ADAPTIVE MOVING AVERAGE

• 07/17/2019 at 5:19 PM #102770
  steynpj

  I want to use Adaptive Moving Average in trading system.

  Using assisted programming, when I click on chart, on the adaptive moving average, the average does not appear as option in window to use in programming. Only price, and previous day high/low/close etc.

  Unable to use adaptive moving average in assisted programming.

   

  Please advise.

   

  

  steynpj

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  07/17/2019 at 6:13 PM #102771
  Nicolas

  In order to use the adaptive moving average in ProOrder, you have to use its code, you’ll find it here: https://www.prorealcode.com/topic/prt-adaptive-moving-average-indicator-code/#post-101133

  You can also try to use this instruction:

  adaptativeaverage[9,2,30](close)

  1	adaptativeaverage[9,2,30](close)

  I’m not sure it works in version prior to v11.

  

  Nicolas

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  07/17/2019 at 6:24 PM #102772
  steynpj

  Thank you

  

  steynpj

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  07/18/2019 at 10:51 AM #102815
  steynpj

  To use above in code, what needs to be done.

  A SMA for example would:      indicator1 = Average[A](close)

  What would it be for Adaptive Moving Average?      indicator1 = ????

  The link sent was:

  // parameters : Period = 9 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=close else Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1]) endif

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  // parameters : Period = 9 FastPeriod = 2 SlowPeriod = 30   Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=close else Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1]) endif

   

  Does not work if I replace ???? with above.

  Does it need brackets around etc?

  How do I set indicator1=adaptaive moving average?

  Thank you.

  1 user thanked author for this post.

  Daniele Maddaluno

  

  steynpj

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  07/18/2019 at 1:17 PM #102826
  Nicolas

  > For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text of the code part! Thank you! Code has now been tidied up for you! 🙂 <<

  You should copy/paste the code of the indicator into your strategy and use the KAMA variable, it states for the adaptive moving average.

  

  Nicolas

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