Abbreviation: Lag(AMA)
Category: Advanced Kaufman Adaptive Moving Average
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Lag Amount | Int >= 1 | 5 |
| AMA Periods | Int >= 1 | 5 |
Calculation:
Lag(AMA(X, n), L)
where
X = Time Series
L = Lag Amount
n = AMA Periods
AMA represents Adaptive Moving Average (AMA)
Lag represents Lag
Discussion:
This indicator provides a lagged smoothing of a time series by calculating the lag of the adaptive moving average of a time series.