PRT Adaptive moving average indicator code

• 06/20/2019 at 1:25 PM #101106
  Tariq

  Hi,

  Does anyone provide the code for the adaptive moving average indicator available in the PRT predefined indicators list.

  Many thanks in advance.

  Tariq

  

  Tariq

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  06/21/2019 at 7:55 AM #101133
  Nicolas

  Here is the code of the adaptive moving average of ProRealTime. It is the same as a KAMA (Kaufman’s Adaptive Moving Average):

  // 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 return kama

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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   return kama

  Kaufman Adaptive Moving Average KAMA

  

  Nicolas

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  07/07/2019 at 11:41 AM #102079
  Tariq

  Nicolas than you very much for this.

  Kind regards,

  Tariq

  

  Tariq

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