AMA

INPUTS: PERIOD(NUMERIC);

VARS: NOISE(0), SIGNAL(0), DIFF(0), EFRATIO(0), SMOOTH(1), FASTEST(.6667), SLOWEST(.0645), ADAPTMA(0);



DIFF = ABSVALUE(CLOSE - CLOSE[1]);

IF CURRENTBAR <= PERIOD THEN ADAPTMA = CLOSE;

IF CURRENTBAR > PERIOD THEN BEGIN

	SIGNAL = ABSVALUE(CLOSE - CLOSE[PERIOD]);

	NOISE = SUMMATION(DIFF, PERIOD);

	EFRATIO = SIGNAL / NOISE;

	SMOOTH = POWER(EFRATIO * (FASTEST - SLOWEST) + SLOWEST, 2);

	ADAPTMA = ADAPTMA[1] + SMOOTH * (CLOSE - ADAPTMA[1]);

END;



AMA = ADAPTMA;



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