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Kaufman Adaptive moving average

Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59962
Forum: 38 · Topic 59962 · 4 post(s)


Kaufman Adaptive moving average

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 = (er0.6015+0.0645)(er0.6015+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


Re: Kaufman Adaptive moving average

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.


Re: Kaufman Adaptive moving average

Apprentice · Sun Jan 05, 2014 6:58 am

Your request is added to the development list.


Re: Kaufman Adaptive moving average

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

Please try this indicator:

Two_KAMA_Cross.mq4