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In MetaStock 6.5 you can easily create the Perry Kaufman Adaptive Moving Average system.
With MetaStock 6.5 running, choose Indicator Builder from the Tools menu andthen click on the New button. Enter the following formulas.

Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(CLOSE,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,\$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, ref(Close,-1)+ constant * (CLOSE- ref(Close,-1)),Prev + constant * (CLOSE - PREV));
AMA

Kaufman's Adaptive Moving Average Binary Wave

Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(Close,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,\$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, ref(Close,-1)+ constant * (CLOSE- ref(Close,-1)),Prev + constant * (CLOSE - PREV));
FilterPercent := Input("Filter Percentage",0,100,15)/100;
Filter := FilterPercent * Std(AMA - Ref(AMA,-1),Periods);
AMALow := If(AMA < Ref(AMA,-1),AMA,PREV);
AMAHigh := If(AMA > Ref(AMA,-1),AMA,PREV);
If(AMA - AMALow > Filter, 1 {Buy Signal},If(AMAHigh - AMA > Filter, -1 {Sell Signal}, 0 {No_Signal}))

If you want to see the Adaptive Moving Average, just plot it on anychart.
If you want to see the buy and sell signals of the Adaptive Moving Average system plot the Adaptive Moving Average Binary wave.
This binary wave plots a 1 when there is a buy signal, a �1 when thereisa sell signal and a zero when there is no signal.
Source / From: TOP
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