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.