### Kaufmann adaptive moving average

Posted: **06 Oct 2006**

by **redbank199**

I am interested in plotting Kaufman adaptive moving average

on MultiCharts.

Does any one have the TS code for this moving average ?

Posted: **06 Oct 2006**

by **piranhaxp**

Hi ....

I take this one .... :

KAMA-Indikator

-----------------

Code: Select all

`inputs:`

Price( Close ),

EffRatioLength( 20),

FastAvgLength( 3),

SlowAvgLength( 30 );

variables:

MAA( 0 ) ;

MAA = AdaptiveMovAvg( Price, EffRatioLength, FastAvgLength, SlowAvgLength ) ;

Plot1( MAA, "MAA" ) ;

AdaptiveMovAvg-Function

----------------------------

Code: Select all

`inputs:`

Price( numericseries ),

EffRatioLength( numericsimple ),

FastAvgLength( numericsimple ), { this input assumed to be a constant >= 1 }

SlowAvgLength( numericsimple ) ; { this input assumed to be a constant >= 1 }

variables:

NetChg( 0 ),

TotChg( 0 ),

EffRatio( 0 ),

ScaledSFSqr( 0 ),

SlowAvgSF( 2 / ( SlowAvgLength + 1 ) ),

FastAvgSF( 2 / ( FastAvgLength + 1 ) ),

SFDiff( FastAvgSF - SlowAvgSF ) ;

if CurrentBar = 1 then

AdaptiveMovAvg = Price

else

begin

NetChg = AbsValue( Price - Price[ EffRatioLength ] ) ;

TotChg = Summation( AbsValue( Price - Price[1] ), EffRatioLength ) ;

if TotChg > 0 then

EffRatio = NetChg / TotChg

else

EffRatio = 0 ;

ScaledSFSqr = Square( SlowAvgSF + EffRatio * SFDiff ) ;

AdaptiveMovAvg = AdaptiveMovAvg[1] + ScaledSFSqr * ( Price - AdaptiveMovAvg[1] ) ;

end ;

Hope this is what you want.

Mike

Posted: **07 Oct 2006**

by **redbank199**

Mike,

I just checked the code for Adaptive Moving Average in MultiChart's

PowerLanguage editor. Your code looks like the same as the code

there. So you think the AMA in MultiCharts is the Kaufman AMA ?

I do not have Kaufma's book yet, so I can not verify it. I think it

should be described in Kaufman's book.