Kaufman adaptive moving average binary wave

[eventrader]

My trading is at least half based on KAUFMAN ADAPTIVE MOVING AVERAGE BINARY WAVE. NT has KAMA as a standard indicator, but not KAMA BINARY WAVE.

I am looking into migrating to NT, but I am not a programmer. Has anyone written AMA BINARY WAVE for NT or can anyone help me with it?

I will appreciate the help.

If you like, you can email me at [email protected]

Thanks

[eventrader]

metastock code for KAMA BINARY WAVE

It may be easier for the experienced users or NT support personnel to help me after reviewing the Metastock code. AMA in Metastock is KAMA in NT.

KAMA Binary Wave
Periods:=Input("Time Periods",1,1000,10);
Direction:=CLOSE-Ref(CLOSE,-periods);
Volatility:=Sum(Abs(ROC(CLOSE,1,$)),periods);
ER:=Abs(Direction/Volatility);
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));
FilterPercent:=Input("Filter Percentage",0,100,15)/100;
Filter:=FilterPercent*Std(AMA-Ref(AMA,-1),Periods);
AMALow:=If(AMA<Ref(AMA,-1),AMA,PREV);
AMAHigh:=If(AMA>Ref(AMA,-1),AMA,PREV);
If(AMA-AMALow>Filter,1{Buy Signal},
If(AMAHigh-AMA>Filter,-1{Sell Signal},0{No_Signal}))

[mountainclimber]

Hello,

I replied via email....

ben

[NinjaTrader_Bertrand]

eventrader, while we unfortunately could custom code this out for you, it should be straightforward to construct, the AMA is already available, you just need to implement the filter part (which is just the standard deviation of the 1 bar KAMA momentum).

For an intro into NinjaScript indicator coding, please refer to our tutorials in the helpguide -

http://www.ninjatrader-support.com/HelpGuideV6/Overview18.html

[eventrader]

AMA Binary Wave

Thanks Bertrand, I have just sent you an email. I am looking forward to your response.

[kumaresh11]

can you specify the benefit or diff bet Binary wave or usual KAMA.
Thks

[billr]

I would like to understand the benefit also. Thanks.

[jtimpson]

KAMA Binary Wave Indicator?

Has anyone eventually coded this KAMA Binary Wave indicator for Ninja? I would be interested in trying it. Thanks!