MultiCharts: Trading Software for Automated Trading and Backtesting

Posted: **06 Oct 2006**

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**

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**

Mike,

Thanks.

Posted: **07 Oct 2006**

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.

MultiCharts: Trading Software for Automated Trading and Backtesting

Kaufmann adaptive moving average

Kaufmann adaptive moving average