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Kaufman's Adaptive Moving Average II

. 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: TOP
http://purebytes.com/archives/metastock/

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