Adaptive Moving Average (AMA)

• 03/12/2020 at 5:43 PM #121959
  Nicolas

  This code is an oscillator, not an indicator to put on the price chart.

  

  Nicolas

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  03/12/2020 at 5:47 PM #121961
  Denis

  I am not very gifted but I know that 😉

  It is below the price chart

  

  Denis

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  03/12/2020 at 5:51 PM #121965
  Denis

  Here is my chart

  Only “Indicateur” appears

  

  Denis

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  03/12/2020 at 5:59 PM #121967
  Nicolas

  Try this version:

  //variable p =période de la moyenne //smooth1=période de lissage //smooth2=période du signal p = 20 smooth1 = 3 if barindex>p+smooth1 then a=average[p](customclose) r=round(p/2) +1 b= customclose - a[r] b1=average[smooth1](b) // parameters : Period = 10 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=b1 else Num = abs(b1-b1[Period]) Den = summation[Period](abs(b1-b1[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * b1) + ((1 -Alpha)* Kama[1]) endif endif return b1 coloured by momentum[1](b1) AS "Indicateur",0 as "Zero", kama as "Signal" ////////////////////////FIN du code

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  //variable p =période de la moyenne //smooth1=période de lissage //smooth2=période du signal   p = 20 smooth1 = 3   if barindex>p+smooth1 then a=average[p](customclose) r=round(p/2) +1 b= customclose - a[r]   b1=average[smooth1](b)   // parameters : Period = 10 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=b1 else Num = abs(b1-b1[Period]) Den = summation[Period](abs(b1-b1[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * b1) + ((1 -Alpha)* Kama[1]) endif endif   return b1 coloured by momentum[1](b1) AS "Indicateur",0 as "Zero", kama as "Signal"   ////////////////////////FIN du code

   

  

  Nicolas

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  03/12/2020 at 6:08 PM #121970
  Denis

  Too strong Nicolas! It works well.

  So he was just missing an “endif” ?

  A big thank you anyway and have a nice evening

  

  Denis

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  03/12/2020 at 6:11 PM #121972
  Nicolas

  lines 8 and 31 were added. I embed the whole code in a condition to check there are sufficient bars to complete the calculation.

  

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  03/12/2020 at 6:12 PM #121973
  Denis

  When I say it was missing an endif, I mean it was missing an initialization

  

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  03/12/2020 at 6:22 PM #121976
  Denis

  I saw Nicolas, thank you again. Have a nice evening.

  

  Denis

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  04/19/2020 at 11:14 AM #126857
  mlouys

  Hello

  When I add the kama ( or the ama) code next to the macd ZL code, I have a error message, don t know why … Here is the code

  //moyenne mobile adaptative Period = 10 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 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 // MACD ZLag // --- settings short = 12 long = 26 signal = 9 EMAshort1 = exponentialaverage[short](close) EMAshort2 = exponentialaverage[short](EMAshort1) DifferenceShort = EMAshort1 - EMAshort2 ZeroLagShort = EMAshort1 + DifferenceShort EMAlong1 = exponentialaverage[long](close) EMAlong2 = exponentialaverage[long](EMAlong1) DifferenceLong = EMAlong1 - EMAlong2 ZeroLagLong = EMAlong1 + DifferenceLong ZeroLagMACD = ZeroLagShort - ZeroLagLong signal1=ExponentialAverage[signal](ZEROLAGMACD) signal2=ExponentialAverage[signal](signal1) DIFFERENCE2=signal1-signal2 SignalMACD=signal1+DIFFERENCE2

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  //moyenne mobile adaptative   Period = 10 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 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     // MACD ZLag   // --- settings short = 12 long = 26 signal = 9   EMAshort1 = exponentialaverage[short](close) EMAshort2 = exponentialaverage[short](EMAshort1) DifferenceShort = EMAshort1 - EMAshort2 ZeroLagShort = EMAshort1 + DifferenceShort EMAlong1 = exponentialaverage[long](close) EMAlong2 = exponentialaverage[long](EMAlong1) DifferenceLong = EMAlong1 - EMAlong2 ZeroLagLong = EMAlong1 + DifferenceLong ZeroLagMACD = ZeroLagShort - ZeroLagLong signal1=ExponentialAverage[signal](ZEROLAGMACD) signal2=ExponentialAverage[signal](signal1) DIFFERENCE2=signal1-signal2 SignalMACD=signal1+DIFFERENCE2

  Error message on the screen:  ”  erreur de syntaxe une des expressions suivantes serait plus adaptés que “short” probuilder.error.suggestion.EOF “\n”  ”

  An idea ? Many thanks in advance

  Michel

  

  mlouys

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  04/19/2020 at 11:19 AM #126860
  mlouys

  Ok sorry I think I found my mistable reading it another time …

  return kama was tooo much

  Sorry !

  

  mlouys

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