카우프만의 어댑티브 무빙 애버리지 (KAMA) 는 페리 카우프만이 개발한 인텔리전트한 무빙 애버리지입니다. 이 파워풀한 트렌드 팔로잉 인디케이터는 익스포넨셜 무빙 애버리지 (EMA)를 기반으로 하며 트렌드와 볼래틸리티 모두에 반응성이 있습니다. 노이즈가 적을 때는 프라이스를 가까이 따르고 프라이스가 요동칠 때는 노이즈를 스무드 아웃해줍니다. 다른 모든 무빙 애버리지와 마찬가지로 KAMA 도 트렌드를 눈으로 볼 수 있게 해 줍니다. KAMA 를 뚫게 되면 방향성 변화가 있음을 나타냅니다. 프라이스 역시 KAMA 로 부터 튕길 수 있는데, 이는 다이내믹한 서포트/리지스턴스로써 작동할 수 있습니다. KAMA 는 다른 시그널 및 어낼리시스 테크닉과 조합하여 쓰곤 합니다.

Introduction The ability the Kaufman adaptive moving average (KAMA) has to be flat during ranging markets and close to the price during trending markets is what make this moving average one of the most useful in technical analysis. KAMA is calculated by using exponential averaging using the efficiency ratio (ER) as smoothing variable where 1 > ER > 0 . An...

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Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending...

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JFD-Adaptive, GKYZ-Filtered KAMA is a Kaufman Adaptive Moving Average with the option to make it Jurik Fractal Dimension Adaptive. This also includes a Garman-Klass-Yang-Zhang Historical Volatility Filter to reduce noise. What is KAMA? Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market...

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Kaufman Adaptive Moving Average script. This indicator was originally developed by Perry J. Kaufman (`Smarter Trading: Improving Performance in Changing Markets`, 1995).

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STD-Filtered, Adaptive Exponential Hull Moving Average is a Kaufman Efficiency Ratio Adaptive Hull Moving Average that uses EMA instead of WMA for its computation. I've also added standard deviation stepping to further smooth the signal. Using EMA instead of WMA turns the Hull into what's called the AEHMA. You can read more about the EHMA here:...

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Kaufman's Adaptive Moving Average with 6 Bands at a time and trend direction.

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Strategy using Slow Heiken Ashi by Glaz and Exponential moving averages. Looking for someone to help me turn the strategy into non-reoccuring alerts as I am having trouble doing so.

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These bands use KAMA for the basis, build Keltner Channels that you might expect high probability reversals to occur from. I named it Tobacco Channel because I found its idea in Cuban's Reversion Bands — Indicator by cubantobacco.

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We all know OBV plays a very important role in figuring out price volume divergences and it can help anyone analyse the directivity force of the market and has a very good tradeoff if applied correctly In this Experiment i have derived liquidity levels for OBV using volume jumps inside the market A volume jump is classified as: Good Volume Jump = 1.618 times...

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Level: 2 Background Kaufman’s Adaptive Moving Average (KAMA) was developed by American quantitative financial theorist Perry J. Kaufman in 1998. The technique began in 1972 but Kaufman officially presented it to the public much later through his book, “Trading Systems and Methods.” Unlike other moving averages, Kaufman’s Adaptive Moving Average accounts not only...

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Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).

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This Multi Moving Average (MA) indicator is more flexible than any other indicator of this type offered so far. You can define up to 10 different Moving Average (MA) lines based on different calculation variants. The following MA types can be configured. - EMA: Exponentially Moving Average - SMA: Small Moving Average - RMA: Rolling Moving Average - WMA: Weighted...

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This is an upgrade of the old Heikin/Kaufman Strategy. This script DONT use Heikin value anymore, so I hope no more repaint. Try it and let me know. Use an ADX indicator can help to check the strenght of the trend.

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Ignore the other one (it contains some errors). On this FRAMA you can play with length, SC and FC. Just read on below links to understand more about this super useful moving average: etfhq.com etfhq.com www.quantshare.com

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This strategy combines Kaufman's Adaptive Moving Average for entry with optional KAMA, PSAR, and Trailing ATR stops for exits. Kaufman's Adaptive Moving Average is, in my opinion, a gem among the plethora of indicators. It is underrated considering it offers a solution that intuitively makes a lot of sense. When I first read about it, it was a real 'aha!'...

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Adaptive Parabolic SAR (PSAR) is an advanced Parabolic SAR with adaptive adjustments using either a Kaufman or an Ehlers smoothing algorithms. What is the Parabolic SAR? The parabolic SAR attempts to give traders an edge by highlighting the direction an asset is moving, as well as providing entry and exit points. In this article, we'll look at the basics of...

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Calculation begins at the beginning of the bar, eliminating incorrect moving average weighting at the very beginning of the ticker you're watching. This is important for new stocks, futures, altcoins, etc. The inputs for the fast/slow alphas are now normal integers, with the calculation (2 / (y + 1)) for alpha added after input. Comes with two moving averages...

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A study of moving averages that utilizes different tricks I've learned to optimize them. Included is Bollinger Bands, Guppy (GMMA) and Super Guppy. The method used to make it MtF should be more precise and smoother than regular MtF methods that use the security function. For intraday timeframes, each number represents each hour, with 24 equal to 1 day. For daily,...

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