Adaptive: AMA Envelope High

Abbreviation: AMA Envelope High
Category: Advanced Kaufman Adaptive Moving Average

Input Parameters:

Name Range Default
Time Series Close
AMA Periods Int >= 1 5
Envelope Fraction Real > 0.0 0.25

 
Calculation:

AMA(X, n) * ( 1 + Envelope Fraction )

where
X = Time Series
n = AMA Periods

AMA represents Adaptive Moving Average (AMA)

 
Discussion:

Provides a band a certain fraction above the adaptive moving average of a time series.
 

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