Adaptive Moving Average (AMA)

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03/12/2020 at 5:43 PM #121959 quote

Nicolas

Keymaster

Legend

This code is an oscillator, not an indicator to put on the price chart.

03/12/2020 at 5:47 PM #121961 quote

Denis

Participant

Senior

I am not very gifted but I know that 😉

It is below the price chart

03/12/2020 at 5:51 PM #121965 quote

Denis

Participant

Senior

Here is my chart

Only “Indicateur” appears

PXI-5-minutes.png

03/12/2020 at 5:59 PM #121967 quote

Nicolas

Keymaster

Legend

Try this version:

//variable p =période de la moyenne
//smooth1=période de lissage
//smooth2=période du signal

p = 20
smooth1 = 3

if barindex>p+smooth1 then 
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
endif

return b1 coloured by momentum[1](b1) AS "Indicateur",0 as "Zero", kama as "Signal"

////////////////////////FIN du code

03/12/2020 at 6:08 PM #121970 quote

Denis

Participant

Senior

Too strong Nicolas! It works well.

So he was just missing an “endif” ?

A big thank you anyway and have a nice evening

03/12/2020 at 6:11 PM #121972 quote

Nicolas

Keymaster

Legend

lines 8 and 31 were added. I embed the whole code in a condition to check there are sufficient bars to complete the calculation.

03/12/2020 at 6:12 PM #121973 quote

Denis

Participant

Senior

When I say it was missing an endif, I mean it was missing an initialization

03/12/2020 at 6:22 PM #121976 quote

Denis

Participant

Senior

I saw Nicolas, thank you again. Have a nice evening.

04/19/2020 at 11:14 AM #126857 quote

mlouys

Participant

Junior

Hello

When I add the kama ( or the ama) code next to the macd ZL code, I have a error message, don t know why … Here is the code

//moyenne mobile adaptative

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


// MACD ZLag

// --- settings
short = 12
long = 26
signal = 9

EMAshort1 = exponentialaverage[short](close)
EMAshort2 = exponentialaverage[short](EMAshort1)
DifferenceShort = EMAshort1 - EMAshort2
ZeroLagShort = EMAshort1 + DifferenceShort
 
EMAlong1 = exponentialaverage[long](close)
EMAlong2 = exponentialaverage[long](EMAlong1)
DifferenceLong = EMAlong1 - EMAlong2
ZeroLagLong = EMAlong1 + DifferenceLong
 
ZeroLagMACD = ZeroLagShort - ZeroLagLong
 
signal1=ExponentialAverage[signal](ZEROLAGMACD)
signal2=ExponentialAverage[signal](signal1)
DIFFERENCE2=signal1-signal2
 
SignalMACD=signal1+DIFFERENCE2

Error message on the screen: ” erreur de syntaxe une des expressions suivantes serait plus adaptés que “short” probuilder.error.suggestion.EOF “\n” ”

An idea ? Many thanks in advance

Michel

04/19/2020 at 11:19 AM #126860 quote

mlouys

Participant

Junior

Ok sorry I think I found my mistable reading it another time …

return kama was tooo much

Sorry !