Adaptive Moving Averag

Viewing 5 posts - 1 through 5 (of 5 total)
  • Author
    Posts
  • 04/13/2023 at 9:03 PM #213253 quote
    Markscragg
    Participant
    New

    I am trying to code a variation of Perry Kaufmans Adaptive Moving Average

    The Equation is AMA= (ER*Close) + (1-ER)*AMA[1]

    It Returns ‘Blank’

    Can anyone help?

     

    // parameter
// n = 10

Change = ABS(close - close[n])

calc = ABS(close-close[1])

volat = summation[n](calc)

ER = Change / volat

once AMA=Average[n]

AMA=(ER*Close)+(1-ER)*AMA[1]

//or

//V1=(1-ER)
//V2=AMA[1]
//V3=(V1*V2)
//AMA=(ER*Close)+V3

Return AMA
    04/13/2023 at 10:00 PM #213254 quote
    JS
    Participant
    Senior

    Hi,

    This is how I know the Kaufman filter…

    Period = MAX(10, 4)

FastPeriod = 7
SlowPeriod = 28

Fastest = 2 / (FastPeriod + 1)
Slowest = 2 / (SlowPeriod + 1)

IF BarIndex < Period THEN
KAMA = Close
ELSE
Num = ABS(Close - Close[Period])
Den = summation[Period](ABS(Close - Close[1]))
ER = Num / Den
Alpha = SQUARE(ER * (Fastest - Slowest) + Slowest)
KAMA = (Alpha * Close) + ((1 - Alpha) * KAMA[1])
ENDIF
Return KAMA
    04/14/2023 at 9:40 AM #213279 quote
    Markscragg
    Participant
    New
    JS Thanks for the quick reply.  However I was trying to code the following equation The Equation is AMA= (ER*Close) + (1-ER)*AMA[1] Where ER is the smoothing constantent dirived from  Perry Kaufman I think the problem lies in the second part of the equation! Regards
    04/14/2023 at 1:55 PM #213293 quote
    Nicolas
    Keymaster
    Master
    Needs at least n data in order to calculate, so embed your code into a barindex count condition: 
    // parameter
n = 10

if barindex>n then 
Change = ABS(close - close[n])

calc = ABS(close-close[1])

volat = summation[n](calc)

ER = Change / volat

once AMA=Average[n]

AMA=(ER*Close)+(1-ER)*AMA[1]
endif 

Return AMA
    04/17/2023 at 9:59 AM #213394 quote
    Markscragg
    Participant
    New
    Thank You Nicolas That seems to work I have been learning prorealcode for sometime now.  Could you recommend any text that may help me I have studied the online manuels plus the Vivian Schmitt ebook but still need more help. Regards Mark
  • Author
    Posts
Viewing 5 posts - 1 through 5 (of 5 total)
  • You must be logged in to reply to this topic.

Adaptive Moving Averag


ProBuilder support

New Reply
Author
author-avatar
Markscragg @markscragg Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by Markscragg
2 years, 9 months ago.

Topic Details
Forum: ProBuilder support
Language: English
Started: 04/13/2023
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™