Mulakan

Kaufman's Adaptive Moving Average (KAMA)

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
KAMA Strategy - Kaufman's Adaptive Moving AverageThis 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!' moment. Look at the top, pink line. Notice how during trending times it follows the trend quickly and closely, but during choppy, non-trending periods, the KAMA stays absolutely flat? Interesting! To trade with it, we simply follow the direction the KAMA is pointing. Is it up? Go long. Is it down? Go short. Is it flat? Hold on. How does it manage to quickly follow real trends like a fast EMA but ignore choppy conditions that would whipsaw a fast EMA back and forth? It analyses whether recent price moves are significant relative to recent noise and then adapts the length of the EMA window accordingly. If price movement is big compared to the recent noise, the EMA window gets smaller. If price movement is relatively small or average compared to the recent noise, the EMA window gets bigger. In practice it means: The KAMA would be flat if a 20 point upwards move occurred during a period that has had, on average, regular 20 point moves BUT the KAMA would point up if a 20 point move occurred during a period that has, on average, had moves of only around 5 points. In other words, it's a slow EMA during choppy flat / quiet flat periods, and a fast EMA as soon as significant volatility occurs. Perfect! ----- The Strategy The strategy is more than just a KAMA indicator. It contains: KAMA exit (optional) ATR trailing stop loss exit (optional) PSAR stop loss exit (optional) KAMA filter for entry and exits All features are adjustable in the strategy settings The Technical Details: Check out the strategy's 'Inputs' panel. The buy and sell signals are based on the 'KAMA 1' there. KAMA 1: Length -- 14 is the default. This is the length of the window the KAMA looks back over. In this instance, it c KAMA 1: Fast KAMA Length -- 2 is the default. This is the tightest the EMA length is allowed to get. It will tend towards this length when volatility is high. KAMA 1: Slow KAMA Length -- 20 is the default. This is the biggest the EMA length is allowed to get. It will tend towards this length when volatility is low. KAMA Filter The strategy buys when the KAMA begins to point up and sells when the KAMA points down. Generally, the KAMA is very good at filtering out the noise itself - it will go flat during noisy/choppy periods. But to add another layer of safety, its author, Perry Kaufman, proposed a KAMA filter. It works by taking the standard deviation of returns over the length of the the 'KAMA 1: Length' I mentioned above and multiplying it by an 'Entry Filter' (1 by default) and 'Exit Filter' (0.5 by default). The entry condition to go long is that the KAMA is pointing up and and it moved up more than 1 x St. Dev. of Returns. The exit condition is when the KAMA is pointing down and it moved down by more than 0.5 x St. Dev. of Returns. Thanks Thanks to ChuckBanger, cheatcountry, millerrh, and racer8 for parts of the code. I was able to build upon their good work. ----- I hope this strategy is helpful to you. Do you have any thoughts, ideas, or questions? Let me know in the comments or send me a message! I'd be glad to help you out. If you need an indicator or strategy to be built or customised for you, let me know! I'll be glad to help and it'll probably be cheaper than you think!
Strategi Pine Script®
oleh cisl22klasjk
15
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
MBY_Jet QunatHi, This is Yong From MBY_LAB As I wish, I am happy to finally be able to publish this strategy. This strategy is based on the previously published MBY_TMA RSI. This strategy only works for 45-minute rods and is only applicable to Bitcoin / Bitfinex. Thanks. **Since this strategy is based on the starting price, there is no repainting and the backtest results are not false.** Backtest info 10,000$ slippage 0.2% trade fee 0.2%
Strategi Pine Script®
oleh Yonggg92
34
Uber Moving Averages [UTS]Uber Moving Averages are four highly customisable moving averages to complement your technical analysis. The optional trend direction visualisation makes it a powerful tool for trend weighted analysis. Moving Averages 16 different Moving Averages are at your disposal. Trend Visualisation If the predominant trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green.
Penunjuk Pine Script®
oleh UberTradingSystems