Adaptive: AMA1 – AMA2

Abbreviation: AMA1-AMA2
Category: Advanced Kaufman Adaptive Moving Average

Input Parameters:

Name Range Default
Time Series Close
AMA1 Periods Int >= 1 5
AMA2 Periods Int >= 1 10

 
Calculation:

AMA(X, n1) – AMA(X, n2)

where
X = Time Series
n1 = AMA1 Periods
n2 = AMA2 Periods

AMA represents Adaptive Moving Average (AMA)

 
Discussion:

This indicator attempts to quantify movements in a time series by calculating the difference between an adaptive moving average and a different sized adaptive moving average.
 

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