Hareketli Ortalama Kaufman's Adaptive Moving Average II

algoritma · 30 Eki 2020

. To: <metastock@xxxxxxxxxxxxx>
. Subject: Re: Easy language to MS translation HELP
. From: "Jossart Alain" <Alain.Jossart@xxxxxxxxx>
. Date: Tue, 28 Nov 2000 11:46:48 +0100
. References: <001001c0588c$86622aa0$6421e0d5@xxxxxx>
. Reply-To: metastock@xxxxxxxxxxxxx
. Sender: owner-metastock@xxxxxxxxxxxxx

Michel,
You'll find below :
(1) what PK AMA custom indicator could be in Metastock (translated from your EL code)
(2) the US Omega list instructions
ps - You could also browse the egroups.com site for other "tradestation"or "metastock" lists.
Alain

Kaufman's Adaptive Moving Average II
{ Kaufman AMA indicator }
PriceSeries:=Input("Prices series - 0:O|1:H|2:L|3:C",0,3,3);
Periods:=Input("Periods",1,32767,10);
FEndF:=Input("Fast end factor",0,1,0.666);
SEndF:=Input("Slow end factor",0,1,0.0645);
Pr:=If(PriceSeries=0,OPEN,If(PriceSeries=1,HIGH,If(PriceSeries=2,LOW,CLOSE)));
Signal:=Abs(Pr-Ref(Pr,-Periods));
Dnoise:=Abs(Pr-Ref(Pr,-1));
Noise:=Sum(Dnoise,Periods);
EffRatio:=If(Noise>0.,Signal/Noise,0.);
FERatio:=FEndF*EffRatio+SEndF*(1-EffRatio);
SmoothF:=Power(FERatio,2);
PKAMA:=Pr*SmoothF+(1-SmoothF)*PREV;
PKAMA;

The trading system coding is straigth forward 1°) Buy - Reference the KAMA custom indicator in Bollinger bands top formula to evaluate BBH 2°) Sell - Reference the KAMA custom indicator in Bollinger bands bottom formula to evaluate BBL

Source / From:
http://purebytes.com/archives/metastock/

algoritma · 29 Ocak 2021

Kaufman's Adaptive Moving Average (KAMA) for Metastock

Period := Input("Period",1,10000,20);
sc := Abs(RSI(Period)/100 - .5)*2;
If(Cum(1) <= Period, CLOSE, PREV + sc*(CLOSE - PREV))

kaynak:
WiseStockTrader

algoritma · 17 Eki 2021

Kaufman's Adaptive Moving Average
(KAMA) İndikatörü Matriks Formülü:

period:=input("Period",1,500,21);
kvn:=abs(c-ref(c,-1));
ksgn:=abs(C-ref(c,-period));
kn:=sum(kvn,period);
kr:=if(kn<>0,ksgn/kn,0);
ksm:=POWER(kr*.6015+.0645,2);
KAMA:=prev+ksm*(C-Prev);
KAMA

kaynak
https://twitter.com/kivancyedek

algoritma · 22 Ocak 2022

kaufman variable 11 yukarı keserse
periods:=10;
periods2:=2;
periods3:=30;
Pds:=Periods+1;
FastSC:=2/(periods2+1);
SlowSC:=2/(periods3+1);
{Kaufman Adaptive Moving Average}
Direction:=Abs(C-Ref(C,-periods));
Volatility:=Sum(Abs(C-REF(C,-1)),periods);
ER:=Direction/Volatility;
SSC:=ER*(FastSC-SlowSC)+SlowSC;
Constant:= POWER(SSC,2);
KAMA:=If(Cum(1) = Pds,Ref(C,-1)+Constant*(C-Ref(C,-1)),PREV+Constant*(C-PREV));
CROSS(KAMA,MOV(C,11,VAR))

kaufman variable 11 aşağı keserse

periods:=10;
periods2:=2;
periods3:=30;
Pds:=Periods+1;
FastSC:=2/(periods2+1);
SlowSC:=2/(periods3+1);
{Kaufman Adaptive Moving Average}
Direction:=Abs(C-Ref(C,-periods));
Volatility:=Sum(Abs(C-REF(C,-1)),periods);
ER:=Direction/Volatility;
SSC:=ER*(FastSC-SlowSC)+SlowSC;
Constant:= POWER(SSC,2);
KAMA:=If(Cum(1) = Pds,Ref(C,-1)+Constant*(C-Ref(C,-1)),PREV+Constant*(C-PREV));
CROSS(MOV(C,11,VAR),KAMA)

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Paylaşmak ◄ ► Güzeldir

Hareketli Ortalama Kaufman's Adaptive Moving Average II

algoritma

algoritma

Kaufman's Adaptive Moving Average (KAMA) for Metastock

algoritma

algoritma

Forumdan daha fazla yararlanmak için giriş yapın yada üye olun!

Teknik Analiz Dünyasına Hoşgeldiniz.

Paylaşmak ◄ ► Güzeldir

Hareketli Ortalama Kaufman's Adaptive Moving Average II

algoritma

algoritma

Kaufman's Adaptive Moving Average (KAMA) for Metastock​

algoritma

algoritma

Forumdan daha fazla yararlanmak için giriş yapın yada üye olun!

Kaufman's Adaptive Moving Average (KAMA) for Metastock