStock for Windows formula for version 6.5 or
higher..
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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));
AMA |
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