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Patrick,
A DLL which allowed adaptive moving averages would be helpful.
Preston
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Ah finally something at my level ... a moving average :D
Preston where can I find the "sanctioned" definition of an ada[ptive moving average and its calculation?
Patrick :mrgreen:
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worms -> can -> open
!!!
wabbit :D
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Ouch did I step in something :D
Wabbit let me know what I got myself into?
Don't just make fun of me :lol:
Patrick
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Is this correct?
{Copyright "someone"
Adaptive Moving Average by Perry Kauffman
This is a Metastock for Windows version 6.5 formula.}
Periods := Input("Time Periods",1,1000, 10);
Direction := CLOSE - Ref(Close,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
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
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Patrick,
Kauffman's Adaptive Moving Average is not quite what I had in mind. Let's say I want to tie a moving average to the value of a RSI(). When the value is below 25 I would like a quick MA. When the value is above 75 I would like a slower MA.
Metastock's argument to this is that the MA cannot be variable...it must be set at a particular value.
There are DLL's that have been written that can handle a variable argument but nothing in the public domain.
Preston
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Was that yours as well? :lol:
you should get paid for this oz_pdt_06
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Patrick, I've put plenty of adaptive Mov Avg indicators together, but I can't claim ownership to that one.
And I do get paid or this work, Patrick.
My clients pay me with $ (often not enough), and forum members pay me with new ideas and other acts of kindness... ;)
jose '-)
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:lol: I was just being a smart ass jose :wink:
Have a good holliday
Patrick :mrgreen:
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[size=18:a500041a0a]Hi, there is a new company called the Dynamic Market Lab, which offers not only an adaptive moving average, but also adaptive versions of 32 other popular indicators. (CCI, RSI, HHV, Ref, Bollinger Bands, etc).
These indicators are programmed to accept an ARRAY as the period input instead of a CONSTANT.
On a side note, the also offer a nearly complete set of John Ehlers' Work for Metastock.
Check it out: www.thedml.com
I hope this helps. I also realized that this looks like spam :?, but it is very on topic, and seems to be exactly what you were looking for.
Thanks,
Brad Ulrich
Developer
The Dynamic Market Lab, LLC
www.thedml.com[/size:a500041a0a][size=12:a500041a0a][/size:a500041a0a]
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I think that renting indicators is a bit much seeing how Metastock sells their's for a whole lot less.
600 per year, after a few years you could have paid for Metastock
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With any luck - the indicator we get here will be even cheaper than free?
Not only will we get an indicator we want/need, we will get the education on how to write the code for ot too?
wabbit :D
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Agreed Wabbit but there are impatient people ... :D
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What impatient people?
Where are these impatient people?
I want to know, and I want to know RIGHT NOW! :wink:
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For a limited time you can get the DML indicators for free. We have decided to rethink our price scheme. We plan to lower the prices and also offer a option to purchase them outright. So we are just offering unlimited downloads of the trial for a temporary time. Let me know if you have any questions regarding them. We hope to soon have some new examples up on the site regarding Ehlers stuff and some more examples on how to convert a Loop from EasyLanguage type code into MS.
Thanks,
Brad Ulrich
www.thedml.com
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