Re: [amibroker] AMA same as EWMA?

 

Greetings --

Read the AmiBroker Reference Manual for a description of the variations of moving averages that are available as built-in functions.  This link describes the EMA and gives links to several others, including AMA:
https://www.amibroker.com/guide/afl/ema.html

Also search the web for and descriptions and formulas for other formulations of moving averages and filters that can be used.  Search using there terms:  T3, Hull, Ehlers, FIR, IIR, Jurik.  These references will lead you to others.

There is a lot of similarity among moving averages.  For example, Wilders is just a slowed down EMA.  WildersMA(p,n) is identical to ExponentialMA(p,2n-1).  So Wilders can be skipped.  And so forth. 

Think through how you will use the filter.  Some models benefit from the lag that is introduced, others not.  For your model, set up a switch that allows you to change type easily to compare results.

Best,
Howard

On Tue, Apr 5, 2016 at 8:46 AM, meanomalist@yahoo.com [amibroker] <amibroker@yahoogroups.com> wrote:
 

Is Adaptive moving average in Amibroker same as Weighted exponential average moving average?


If not, do we have any function for EWMA?


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Posted by: Howard B <howardbandy@gmail.com>
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