Nicolas, is it possible to convert these 3 oscillators, for Trading Station, I found at http://www.fxcodebase.com/code/viewtopic.php?f=17&t=1418&p=117503&hilit=kaufman#?
I attach:
- screenshot of all of them on a chart
- source code as a text file
- .lua files
Thank you.
Yes sure. The formula is:
Ind – indicator (CCI, RSI, Stochastic)
AMA0=Ind(current-1);
signal=Abs(Ind(current)-Ind(current-periodAMA));
noise=SUM(Abs(Ind(current-i)-Ind(current-i-1)));
ER=signal/noise;
ERSC=ER/(fast-slow);
SSC=ERSC+slow;
AMA=AMA0+SSC^G*(Ind(current)-AMA0);
Caufman_Ind=AMA;
Same as this indicator: Kaufman Adaptive Moving Average KAMA
All you need to do is replace references to Close with any other data serie, like the oscillators of your example. Hope I’m clear 🙂
Great Nicolas, thank you!