Kaufman Adaptive moving average

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Kaufman Adaptive moving average

Postby Alexander.Gettinger » Mon Nov 25, 2013 2:31 pm

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.

KAMA_MQL.PNG


Download:
KAMA.mq4
(1.92 KiB) Downloaded 1226 times
Alexander.Gettinger
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Re: Kaufman Adaptive moving average

Postby voodoopips » Fri Jan 03, 2014 6:32 pm

I would like an alert for the cross of two Kama from two different time frames.

Must allow to choose different settings for the Kamas on different time frames.

Thank You.
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Re: Kaufman Adaptive moving average

Postby Apprentice » Sun Jan 05, 2014 6:58 am

Your request is added to the development list.
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Re: Kaufman Adaptive moving average

Postby Alexander.Gettinger » Tue Dec 18, 2018 6:44 pm

Please try this indicator:
Two_KAMA_Cross.mq4
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