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.