everget

Adaptive Moving Average

Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).
Sürüm Notları: Refactored
Sürüm Notları:
  • Add coloring
Favori Komutlardan Çıkart Favori Komutlara Ekle
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inputs:
Price( numericseries ),
EffRatioLength( numericsimple ),
FastAvgLength( numericsimple ), { this input assumed to be a constant >= 1 }
SlowAvgLength( numericsimple ) ; { this input assumed to be a constant >= 1 }

{ Eff = Efficiency }

variables:
NetChg( 0 ),
TotChg( 0 ),
EffRatio( 0 ),
ScaledSFSqr( 0 ),
SlowAvgSF( 2 / ( SlowAvgLength + 1 ) ),
FastAvgSF( 2 / ( FastAvgLength + 1 ) ),
SFDiff( FastAvgSF - SlowAvgSF ) ,
pds(0),
MLTP(0),
SSC(0);

pds = EffRatioLength + 1;
MLTP = AbsValue(Price - Lowest(low, pds)) - (highest(high, pds) - price) / (highest(high, pds) - lowest(low, pds));
SSC = MLTP * (FastAvgSF - SlowAvgSF) + SlowAvgSF;

Adaptive_MA_Kama_TradingView = Adaptive_MA_Kama_TradingView + (SSC * SSC) * ( Price - Adaptive_MA_Kama_TradingView );


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This is what I have so far, when plugged into Tradestation along with an indicator to plot it the AMA comes out significantly different than the one on my chart from tradingview. Thanks in advance.
Cevap Gönder
everget DayTradingOil
@DayTradingOil,
Hi,
Function: _AMA

// TASC APR 2018
// _AMA
// Function
// Vitali Apirine

inputs:
Periods( numericsimple ),
FastAvgLength( numericsimple ),
SlowAvgLength( numericsimple ) ;

variables:
PDS( Periods + 1 ),
FastSC( 2 / ( FastAvgLength + 1 ) ),
SlowSC( 2 / ( SlowAvgLength + 1 ) ),
SSC( 0 ),
CST( 0 ),
MLTP( 0 );

MLTP = AbsValue( ( Close - Lowest( Low, PDS ) )
- ( Highest( High, PDS ) - Close ))
/ ( Highest( High, PDS ) - Lowest( Low, PDS ) ) ;

SSC = MLTP * ( FastSC - SlowSC ) + SlowSC ;

CST = Square( SSC ) ;

if CurrentBar = 1 then
_AMA = Close + CST * ( Close - Close )
else
_AMA = _AMA + CST * ( Close - _AMA ) ;

--------------------------------------------------------------------

// TASC APR 2018
// Adaptive Moving Average
// Indicator
// Vitali Apirine

inputs:
Periods( 10 ),
FastAvgLength( 2 ),
SlowAvgLength( 30 ) ;

variables:
AMA( 0 ),
KAMA( 0 ) ;

AMA = _AMA( Periods, FastAvgLength,
SlowAvgLength ) ;
KAMA = AdaptiveMovAvg( Close, Periods,
FastAvgLength, SlowAvgLength ) ;

Plot1( AMA, "AMA", Cyan ) ;
Plot2( KAMA, "KAMA", Magenta ) ;
Cevap Gönder
@everget, Thank you so much! I truly appreciate it and the speedy help.
+1 Cevap Gönder
everget DayTradingOil
@DayTradingOil, not at all.

But you can make a symbolic donation to support my open source work https://www.paypal.me/alexeverget ))
Cevap Gönder
Is there anyway to convert this script, or atleast the ama(src, length, fastLength, slowLength) to Easy Language(for use with TradeStation)? I've been trying to no avail simply because I cannot find anything in their reference that mimics tradingview's (nz) function(Aka replace a nan value). Any help at all would be greatly appreciated.
+1 Cevap Gönder
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