John Ehlers' article in this issue, "Fractal Adaptive Moving Averages," introduces an indicator of the same name. In his indicator formula, he restricts the number of periods to an even number. The formula in MetaStock avoids this restriction by asking for the smaller time frame. This number is...
---- Original Message -----
From: Dave Nadeau
Sent: Thursday, June 29, 2000 12:40 PM
Subject: Re: adaptive stochastic oscillator
Here's what I come up with. It doesn't work, and I've run into this issue when trying to solve some other problems. Does anyone have any...
MetaStock formula derived from calculations in Trading Systems and Methods, Third Edition, by Perry J. Kaufman. This formula adapts the standard RSI to a smoothing constant.
Period := Input("Period",1,10000,20);
sc := Abs(RSI(Period)/100 - .5)*2;
If(Cum(1) <= Period, CLOSE...
Here is the code for use in MetaStock 6.52 orhigher for the instantaneous trendline and sinewave indicator as described by John Ehlers in "Adaptive Trends And Oscillators" in thisissue. To implement them, the following formulas must be created in MetaStock's Indicator Builder.
Each formula must...