Adaptive Moving Average Strategy
Summary
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.
Screen Shots
Usage
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.
Downloads
Download Adaptive Moving Average System (Workspace and ELD files)
Happy Trading!
Tags: Adaptive Moving Average, Perry Kaufman, Strategies
Hi,
I just downloaded this file and workspace and took a look at how it fares in the Futures (e-mini russel 2000 TF) on my tradestation platform. Any suggestions on the best settings to use on a 144 tick chart for this indicator? (Adaptive Moving Average) .I use a half point stop loss (.5 ticks) and from what I can see, I could hardly make any profits. Any help would be great. I want to see if this indicator/workspace has potential in my trading strategy when used with my other indicators. Thank you
Mario C.
Mario –
Great question. I’ve not used this indicator in quite a while, and I’m not a futures trader either, so we may need to get others advice on how to best use this.
I’m still waiting for TradeStation to reactivate my developer copy, after which I’ll take a peek at the code inside, and see if I left any usage notes that will be helpful.
Thanks for stopping by
Matt