LazyBear

[REPOST] Indicators: 3 Different Adaptive Moving Averages

*** NOTE: This is a repost with updated scripts to workaround the recent script engine changes ****

As the volatility rises, all Adaptive Moving Averages (AMA) become more sensitive and adapt faster to the price changes. As the volatility decreases, they slow down significantly compared to normal EMA . This makes it an excellent choice for detecting ranging markets (look for horizontal lines).

I have included 3 AMAs here:
- Kaufman's AMA. This makes use of Kaufman's Efficiency Ratio as the smoothing constant.
- Adaptive RSI . This adapts standard RSI to a smoothing constant.
- Tushar Chande's Variable Index Dynamic Average ( VIDYA ). This uses a pivotal smoothing constant, which is fixed, and varies the speed by using a factor based on the relative volatility to increase or decrease the value of SC .

For reference, I have plotted an EMA (10). This uses a fixed smoothing constant.

This is my 25th indicators post (Yayy!), so decided to include a bunch of AMAs. Enjoy :)

Feel free to "Make mine" and use these in your charts. Appreciate any comments / feedback.
Usuń z Ulubionych Skryptów Dodaj do Ulubionych Skryptów
//
// @author LazyBear
//
// v2 - updated the scripts to workaround function array indexing issues in the latest TV engine. 
// v1 - initial
//
study(title = "Kaufman Adaptive Moving Average [LazyBear]", shorttitle="KAMA2_LB", overlay=true)
amaLength = input(10, title="Length")
fastend=input(0.666)
slowend=input(0.0645)

diff=abs(close[0]-close[1])
signal=abs(close-close[amaLength])
noise=sum(diff, amaLength)
efratio=noise!=0 ? signal/noise : 1

smooth=pow(efratio*(fastend-slowend)+slowend,2)
kama=nz(kama[1], close)+smooth*(close-nz(kama[1], close))
plot( kama, color=green, linewidth=3)
List of my free indicators: http://bit.ly/1LQaPK8
List of my indicators at Appstore: http://blog.tradingview.com/?p=970

Komentarze

Vidya/KAMA are pointing to wrong AMAs, because, looks like, TV doesn't keep the alignment intact when publishing. Just match the colors to identify the correct AMA.
+4 Odpowiedz
RV1458 LazyBear
@LazyBear, I ony see the script for Kaufman's AMA here. Where's the script for the other two?
+4 Odpowiedz
everget RV1458
@RV1458, see
Odpowiedz
everget RV1458
@RV1458, here is Adaptive RSI
Odpowiedz
I ony see the script for Kaufman's AMA here. Where's the script for the other two?
+1 Odpowiedz
i only see the script for KAMA here, where is VIDYA ?
Odpowiedz
everget unelma
@unelma, here is VIDYA
Odpowiedz
can you link me the adaptive rsi? I cant find it. thanks
Odpowiedz
everget unelma
@unelma, here is Adaptive RSI
+1 Odpowiedz
Great job master thanks again
Odpowiedz
Strona główna Skaner akcji Skaner Forex Skaner Krypto Kalendarz ekonomiczny Jak to działa Funkcje wykresów Cennik Poleć przyjaciela Dobre Praktyki Centrum Pomocy Rozwiązania internetowe i brokerskie Widżety Wykresy Lekka Biblioteka Wykresów Blog i wiadomości Twitter
Profil Ustawienia profilu Konto i płatności Referred friends Coins Wiadomości do działu obsługi Centrum Pomocy Opublikowane Pomysły Obserwujący Obserwujesz Wiadomość prywatna Czat Wyloguj