Article/Author: �A Guide to Smarter Trading�, Perry Kaufman, S&C Magazine, Traders Tips, 03/1998

Download: MAAdaptiveFltr-STR.ela

File Includes:
Signal - MovAvg Adaptive Fltr
Function - AMAF

Category: Strategy > MovAvg Adaptive Fltr

Inputs:
Period
Pcnt

Description:

Signal MovAvg Adaptive Fltr ELA Code:

INPUTS: PERIOD(10), PCNT(.15);

VARS: AMAVAL(0), AMAFVAL(0), AMALS(0), AMAHS(0);



AMAVAL = AMA(PERIOD);

AMAFVAL = AMAF(PERIOD, PCNT);



IF CURRENTBAR = 1 THEN BEGIN

	AMALS = AMAVAL;

	AMAHS = AMAVAL;

END ELSE BEGIN

	IF AMAVAL < AMAVAL[1] THEN

		AMALS = AMAVAL;

	IF AMAVAL > AMAVAL[1] THEN

		AMAHS = AMAVAL;



	IF AMAVAL - AMALS CROSSES ABOVE AMAFVAL THEN

		BUY THIS BAR ON CLOSE;

	IF AMAHS - AMAVAL CROSSES ABOVE AMAFVAL THEN

		SELL THIS BAR ON CLOSE;

END;



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