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Kaufman's Adaptive Moving Average (KAMA)

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
53
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 Quantkr
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
Ifish KAMA 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. 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 trend and reversals. When calculating Kaufman’s Adaptive Moving Average, the following standard settings are used: 10 – Number of periods for the Efficiency Ratio 2 – Number of periods for the fastest exponential moving average 30 – Number of periods for the slowest exponential moving average One of the uses of Kaufman’s Adaptive Moving Average is to identify the general trend of current market price action. Basically, when the KAMA indicator line is moving lower, it indicates the existence of a downtrend. On the other hand, when the KAMA line is moving higher, it shows an uptrend. As compared to the regular MA. the KAMA indicator is less likely to generate false signals that may cause a trader to incur losses. Kaufman’s Adaptive Moving Average can also be used to spot the beginning of new trends and pinpoint trend reversal points. One way to do this is by plotting two KAMA lines on a chart – one with a more short-term moving average and another with a longer-term moving average. When a faster KAMA line crosses above a slower KAMA line, this indicates a change from a downtrend to an uptrend. The trader can take a long position and close the trade when the faster MA line crosses back to beneath the slower MA line. Trading signals can also be derived by the movement of market price in relation to Kaufman’s Adaptive Moving Average. If price crosses from below to above the KAMA line, that is a bullish (buy) signal. Conversely, price falling from above the KAMA line to below it is a bearish (sell) signal. Kama will color flip automatically when cross happens. green = bullish flip red = bearish flip Ma line by its self just great to find s/r levels. the periods that I like to use as input, I prefer fib sequence numbers ea: 3,13, 21, 34 etc. For more info or trading concept check my profile.
Penunjuk Pine Script™
oleh Moe_mentum
7
Kaufman Adaptive Least Squares Moving AverageIntroduction It is possible to use a wide variety of filters for the estimation of a least squares moving average, one of the them being the Kaufman adaptive moving average (KAMA) which adapt to the market trend strength, by using KAMA in an lsma we therefore allow for an adaptive low lag filter which might provide a smarter way to remove noise while preserving reactivity. The Indicator The lsma aim to minimize the sum of the squared residuals, paired with KAMA we obtain a great adaptive solution for smoothing while conserving reactivity. Length control the period of the efficiency ratio used in KAMA, higher values of length allow for overall smoother results. The pre-filtering option allow for even smoother results by using KAMA as input instead of the raw price. The proposed indicator without pre-filtering in green, a simple moving average in orange, and a lsma with all of them length = 200. The proposed filter allow for fast and precise crosses with the moving average while eliminating major whipsaws. Same setup with the pre-filtering option, the result are overall smoother. Conclusion The provided code allow for the implementation of any filter instead of KAMA, try using your own filters. Thanks for reading :)
Penunjuk Pine Script™
oleh alexgrover
16
Kaufman Adaptive Correlation OscillatorIntroduction The correlation oscillator is a technical indicator that measure the linear relationship between the market closing price and a simple increasing line, the indicator is in a (-1,1) range and rise when price is up-trending and fall when price is down-trending. Another characteristic of the indicator is its inherent smoothing which provide a noise free (to some extent) oscillator. Such indicator use simple moving averages as well as estimates of the standard deviation for its calculation, but we can easily make it adaptive, this is why i propose this new technical indicator that create an adaptive correlation oscillator based on the Kaufman adaptive moving average. The Indicator The length parameter control the period window of the moving average, larger periods return smoother results while having a low kurtosis, which mean that values will remain around 1 or -1 a longer period of time. Pre-filtering apply a Kaufman adaptive moving average to the input, which allow for a smoother output. No pre-filtering in orange, pre-filtering in yellow, period = 100 for both oscillators. If you are not aware of the Kaufman adaptive moving average, such moving average return more reactive results when price is trending and smoother results when price is ranging, this also apply for the proposed indicator. Conclusion Classical correlation coefficients could use this approach, therefore the linear relationships between any variables could be measured. The fact that the indicator is adaptive add a certain potential, however such combination make the indicator have the drawback of kama + the correlation oscillator, which might appear at certain points. Thanks for reading !
Penunjuk Pine Script™
oleh alexgrover
16
Powered Kaufman Adaptive Moving AverageIntroduction 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 increasing efficiency ratio indicate a trending market. Based on one of my latest indicator (see Kaufman Adaptive Bands) i propose this modified KAMA that allow to emphasis the abilities of KAMA by powering the efficiency ratio. I also added a new option that allow for even more adaptivity. The Indicator The indicator is a simple KAMA of period length that use a powered ER with exponent factor . When factor = 1 the indicator is a simple KAMA, however when factor > 1 there can be more emphasis on the flattening effect of KAMA. You can also restrain this effect by using 1 > factor > 0 Note that when the exponent is lower than 1 and greater than 0 you are basically applying a nth square root to the value, for example pow(2,0.5) = sqrt(2) because 1/0.5 = 2, in our case : pow(ER,factor > 1) < ER and pow(ER,1 > factor > 0) > ER Self Powered P-KAMA When the self powered option is checked you are basically powering ER with the reciprocal of ER as exponent, however factor does no longer change anything. This can give interesting results since the exponent depend on the market trend strength. In orange the self powered KAMA of period length = 50 and in blue a basic powered KAMA with a factor of 3 and a period of length = 50. Conclusion Applying basic math to indicators is always fun and easy to do, if you have adaptive moving averages using exponential averaging try powering your smoothing variable in order to see interesting results. I hope you like this indicator. Thanks for reading !
Penunjuk Pine Script™
oleh alexgrover
31
Options - Kaufman / LEAST SQUARES Moving AverageThis is a combo of multiple indicators : 1- three kama moving averages 2- one lsma moving average 3- a kama upper and lower band that you can set to use any of the three kama moving averages in the indicator as source 4- upper, lower and center bollinger bands price for last candle The horizontal dot line is the bollinger and the horizontal arrowed lines are the bands for kama indicator. The parameters are available for KAMA, LSMA and BB settings, the default settings are prefabricated for options trading.
Penunjuk Pine Script™
oleh CAB_Member
2
Highly Optimized (Aroon, DMI, RWI)It is a highly optimized script for H4, D1. Backtests from (2016 - 2019, depending on the currency pair). Optimization still going on. Following alerts can be activated: - Buy-Signal (Baseline-Cross)! Sell-Signal (Baseline-Cross)! Buy Signal (Aroon)! Sell Signal (Aroon)! Buy Signal (DMI)! Sell Signal (DMI)! Buy Signal (RWI)! Sell Signal (RWI)! Can be used by the following pairs: AUDCAD AUDCHF AUDJPY AUDNZD AUDSGD AUDUSD CADCHF CADJPY CHFJPY CHFSGD EURAUD EURCAD EURCHF EURGBP EURJPY EURNZD EURSGD EURTRY EURUSD GBPAUD GBPCAD GBPCHF GBPJPY GBPNZD GBPSGD GBPUSD NZDCAD NZDCHF NZDJPY NZDUSD SEKJPY SGDJPY USDCAD USDCHF USDCNH USDJPY USDSGD USDTRY XRPUSD Price is 5€ per Month or 75€ lifetime. One week free for testing.
Penunjuk Pine Script™
oleh goldi79