Kaufman's Adaptive Moving Average (KAMA)
Penunjuk, Strategi dan Perpustakaan
The Kaufman Efficiency Ratio (also known as the Efficiency Ratio or ER) is a technical indicator used in technical analysis to measure the efficiency of a financial instrument's price movement. It was developed by Perry J. Kaufman and is designed to help traders and analysts identify the trendiness or choppiness of a market. The Kaufman Efficiency Ratio is...
Kaufman's Adaptive Moving Average (KAMA)
The Volume-Weighted Kaufman's Adaptive Moving Average (VW-KAMA) is a technical indicator that combines the Volume-Weighted Moving Average (VWMA) and the Kaufman's Adaptive Moving Average (KAMA) to create a more responsive and adaptable moving average. Advantages: Volume-Weighted: It takes into account the volume of trades, giving more weight to periods with...
█ Description An adaptive indicator could be defined as market conditions following indicator, in summary, the parameter of the indicator would be adjusted to fit its optimum value to the current price action. KAMA, Kaufman's Adaptive Moving Average, an adaptive trendline indicator developed by Perry J. Kaufman, with the notion of using the fastest trend...
Dr. Scott Cong's new adaptation of an adaptive moving average (AMA), featured in TASC March 2023. It adjusts its parameters automatically according to the volatility of market, tracking price closely in trending movement, staying flat in congestion areas. Perry Kaufman’s adaptive moving average, first described in his 1995 book Smarter Trading, is a great...
![AAPL: Another New Adaptive Moving Average [CC]](https://s3.tradingview.com/x/x4t7acGj_mid.png "Another New Adaptive Moving Average [CC]")
The New Adaptive Moving Average was created by Scott Cong (Stocks and Commodities Mar 2023) and this is a companion indicator to my previous script . This indicator still works off of the same concept as before with effort vs results but this indicator takes a slightly different approach and instead defines results as the absolute difference between the closing...
![AAPL: A New Adaptive Moving Average [CC]](https://s3.tradingview.com/v/v81QkkWK_mid.png "A New Adaptive Moving Average [CC]")
The New Adaptive Moving Average was created by Scott Cong (Stocks and Commodities Mar 2023) and his idea was to focus on the Adaptive Moving Average created by Perry Kaufman and to try to improve it by introducing a concept of effort vs results. In this case the effort would be the total range of the underlying price action since each bar is essentially a war of...
Introduction Heyo, in this indicator I decided to add VHF adaptivness, linear regression and smoothing to a KAMA in order to squeeze all out of it. KAMA: Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively...
![EURUSD: ER-Adaptive ATR Limit Channels w/ States [Loxx]](https://s3.tradingview.com/3/3HVBY2wE_mid.png "ER-Adaptive ATR Limit Channels w/ States [Loxx]")
As simple as it gets, channels based on high, low and ATR distances, Shows possible short term support / resistance or can be used as a take profit/stop-loss in some trading systems. It does this by comparing high/low values of price to multiplied by a multiple of ATR to determine when the trend changes. States are included to change the sensitivity to trend...
![USDCHF: JFD-Adaptive, GKYZ-Filtered KAMA [Loxx]](https://s3.tradingview.com/k/KJQp4GrB_mid.png "JFD-Adaptive, GKYZ-Filtered KAMA [Loxx]")
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...
![USDCHF: STD-Filtered, Adaptive Exponential Hull Moving Average [Loxx]](https://s3.tradingview.com/u/UYfYiSKe_mid.png "STD-Filtered, Adaptive Exponential Hull Moving Average [Loxx]")
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:...
![ES1!: Adaptive Deviation [Loxx]](https://s3.tradingview.com/t/To2emkFR_mid.png "Adaptive Deviation [Loxx]")
Adaptive Deviation is an educational/conceptual indicator that is a new spin on the regular old standard deviation. By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually...
The Adaptive Rebound Line (ARL) focuses on the rebound of price action according to the trend. While it does not focus on showing the trend, it does help in anticipating price rebounds. It achieves this by adapting quickly and by reducing lag. It is recommended to use this with a trend-identifying indicator. It was inspired by the Hull Moving Average and the...
![BTCUSDT: ER-Adaptive ATR [Loxx]](https://s3.tradingview.com/7/7ywmpaOY_mid.png "ER-Adaptive ATR [Loxx]")
Average True Range (ATR) is widely used indicator in many occasions for technical analysis. It is calculated as the RMA of true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range You can use this indicator the same way you'd use the standard ATR.
![USDCAD: Efficiency-Ratio-Adaptive EMA [Loxx]](https://s3.tradingview.com/a/AjwFoOrC_mid.png "Efficiency-Ratio-Adaptive EMA [Loxx]")
Efficiency ratio was invented by Perry Kaufman as a measure of volatility and as a way of making some calculations adaptive. In his adaptive moving average he uses 3 periods for calculation which makes it a bit "cryptic" and, by all means, not so simple to use. This version is simplifying the whole thing without an intention to clone the KAMA indicator--but with...
![USDCAD: Adaptive Parabolic SAR (PSAR) [Loxx]](https://s3.tradingview.com/6/6cwVq3p7_mid.png "Adaptive Parabolic SAR (PSAR) [Loxx]")
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...
![USDCAD: DSS of Advanced Kaufman AMA [Loxx]](https://s3.tradingview.com/g/gDFILs6m_mid.png "DSS of Advanced Kaufman AMA [Loxx]")
DSS of Advanced Kaufman AMA is a double smoothed stochastic oscillator using a Kaufman adaptive moving average with the option of using the Jurik Fractal Dimension Adaptive calculation. This helps smooth the stochastic oscillator thereby making it easier to identify reversals and trends. What is the double smoothed stochastic? The Double Smoothed Stochastic...
![EURUSD: Parabolic SAR of KAMA [Loxx]](https://s3.tradingview.com/s/sN2E9kBG_mid.png "Parabolic SAR of KAMA [Loxx]")
Parabolic SAR of KAMA attempts to reduce noise and volatility from regular Parabolic SAR in order to derive more accurate trends. In addition, and to further reduce noise and enhance trend identification, PSAR of KAMA includes two calculations of efficiency ratio: 1) price change adjusted for the daily volatility; or, 2) Jurik Fractal Dimension Adaptive...
Goichi Hosoda's "Ichimoku Kinkō Hyō" is a widely used Trend Following indicator and can be defined as a "system" rather than an indicator. Published in the late 1960's, consisting of 5 lines. TenkanSen (Conversion Line) = of the last 9 bars KijunSen (Base Line) = of the last 26 bars SenkouSpanA (Leading Span A) = Average of Tenkan&KijunSen shifted -> 26...