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Adaptive Moving Average

Kaufman Adaptive Moving Average (AMA).

It is not available among the standard МetaТrader 4 indicators. In addition to the 6 standard calculation modes, the seventh one at (Open+Close)/2 price has been added. Added selection of a smoothing method for a moving average used in the calculation of the efficiency rating (ER). Trend filter options: in points or by "deviation". Added an option for shifting the indicator to the left/right. You can also choose the character of the direction arrow.


Parameters

  • PeriodAMA - general period of calculation;
  • PriceType - applied price;
  • Fastest - fast period;
  • Slowest - slow period;
  • dSMT - coefficient;
  • dAMA - coefficient;
  • PointsTrendDetection - mode of determining the change in direction;
  • Displace - shift to the left/right;
  • DistancePointsFromAMA - distance from the line to the channel;
  • CheckOpenOtherSide - check the opening on the other side of the channel;
  • CalcDistanceOnClosedBar - calculation of the distance at closed bars;
  • AlertTextEnabled - enable text alerts;
  • AlertSoundEnabled - enable audio alerts;
  • PushMessageEnable - enable sending notifications;
  • AlertSoundFile - name of the sound file for the alerts;
  • ShowUpDnPoints(true) or UpDnDistance(false) - selection of the display mode: rise/fall or channel;
  • HideUpDnPoints - disable the display of rise/fall;
  • HideCrossPoints - disable the display of the channel intersection points;
  • iArrowUp - code of the rise character;
  • iArrowDn - code of the fall character;
  • iArrowCross - code of the channel intersection character;
  • Method - ER smoothing method.
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Version 1.2 - 2015.01.15
Conditions of the сrossover signals have changed for the cases when the control of bar opening on the other AMA side is enabled (CheckOpenOtherSide=true).
Added options for hiding crossover and trend direction characters (points).
Version 1.1 - 2015.01.09
Added audio, text and notification alerts (can be disabled) on the price crossing МА with an ability to select the distance from АМА in points (channel). Also, the lines of that distance can be enabled instead of a trend. Alerts can be set for a closed or the current bar. You can also set a condition of the price crossing АМА channel considering if a bar opens above/below АМА.