Формула АМА Кауфмана в формате MetastockPeriods:= Input(«Time Periods»,1,1000, 10);Signal:= CLOSE — Ref(CLOSE,#periods);Noise:= Sum(Abs(ROC(CLOSE,1,$)),periods);ER:= Abs(Signal/Noise);FastSC:= 2/(2 + 1);SlowSC:= 2/(30 + 1);SSC:= ER ∗ ∗ (FastSC — SlowSC) + SlowSC;Constant:= Pwr(SSC,2);AMA:= If(Cum(1) = periods+1, Ref(CLOSE,#1) + constant ∗ ∗ (CLOSE — Ref(CLOSE,#1)),PREV + Constant ∗ ∗ (CLOSE — PREV));AMAФормула АМА Кауфмана в формате Omega TradeStation3Inputs: Period(10);Vars: Signal(0), Noise(0), Diff(0), ER(0), Smooth(1), Fastest(.6667), Slowest(.0645), AMA(0);Diff = AbsValue(Close — Close[1]);IF CurrentBar <= Period Then AMA = Close;IF CurrentBar > Period Then BeginSignal = AbsValue(Close — Close[Period]);Noise = Summation(Diff, Period);If Noise > 0 then ER = Signal / Noise;Smooth = Power(ER ∗ ∗ (Fastest — Slowest) + Slowest, 2);AMA = AMA[1] + Smooth ∗ ∗ (Close — AMA[1]);End;Plot1( AMA, «AMA»); Добавлено 21 февраля 2010, 08:25ПРАВИЛЬНЫЙ ВАРИАНТ ДЛЯ МЕТАСТКА - Periods:=Input("Time Periods",1,1000,10);Signal:= CLOSE-Ref(CLOSE,-periods);Noise:= Sum(Abs(ROC(CLOSE,1,$)),periods);ER:= Abs(Signal/Noise);FastSC:= 2/(2 + 1);SlowSC:= 2/(30 + 1);SSC:= ER*(FastSC-SlowSC) + SlowSC;Constant:= Pwr(SSC,2);AMA:= If(Cum(1) = periods+1, Ref(CLOSE,-1) + constant*(CLOSE-Ref(CLOSE,-1)),PREV +Constant*(CLOSE-PREV));AMA