Adaptive: AMA1(AMA2 / Lag(AMA2) Ratio)

Abbreviation: AMA1(AMA2/Lag(AMA2) Ratio)
Category: Advanced Kaufman Adaptive Moving Average
Input Parameters:

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

 
Calculation:

AMA((AMA(X, n2) / Lag(AMA(X, n2), L)), n1)

where
X = Time Series
n1 = AMA1 Periods
n2 = AMA2 Periods
L = Lag Amount

AMA represents Adaptive Moving Average (AMA)
Lag represents Lag

 
Discussion:

This indicator attempts to quantify movements in a time series by calculating the adaptive moving average of the ratio of an adaptive moving average to the same sized lagged adaptive moving average.
 

Was this article helpful?

Related Articles