TSO Adaptive Moving Average
- Indicatori
-
Dionisis Nikolopoulos
We are a small team of individuals with a strong passion for trading.
Our research is focused in the area of trading methods and mechanical trading systems
developed on the MT4 and MT5 trading platforms.
Many more features will be coming in the future, so stay with us! - Versione: 1.0
The Adaptive Moving Average (AMA), created by Perry Kaufman, is a moving average variation designed to have low sensitivity to market noise and volatility combined with minimal lag for trend detection. These characteristics make it ideal for identifying the overall market trend, time turning points and filtering price movements. A detailed analysis of the calculations to determine the AMA can be found in MetaTrader 5 Help (https://www.metatrader5.com/en/terminal/help/indicators/trend_indicators/ama)
Inputs
- Period: The price period used to calculate the Adaptive Moving Average.
- Shift: The number of periods to shift the AMA relative to the price chart.
- Applied Price: The price of the candles, on which the AMA calculations are to be based. Typically the close price is used.
- Fast EMA Period: The period of the fast Exponential Moving Average.
- Slow EMA Period: The period of the slow Exponential Moving Average.
For EA Developers
- AMA value: Buffer = 0
