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Excel formula for "adaptive moving average" Excel formula for "adaptive moving average"
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Excel formula for "adaptive moving average"

This is a discussion on Excel formula for "adaptive moving average" within the Mechanical & Systems Trading forums, part of the Styles & Strategies category; Hello All, I have been reading up on the "Adaptive Moving Average" (references to Perry Kaufman on the net). I ...

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Old Sep 25, 2009, 8:06am   #1
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Excel formula for "adaptive moving average"
Hello All,

I have been reading up on the "Adaptive Moving Average" (references to Perry Kaufman on the net).

I would like to replicate the formula for this in Excel.

Does anyone have experience of the "AMA"? Is anyone able to assist me in replicating the formula in Excel?

Best wishes and many thanks,

nansen
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Old Sep 25, 2009, 11:07am   #2
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nansen started this thread Hello All,

I've now replicated the formula in Excel.

Best wishes,

nansen
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Old Sep 29, 2009, 7:51pm   #3
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Quote:
Originally Posted by nansen View Post
Hello All,

I've now replicated the formula in Excel.

Best wishes,

nansen
if it's not too rude, can you send me the code?
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