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.