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Params
NumericSeries Price(1);
Numeric EffRatioLength(10);
Numeric FastAvgLength(2);
Numeric SlowAvgLength(30);
Vars
Numeric NetChg(0);
Numeric TotChg(0);
Numeric EffRatio(0);
Numeric ScaledSFSqr(0);
NumericSeries AMAValue;
Numeric SFDiff;
Begin
if(CurrentBar == 0)
{
AMAValue = Price;
}Else
{
NetChg = Abs( Price - Price[EffRatioLength] );
TotChg = Summation( Abs( Price - Price[1] ), EffRatioLength );
EffRatio = IIF(TotChg > 0, NetChg / TotChg, 0);
SFDiff = 2 / ( FastAvgLength + 1 ) - 2 / ( SlowAvgLength + 1 );
ScaledSFSqr = Sqr( 2 / ( SlowAvgLength + 1 ) + EffRatio * SFDiff );
AMAValue = AMAValue[1] + ScaledSFSqr * ( Price - AMAValue[1] );
}
Return AMAValue;
End
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