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MetaStock
Formula - Adaptive
Moving Average, by Perry Kaufman
rev.
01/06/97
This
is a Metastock for Windows version 6.5 formula.
| 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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