Entered close prices · efficiency-ratio smoothing

Adaptive Moving Average Calculator

Calculate Kaufman-style adaptive smoothing from entered close prices with the efficiency ratio, scaled constant and source seed visible.

Runs in your browserPublished-source seed profileNo trend or trade signal

Enter ordered close prices

Use completed observations from one symbol, timeframe and broker feed.

Entered

One completed close per line. Commas, semicolons or tabs are accepted.

AMA boundary: The efficiency ratio changes an arithmetic smoothing coefficient. This page does not classify slope, price position, trend, crossover, entries or exits.

Latest adaptive moving average state

Entered Adaptive Moving Averages 1.0.0.

Derived
No AMA values calculated yetEnter at least one more ordered close price than the selected AMA period, or load the audited example.

How the source-profile AMA is calculated

ER[i] = |Close[i] − Close[i − N]| ÷ Sum(|Close changes|, N)
SSC[i] = ER[i] × (FastSC − SlowSC) + SlowSC
AMA[i] = AMA[i − 1] + SSC[i]² × (Close[i] − AMA[i − 1])

Version 1.0.0 fixes applied price to entered close and horizontal shift to zero. The seed at index N minus 1 is the entered close; the first reportable recurrence is index N.

If the N-change noise sum is zero, the published MetaQuotes source returns an efficiency ratio of zero, so the squared slow constant still governs the recurrence.

Assumptions and limits

  • AMA period and fast period must be positive supported integers; the slow period must be greater than the fast period.
  • At least one more ordered close than the selected AMA period is required.
  • Rows must be oldest to newest and use one symbol, timeframe and feed.
  • Feed history, applied price, seed boundary and parameter choices can change a terminal comparison.
  • Slope, price position, crossovers, trend, entries and exits are withheld.

Worked example from the audited fixture

Reproduce it with “Load audited example”The 12-close fixture uses efficiency period 4, fast period 2 and slow period 10. On the final row, efficiency ratio 0.666667 scales the smoothing constant to 0.505051; squaring it gives the 0.255076 adaptive factor, and the current AMA is 106.184648.

How to interpret the result

The adaptive factor controls how far this recurrence moves from its prior AMA toward the latest entered close. It is derived only from the fixture’s four-change efficiency window and the disclosed fast and slow constants. The value does not classify trend direction or predict the next close.

Frequently asked questions

  • Enter the AMA, fast EMA and slow EMA periods plus at least one more ordered close price than the AMA period.
  • The absolute change across the AMA period is divided by the sum of absolute one-row price changes across the same period.
  • The published MetaQuotes source uses an efficiency ratio of zero, so the squared slow constant governs the recurrence.
  • The efficiency ratio scales the distance between the fast and slow EMA constants, and the result is squared.
  • The entered close at index N minus 1 is the source seed; the first reportable recurrence is index N.
  • Version 1.0.0 fixes applied price to entered close and horizontal chart shift to zero.
  • Only when the same entered history, periods, applied price, seed boundary and completed observations are used.
  • No. Slope, price position, crossover, trend, entry and exit classifications are withheld.

Sources and methodology

Observed Moving Average CalculatorCompare rolling SMA and explicitly seeded EMA values.Fractal Adaptive Moving Average CalculatorDerive smoothing from high-low fractal dimension.VIDYA CalculatorScale an EMA factor by entered-price CMO magnitude.

Compare the chart feed and trading terms

Use one broker feed, symbol and timeframe for every entered observation, and compare the source history with your terminal before relying on a platform match.

XM

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FBS

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FXOpen

Confirm chart history and trading conditions for the entered symbol.

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.