Sam:
Don't know if I still have that article. But here is the
formula for adaptive MA's in MetaStock:
Periods:= Input("Time Periods",1,1000, 10);
xxx:=Input("FastSC",1,10,2);
yyy:=Input("SlowSC",10,200,30);
Direction:= CLOSE - Ref(CLOSE,-periods);
Volatility:= Sum(Abs(ROC(CLOSE,1,$)),periods);
ER:= Abs(Direction/Volatility);
FastSC:= 2/(xxx + 1);
SlowSC:= 2/(yyy + 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));
John |
