Adaptive Moving Average (AMA)

• 02/28/2018 at 12:17 PM #64121
  Guckus

  Dear All:

  is there any code for the AMA indicator available?

  

  Guckus

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  02/28/2018 at 8:28 PM #64147
  Despair

  There are several adaptive MAs. One e.g. is the KAMA and has even installed PRT since version 10.3 (called adaptive moving average). Then there are probably some more adaptive MA’s in the library.

  

  Despair

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  06/21/2019 at 7:53 AM #101132
  Nicolas

  This adaptive moving average in ProRealTime is the same as KAMA:

  // parameters : Period = 10 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 return kama

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  // parameters : Period = 10 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   return kama

   

  

  Nicolas

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  11/30/2019 at 7:37 PM #113972
  Jan

  Good evening,

  I have found an (the?) calculation of the AMA and coded it below in PRT.

  AMA follows the actual price movements faster as KAMA does

  I can mention the source where I found it if required.

  Calculation AMA calculation

  // Variables: Per = 10 Fast = 2 Slow = 30 //multiplier calculation MLTP = ABS((Close - Lowest[Per](Low)) - (Highest[Per](High) - Close)) / ((Highest[Per](High) - Lowest[Per](Low))) //smoothing multiplier SC = SQUARE (MLTP * (Fast/(Fast+1) - Fast/(Slow+1)) + Fast/(Slow+1)) //calculation of AMA if barindex <= Per + 1 then AMA = close else //The first AMA is the close. The current AMA can be calculated using this formula: AMA = AMA[1] + SC * (Close - AMA[1]) endif return AMA

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  // Variables: Per = 10 Fast = 2 Slow = 30   //multiplier calculation MLTP = ABS((Close - Lowest[Per](Low)) - (Highest[Per](High) - Close)) / ((Highest[Per](High) - Lowest[Per](Low))) //smoothing multiplier SC = SQUARE (MLTP * (Fast/(Fast+1) - Fast/(Slow+1)) + Fast/(Slow+1)) //calculation of AMA if barindex <= Per + 1 then AMA = close else //The first AMA is the close. The current AMA can be calculated using this formula: AMA = AMA[1] + SC * (Close - AMA[1]) endif   return AMA

   

   

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  Vonasi

  

  Jan

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  03/12/2020 at 3:40 PM #121926
  Denis

  Hello Nicolas,

  I would like to use the adaptive moving average, not on prices but on an indicator.

  Is it possible to adapt the above codes by replacing “Close” with the name of the indicator?

  In advance, a thousand thanks for your always precious help.

  NB:

  I am using V10 via IG and therefore cannot use the adaptive code [9,2,30] (close) available in V11.

  Good apm

  Denis

  

  Denis

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  03/12/2020 at 3:46 PM #121927
  Vonasi

  Denis – Please post only in the language of the forum that you are posting in – English only in the English speaking forums please.

  

  Vonasi

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  03/12/2020 at 3:48 PM #121928
  Denis

  OK, sorry

  

  Denis

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  03/12/2020 at 4:04 PM #121931
  Vonasi

  I already translated your French post to English so there is no need to post it again. You also posted it in the ‘Insert PRT Code’ box for some strange reason so I have deleted your last post. Please try to be more careful when posting in the forums – we like to keep them tidy! 🙂

  

  Vonasi

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  03/12/2020 at 4:08 PM #121933
  Denis

  OK, sorry. I don’t know what is ‘Insert PRT Code’. Maybe a wrong maneuver.

  

  Denis

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  03/12/2020 at 4:25 PM #121937
  Nicolas

  Denis wrote:

  Is it possible to adapt the above codes by replacing “Close” with the name of the indicator?

  Yes it is possible, replace “Close” with the variable that contains the values of your indicator.

  

  Nicolas

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  03/12/2020 at 4:39 PM #121938
  Denis

  Many thanks Nicolas, I did it. I was able to validate the code but no line appears on the graph while the AMA appears well in the properties of he indicator.

  

  Denis

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  03/12/2020 at 5:18 PM #121948
  Nicolas

  Please post the code in order to fix it. It’s probably a lack of history for the indicator to compute correctly at first run.

  

  Nicolas

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  03/12/2020 at 5:22 PM #121949
  Denis

  //variable p =période de la moyenne //smooth1=période de lissage //smooth2=période du signal a=average[p](customclose) r=round(p/2) +1 b= customclose - a[r] b1=average[smooth1](b) // parameters : Period = 10 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=b1 else Num = abs(b1-b1[Period]) Den = summation[Period](abs(b1-b1[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * b1) + ((1 -Alpha)* Kama[1]) endif return b1 coloured by momentum[1](b1) AS "Indicateur",0 as "Zero", kama as "Signal" ////////////////////////FIN du code

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  //variable p =période de la moyenne //smooth1=période de lissage //smooth2=période du signal   a=average[p](customclose) r=round(p/2) +1 b= customclose - a[r]   b1=average[smooth1](b)   // parameters : Period = 10 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=b1 else Num = abs(b1-b1[Period]) Den = summation[Period](abs(b1-b1[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * b1) + ((1 -Alpha)* Kama[1]) endif   return b1 coloured by momentum[1](b1) AS "Indicateur",0 as "Zero", kama as "Signal"   ////////////////////////FIN du code

  Here is the code Nicolas

  

  Denis

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  03/12/2020 at 5:26 PM #121950
  Nicolas

  It works quite well for me. I just added these settings at top of the code:

  p = 20 smooth1 = 3

  1 2	p = 20 smooth1 = 3

   

  

  Nicolas

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  03/12/2020 at 5:37 PM #121957
  Denis

  Thanks Nicolas

  “p” and “smooth1” are variables in my code so it should be the same as define them at top of the code ?

  I have tried with settings at top of the code but the KAMA does not appear, I don’t understand why

  

  Denis

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