Adaptive Moving Average by Perry Kaufman

Adaptive Moving Average by Perry Kaufman
Periods: = Input ("periods", 1.1000, 10);
Direction: = Close - Ref (Close, periods);
Volatility: = Sum (abs (Taiwan (close, 1 ,$)), periods);
ER: = abs (Direction / Volatility);
FastSC: = 2 / (2 + 1);
SlowSC: = 2 / (30 + 1);
SSC: = ER * (FastSC - SlowSC) + SlowSC;
Constant: = Pwr (SSC, 2);
BUT: If = (Cum (1) = periods +1, ref (Close, -1) + * constant (close - ref (Close, -1)), Prev + constant * (close - before));
AMA