Excel formula for "adaptive moving average"

[nansen]

Hello All,

I have been reading up on the "Adaptive Moving Average" (references to Perry Kaufman on the net).

I would like to replicate the formula for this in Excel.

Does anyone have experience of the "AMA"? Is anyone able to assist me in replicating the formula in Excel?

Best wishes and many thanks,

nansen

 

[nansen]

Hello All,

I've now replicated the formula in Excel.

Best wishes,

nansen

 

[amnonco]

Hello All,

I've now replicated the formula in Excel.

Best wishes,

nansen

if it's not too rude, can you send me the code?

 

[drabmd]

Hi nansen ... can i request you to kindly share the excel sheet with the KAMA calculation method, please? My email is [email protected]