ADAPTIVE MOVING AVERAGE BY PERRY KAUFMAN — STRATEGY

ADAPTIVE MOVING AVERAGE BY PERRY KAUFMAN - STRATEGY

Type: System, Name: Adaptive Moving Average Fltr System

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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