PRAETIR / Concepts & indicators

Understand the Adaptive Moving Average

The Adaptive Moving Average in the PRAETIR web chart smooths closing prices and adapts its response to observed price efficiency. The study uses a KAMA-style calculation with configurable period, fast response and slow response.

Compare direction with the path traveled

The efficiency ratio compares the absolute change over the period with the sum of absolute changes between consecutive closes. A steady move produces a ratio closer to one. Many reversals can produce a smaller ratio for the same net progress.

A synthetic sequence of 100, 102, 101, 103 has three points of net change over a five-point path. Its efficiency ratio is 3 / 5 = 0.6. This ratio influences smoothing; it is not the probability of a successful trade.

Period, fast response and slow response

The web chart defaults to period 10, fast 2 and slow 30. The efficiency ratio blends fast and slow smoothing before the factor is squared. The calculation first requires sufficient closing-price history. A shorter setting changes sensitivity and comparability with an earlier review.

Compare using the same bars

When values differ, first compare symbol, source, timeframe, history start and parameters. An AMA based on one-minute closes will not automatically match one on a volume chart. Record whether the line and its location were visible at entry. A parameter chosen later does not retroactively improve that decision.

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