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To: smchan who wrote (7567)5/24/2000 1:25:00 AM
From: walker v  Read Replies (1) | Respond to of 39683
 
I saw your post on adaptive moving averages and did a quick search for that phrase. Seems that a number of software vendors supply that indicator or some variation thereof. I am listing 3 sites for your information and the benefit of anyone else on the thread who may be interested. I would be interested in knowing if your continued backtesting produces superior results.

equis.com
acds.com
jurikres.com

walker



To: smchan who wrote (7567)5/24/2000 9:39:00 AM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
Keep us posted, sam. And if you find the article, perhaps you can scan it and post a link...

cheers, TC



To: smchan who wrote (7567)5/24/2000 3:43:00 PM
From: John Sacz  Read Replies (1) | Respond to of 39683
 
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