Kaufmann adaptive moving average

redbank199 · Oct 06 2006

I am interested in plotting Kaufman adaptive moving average
on MultiCharts.

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

piranhaxp · Oct 06 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

redbank199 · Oct 07 2006

Mike,

Thanks.

redbank199 · Oct 07 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.