Fibonacci Period KAMA Series

2017년 12월 11일

This study is a simple experiment using Kaufman's Adaptive Moving Average that plots a base average with a period of your choice, then plots averages with periods multiplied by Fibonacci numbers 2 through 34.

2018년 2월 9일

릴리즈 노트

Big thanks to NGBaltic for pointing out the massive flaw with the original version of this script.

Before this update, the script was effectively just a lagged OHLC/4 SMA ribbon.

This update is a complete rework on the calculation, so that it actually reflects KAMA values.
In addition, the base sampling period multiples have been expanded from Fibonacci numbers 1 - 34 to 1 - 144.