Kaufman Adaptive Moving Average (KAMA) - synapticEx

Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market noise or volatility .

MT4 version is available on
Skript med en öppen källkod

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Vill du använda det här skriptet i ett diagram?
study(title="Kaufman Adaptive Moving Average", shorttitle="KAMA", overlay=true)
length = input(14, minval=1) 
fast = input(2, minval=1)
slow = input(30, minval=1)
src = input(title="Source", type=source, defval=close)

volatility = sum(abs(src-src[1]), length)
change = abs(src[1]-src[length])
er = iff(volatility != 0, change/volatility, 0)

fastSC = 2/(fast+1)
slowSC = 2/(slow+1)
sc = pow((er*(fastSC-slowSC))+slowSC, 2)

bid = hl2

kama = nz(kama[1])+(sc*(bid-nz(kama[1])))
plot(kama, color=white, title="KAMA", trackprice=false, style=line)