Author Archive
Periods:= Input(» Periods»,1,1000, 10);
Signal:= CLOSE — Ref(CLOSE,-periods);
Noise:= Sum(Abs(ROC(CLOSE,1,$)),periods);
ER:= Abs(Signal/Noise);
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