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.
Gỡ bỏ khỏi Script Ưa thích Thêm vào Script Ưa thích
//
// @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

Bình luận

i only see the script for KAMA here, where is VIDYA ?
Phản hồi
everget unelma
@unelma, here is VIDYA
Phản hồi
can you link me the adaptive rsi? I cant find it. thanks
Phản hồi
everget unelma
@unelma, here is Adaptive RSI
+1 Phản hồi
I ony see the script for Kaufman's AMA here. Where's the script for the other two?
+1 Phản hồi
Great job master thanks again
Phản hồi
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 Phản hồi
RV1458 LazyBear
@LazyBear, I ony see the script for Kaufman's AMA here. Where's the script for the other two?
+4 Phản hồi
everget RV1458
@RV1458, see
Phản hồi
everget RV1458
@RV1458, here is Adaptive RSI
Phản hồi
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