Adaptive: AMA / Lag(AMA) Ratio

Abbreviation: AMA/Lag(AMA) Ratio
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 ratio of an adaptive moving average to the same sized lagged adaptive moving average.
 

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