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thinkorswim Kaufman’s Adaptive Moving Average Binary Wave 02/27/09

Based on Kaufman’s Adaptive Moving Average.

  1. Eric Purdy
    I was messing around with some moving average stuff and threw this one together to see what it looked like. It’s pretty simple: 1 = buy, -1 = sell, 0 = neutral. You can experiment with the filter percentage and period to suit your taste. I’ll probably incorporate this into other scripts as a filter. kaufmanbw.png