AMA
- adaptive moving average
|
Moving averages, summation
(AFL 1.5) |
| SYNTAX |
ama( ARRAY, SMOOTHINGFACTOR ) |
| RETURNS |
ARRAY |
| FUNCTION |
calculates adaptive moving average - simliar to EMA() but
smoothing factor could be time-variant (array).
|
| EXAMPLE |
The example of volatility-weighted adaptive moving average formula:
graph0 = ema( close, 15 );
fast = 2/(2+1);
slow = 2/(30+1);
dir=abs(close-ref(close,-10));
vol=sum(abs(close-ref(close,-1)),10);
ER=dir/vol;
sc =( ER*(fast-slow)+slow)^2;
graph0 = ama( close, sc ); |
| SEE ALSO |
|
Comments:
Tomasz Janeczko
2006-04-26 20:13:15 | output = AMA( input, factor )
is equivalent to the following looping code:
for( i = 1; i < BarCount; i++ )
{
output[ i ] = factor[ i ] * input[ i ] + ( 1 - factor[ i ] ) * output[ i - 1 ];
} |
References:
The AMA function is used in the following formulas
in AFL on-line library:
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