Adaptive: AMA1(AMA2 – AMA3)

Abbreviation: AMA1(AMA2-AMA3)
Category: Advanced Kaufman Adaptive Moving Average
Input Parameters:

Name Range Default
Time Series Close
AMA1 Periods Int >= 1 5
AMA2 Periods Int >= 1 5
AMA3 Periods Int >= 1 10

 
Calculation:

AMA((AMA(X, n2) – AMA(X, n3)), n1)

where
X = Time Series
n1 = AMA1 Periods
n2 = AMA2 Periods
n3 = AMA3 Periods

AMA represents Adaptive Moving Average (AMA)

 
Discussion:

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

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