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- study("AMA Indicator", shorttitle="AMA", overlay=true)
- // Adapative Moving Average, Rev 01
- // Source, http://www.mql5.com/en/code/10
- // https://getsatisfaction.com/tradingview/topics/ama_indicator
- //
- // Rewrite for Tradingview "Pine Script" by Kocurekc, May 2014
- // https://www.tradingview.com/u/kocurekc/
- // Code is provided as public domain, no warranty
- LB = input(title="Lookback Period", type=integer, defval=15, minval=2)
- ifSC = input(title="Fast Period", type=integer, defval=30, minval=0)
- isSC = input(title="Slow Period", type=integer, defval=2, minval=0)
- sig = abs(close-close[LB])
- noise = sum(abs(close-close[1]),LB)
- ER=sig/noise
- SC = 2/(LB+1)
- fSC = 2/(ifSC+1)
- sSC = 2/(isSC+1)
- EMA = close*SC + nz(EMA[1])*(1-SC)
- SSC = ER*(fSC - sSC) + sSC
- AMA = close * pow(SSC,2) + nz(AMA[1]) * (1 - pow(SSC,2))
- plot(AMA)
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