Kaufman Adaptive Moving Average (KAMA) was created by Perry Kaufman and first presented in his book Smarter Trading (1995).
Formulas:
KAMA[i] = KAMA[i-1]+sc*(Price[i]-KAMA[i-1]), where
sc = (er*0.6015+0.0645)*(er*0.6015+0.0645),
er = Abs(Price[i]-Price[i-Length+1])/Sum1,
Sum1 = Sum(Abs(Price[i]-Price[i-1])) from (i-Length+1) to i.
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