Cyber12_Adaptive Momentum

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This is the Smoothed Adaptive Momentum indicator described in Chapter 12.  This indicator measures the Dominant Cycle period and uses that measurement to compute a one-cycle momentum.

 

PriceIn = defaults to Close but change to the Price indicator to match the book

alpha = defaults to 0.07 as described in the book

Cutoff = defaults to 8 as described in the book

 

For more information on this indicator, refer to Chapter 12 of "Cybernetic Analysis for Stocks and Futures" by John Ehlers, Publisher: John Wiley & Sons; (March 19, 2004), ISBN: 0471463078