Abbreviation: AMA-Lag(AMA)
Category: Advanced Kaufman Adaptive Moving Average
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| AMA Periods | Int >= 1 | 5 |
| Lag Amount | Int >= 1 | 5 |
Calculation:
AMA(X, n) – Lag(AMA(X, n), L)
where
X = Time Series
n = AMA 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 difference between an adaptive moving average and the same sized lagged adaptive moving average.