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Kaufman's Adaptive Moving Average (KAMA)

IchiMAMA (Experimental)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 bars SenkouSpanB (Leading Span B) = of the last 52 bars ChikouSpan (Lagging Span) = Price shifted <- 26 bars On the other hand, Mesa Adaptive Moving Average developed by John Ehlers around early 2000's shows similarities with Hosoda's Tenkan and KijunSen using a different calculation method. For futher info: www.mesasoftware.com I find MAMA superior to TenkanSen and KijunSen in terms of crossing signals. Ichimoku: Thus, decided to replace TenkanSen and KijunSen of regular Ichimoku with MAMA&FAMA of Ehlers and calculated SenkouSpanA accordingly. SenkouSpanB and ChikouSpan stays the same as per Ichimoku's logic. (Periods are 30 by default for cryptocurrencies. If stocks then 26) IchiMAMA: This is purely experimental and educational. Hope you'll like it :) I'd like to thank @everget for MAMA&FAMA and @KivancOzbilgic for Ichimoku Kinkō Hyō and Volume Based Colored Bars
Penunjuk Pine Script®
oleh lucidreamer15
2
Kaufman's Adaptive Moving Average (KAMA) - Multi timeframeKaufman's Adaptive Moving Average (KAMA) KAMA was developed by Perry Kaufman to give better directions of short term market trends. Idea is similar to an EMA, but it makes adjustments to the smoothing factor by taking Market Noise into consideration. Levels of noise in KAMA is modelled using Kaufman's Efficiency Ratio . The problem with traditional of moving averages (ie. SMA/EMA) is that they are very sensitive to sudden price movements. Applications: - Less prone to false signals compared to other types of moving averages. When price suddenly surges or tanks, KAMA will lag behind telling us that the move is rather abnormal. - On the other hand, when volatility of price movements is low, KAMA will be close to the ranging candles with a slope approximate to zero. KAMA can be used for filtering out choppy markets. Other features: - Multi-timeframe. - Can visualize levels of market noise with background color mode turned on.
Penunjuk Pine Script®
oleh DojiEmoji
1
JC MAs: SMA, WMA, EMA, DEMA, TEMA, ALMA, Hull, Kaufman, FractalThe best collection of moving averages anywhere. I know, because I searched, couldn't find the right collection, and so wrote it myself! ------------------------------------------------------------------------------- Notable features that either aren't found anywhere else...or at least in one place: ------------------------------------------------------------------------------- • The "Triple Exponential Moving Average", is actually that mathematically - rather than "three seperate EMA graphs", as is commonly found on Trading View. • Includes exotic moving averages: Hull Moving Average (HMA), Kaufman's Adaptive Moving Average (KAMA), and Fractal Apaptive Moving Average (FrAMA). • Each moving average has its own user-definable averaging length in DAYS, rather than an abstract "length". This is respected even for different graphing resolutions, and different chart views - even for the more exotic MAs. • Days can be fractional. • A master time resolution ("Timeframe") is also user-definable. And unlike most other moving average charts, this won't affect the internal "length" variable (specified days are still respected), it only changes the graphing resolution. You can also specify to use chart's resolution - which, as you know, is not very useful for moving averages - yet so many moving average scripts on Trading View don't let you specify otherwise. • If every CPU cycle counts, you can set "days" to 0 to prevent a particular unneeded moving average from being calculated at all. • Includes a custom moving average that is unique, if you're looking for a tiny edge in TA to beat everyone else looking at the same stuff: a customizable weighted blend of SMA, TEMA, HMA, KAMA, and FrMA. (Note: The weights for these blends don't have to add up to 100, they will self-level no matter what they add up to.) • By default, the averages are color-coded according to rainbow order of light spectrum frequency, relative to approximate responsiveness to current price: Red (SMA) is the laziest, violet (FrAMA) is the most hyper, and green is in the middle. ------------------------------------------------------------------------------- Contains the following moving averages, in order of responsiveness: ------------------------------------------------------------------------------- • Simple Moving Average (SMA) • Arnaud Legoux Moving Average (ALMA) • Exponential Moving Average (EMA) • Weighted Moving Average (WMA) • Blend average of SMA and TEMA (JCBMA) • Double Exponential Moving Average (DEMA) • Triple Exponential Moving Average (TEMA) • Hull Moving Average (HMA) • Kaufman's Adaptive Moving Average (KAMA) • Fractal Apaptive Moving Average (FrAMA) Note: There are a few extreme edge cases where the graphs won't render, which are obvious. (Because they won't render.) In which case, all you need to do is choose a more sane master resolution ("Timeframe") relative to the timeframe of the chart. This is more about the limits of Trading View, than specific script bugs. ------------------------------------------------------------------------------- Includes reworked code snippets ------------------------------------------------------------------------------- • "Kaufman Moving Average Adaptive (KAMA)" by HPotter • "FRAMA (Ehlers true modified calculation)" by nemozny • Which in turn was based on "Fractal Adaptive Moving Average (real one)" by Shizaru
Penunjuk Pine Script®
oleh NeanderTraderBC
7
Ehlers Kaufman Adaptive Moving Average [CC]The Kaufman Adaptive Moving Average was created by Perry Kaufman and this is a variation of that original formula created by John Ehlers. I have included a side by side with an original script (blue line) done by @HPotter that shows that Ehlers version is slightly more reactive compared to the original version. I have included strong buy and sell signals in addition to normal ones and so darker colors are strong signals and lighter colors are normal ones. Buy when the line turns green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
Penunjuk Pine Script®
oleh cheatcountry
6
Efficiency RatioThe efficiency ratio (ER) is described by Perry Kaufman in his book, Trading Systems and Methods. It works by measuring the momentum of the market, that is, the absolute change from the current price to a past price, and divides it by the volatility, which is the sum of the absolute changes of each bar. That makes this a bounded indicator, going from 0 to 100, like an oscillator. Higher values mean less noise, while lower values mean more. Eg.: if the market moves from 10.0 to 15.0 in a directional manner, with every bar up, the ER is going to be at 100. However, if it moves up and down, and goes all over the place until finally reaching 15.0, the ER is going to be at around 20. It is very difficult for the ER to be at zero, because that would require 0 volatility, which is almost impossible to occur. This indicator is useful when planning for trades. If you notice the ER being higher than average, you may choose to increase the position size, because that would mean that the market is directional and has less chance of a whipsaw.
Penunjuk Pine Script®
oleh EduardoMattje
2
[blackcat] L2 Perry Kaufman Adaptive MA (KAMA)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 for price action but also for market volatility. KAMA is a moving average that takes into account market noise or volatility. KAMA will closely track prices when price fluctuations are relatively small and noise is low. KAMA will adapt to increasing price fluctuations and track prices from a greater distance. This trend following indicator can be used to identify the overall trend, time turning points and to filter price movements. Function You can use KAMA like any other trend-following indicator, such as a moving average. You can look for price crosses, directional changes and filtered signals. First, a cross above or below KAMA indicates directional changes in prices. As with any moving average, a simple crossover system will generate lots of signals and lots of whipsaws. Second, You can use the direction of KAMA to define the overall trend for a security. This may require a parameter adjustment to smooth the indicator further. You can change the fastline and slowline parameters to smooth KAMA and look for directional changes. The trend is down as long as KAMA is falling and forging lower lows. The trend is up as long as KAMA is rising and forging higher highs. Finally, You can combine signals and techniques. You can use a longer-term KAMA to define the bigger trend and a shorter-term KAMA for trading signals. I have included in the indicator an input named "EnableSmooth" that allows you to determine if the KAMA line should be smoothed or not. A "True" as the input value smoothes the calculation. An "False" simply plots the raw KAMA line. When market volatility is low, Kaufman’s Adaptive Moving Average remains near the current market price, but when volatility increases, it will lag behind. What the KAMA indicator aims to do is filter out “market noise” – insignificant, temporary surges in price action. One of the primary weaknesses of traditional moving averages is that when used for trading signals, they tend to generate many false signals. The KAMA indicator seeks to lessen this tendency – generate fewer false signals – by not responding to short-term, insignificant price movements. Traders generally use the moving average indicator to identify market trends and reversals. Key Signal AMAValF --> KAMA Fast Line. AMAValS --> KAMA Slow Line. Remarks This is a Level 2 free and open source indicator. Feedbacks are appreciated.
Penunjuk Pine Script®
oleh blackcat1402
15
Advance AMA with Sylvain BandsMany traders believe that the moving averages are favorite tools and analysts have spent decades trying to improve moving averages partiularly the simple moving average. One way to address the disadvantages of moving averages is to multiply the weighting factor by a volatility ratio which is called Adaptive moving averages. This indicator uses an special adaptive moving averages which is developed by John Ehlers. The model adapts to price movement “based on the rate change of phase as measured by the Hilbert Transform Discriminator”. This method of adaptation features a fast and a slow moving average so that the composite moving average swiftly responds to price changes and holds the average value until the next bars close. In addition, the smoothed Volatility Bands were created by Sylvain Vervoort is included.
Penunjuk Pine Script®
oleh master-in-chart
7
Intraday VWAP weighted averaged KAMA BandsFor Intraday trading! This indicator helps in figuring out the directivity as well as optimum entry criteria in an Intraday Trade Most of the times in market, it makes a good sense for any trader to have a particular bias, the indicator helps provide biases with the potential target bands Explore it and come up with your own explanation! The indicator is self intuitive Buy when Blue price tracker line appears Sell when Orange price tracker line appears Target the just next band line! or Pivot Which timeframes it works best ? It is designed for 1 minute
Penunjuk Pine Script®
oleh Ankit_1618
5
Volume weighted KAMA bands with SignalsOverview KAMA : Kaufmann's Adaptive moving Average if used correctly can help us get good signals to start working on, This indicator uses 4 different kamas and Vwap for Average weighting The Average Weight is calulated by AverageWeight =( VWAP+ Kama1+ Kama2 + Kama3 + Kama4)/5 After the Average Weights are calculated Standard Deviation Bands of 2sigma and a lookback period is Plotted around the Average Weights Then with the help of a signal generator Rate of change signals are calculated and plotted as Arrows (green and red) The script comes with Alerts for Long and Short Signals The yellow boxes you see are the points of standard deviation compressions in the bands How to use Use it as a screener, for Long short signals by creating alerts around different securities as you like Which Timeframe it works It will work over any timeframe How to get access Just add the script to favorites and start using it on your charts (apply it by going to the favorites section when you click Fx icon for indicators) Thanks to tradingview for providing such an awesome platform
Penunjuk Pine Script®
oleh Ankit_1618
2
Kama Based Regressive Strategy for NIFTY : IndicatorThis is a Indicator Script for a Strategy which is backtested here Background I was pretty fascinated about the use of KAMA (Kaufman's Adaptive Moving Average) with non linear time-series, and my research about its realtime usage came out pretty good, Kama if utilised correctly with a proper set of other indicators can give us non-repainting profitable strategies with a good unit(no. of trades) of backtest! How i came up with this Strategy ? One bright day, I and some of my friends were discussing over some of the quantitative measures, to minimise the risks in a trade by reentering and reverse entering at a very high frequency. After a lot of brain-storming that night I came to rescue some behaviours in KAMA, which made my day that day, I came up with a strategy that would reenter and reverse enter any positions with core goal of getting into an efficient profitable frontier. I did some coding over return assessments and it showed very promising results for certain boundary and variable conditions, you just require a good trend-filter and a good boundary break condition, i coded the boundary break conditions with KAMA, and used a simple adaptive ATR for trend filtering. Use of the above Strategy We all know that all things cant be coded, you just have to start right, with a well backtested profitable strategy in trading. The above strategy is a good start towards an analysis and alert generation for taking a good backtested-profitable lookup into a security, finding where it works and where it fails, final decision always lies in the hands of the trader, I personally use such kind of strategies to generate alerts for me to take lookup into and get ready and prepared for any good trade that is coming. Optimisation This strategy is non-repainting and is optimised for Nifty 5 mins With Provision For Alerts which are : Buy Alert Sell Alert Buy Adder Alert Sell Adder Alert Trend Change Alert for Exit How can i get Access Right now access to the script is limited to few people and friends as it is experimental, and it is just for a demo purpose. Meanwhile if you want to have access just private message me, don't write any comment for the access since it is against the house rules of Tradingview, use comment-box only if you wanna add something! At last Thanks to Tradingview for making such an awesome platform.
Penunjuk Pine Script®
oleh Ankit_1618
2
[A618] Liquidity Levels Based OBV SR with KAMAWe 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 the Average Volume (WMA or 2pole ButterWorth's Filter of Volume) Great Volume Jump = 2 times the Average Volume (WMA or 2pole ButterWorth's Filter of Volume) Extreme Volume Jump = 3 times the Average Volume (WMA or 2pole ButterWorth's Filter of Volume) So the horizontal levels which you see on the indicator (colored in red/ blue / gray lines) are the derived Liquidity Levels for OBV in the Market, these are the levels where OBV is most likely to perform a movement or come back Also I have applied KAMA indicator on top of OBV for better Directive guidance, as of my experiments KAMA seems to be most stable and consistence of all the other moving averages, KAMA's Length inculde: KAMA - 8 KAMA - 34 KAMA - 200 Hope this Script help you guys! Thanks to Tradingview for providing such an awesome platform ##Note for Credits :: The Ehlers 2 pole butterworth Filter function is derived from @cheatcountry script ()
Penunjuk Pine Script®
oleh Ankit_1618
13
MA+MA+ is a multi time frame moving average indicator with more than a dozen different moving averages (like KAMA, VAMA, JMA, HMA and much more). More moving averages will be added on every update, hence Follow me to get notified. MA+ Supports automatic (AUTO in settings) time frame multiplier. For example, if you set 'Auto Resolution Multiplier' to 6, and your base chart is 5 minutes, the moving averages will plot at 5 * 6 = 30 minutes. You can still use 'User Defined' to use your own time frame without using the multiplier. Use higher time frame than the base chart time frame to avoid repainting. Default multiplier for higher time frame is 2. Supports Signals 1 (rising MA) or -1 (falling MA) to attach to another indicator. Bars are not colored by default. Just for this great community, You can request in the comments other moving averages that do not exists in MA+.
Penunjuk Pine Script®
oleh dman103
21
KINSKI Flexible Multi MA (EMA, SMA, RMA, WMA, VWMA, KAMA, HMA)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 Moving Average - VWMA: Volume Weighted Moving Average - KAMA: Kaufman's Adaptive Moving Average - HMA: Hull Moving Average Which settings can be made? - Selection for calculation formula ("Calculation Source"). The default value is "close". - for each MA line the "Length" and the "Type" can be defined - furthermore you can make layout adjustments via the "Style" menu
Penunjuk Pine Script®
oleh KINSKI
56
3MA'S + KAMA Trend (20EMA,50MA,200MA + KAMA Trend)This indicator, combines the traditional FOREX moving averages (20EMA, 50ma, 200ma) into a single indicator with an adaptive moving average (AMA) taken from a user defined timeframe to show trend direction (by default, it plots the daily 10/2/34 KAMA overlayed on any timeframe chart. An AMA moves slowly when markets are sideways but swiftly during periods of volatility as a result it reacts much fast than traditional options for moving average trends. If the price is above the KAMA, trend is up. Below the KAMA, trend is down.
Penunjuk Pine Script®
oleh HegemonyFinance
1
Moving Average Compendium=========== Moving Average Compendium (16 MA Types) =========== A selection of the most popular, widely used, interesting and most powerful Moving Averages we can think of. We've compiled 16 MA's into this script, and allowed full access to the source code so you can use what you need, as you need it. ----------- From very simple moving averages using built-in functions, all the way through to Fractal Adaptive Averages, we've tried to cover as much as we can think of! BUT, if you would like to make a suggestion or recommendation to be added to this compendium of MA's please let us know! Together we can get a complete list of many dozens of types of Moving Average. Full List (so far) --- SMA - Simple Moving Average EMA - Exponential Moving Average WMA - Weighted Moving Average VWMA - Volume Weighted Moving Average DEMA - Double Exponential Moving Average TEMA - Triple Exponential Moving Average SMMA - Smoothed Moving Average HMA - Hull Moving Average ZLEMA - Zero-Lag Exponential Moving Average KAMA - Kaufman Adaptive Moving Average JMA - Jurik Moving Average SWMA - Sine-Weighted Moving Average TriMA - Triangular Moving Average MedMA - Moving Median Average GeoMA - Geometric Mean Moving Average FRAMA - Fractal Adaptive Moving Average Line color changes from green (upward) to red (downward) - some of the MA types will "linger" without moving up or down and when they are in this state they should appear gray in color. Thanks to all involved - Good Luck and Happy Trading!
Penunjuk Pine Script®
oleh theCrypster
4