The Adaptive Moving Average that was originally discussed in an interview with Perry Kaufman in STOCKS & COMMODITIES Bonus Issue that originally appeared in March 1995. The Adaptive Moving Average is an excellent alternative to standard moving average calculations.
The Adaptive Moving Average calculation that is used in the studies and strategy in TradeStation is performed primarily by a function referred to as AMA. Another function referred to as AMAF is used to calculate the Adaptive Moving Average Filter. As always, the functions should be created prior to the development of the strategy.
Once you have successfully created both Adaptive Moving Average functions, you can then create the strategy. The download includes a workspace with an example strategy implemented, along with the EasyLanguage files for review and modification.
Note: You may need to download and install the Adaptive Moving Average indicator before installing this strategy.
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