Kaufman Moving Average Adaptive (KAMA)

Everyone wants a short-term, fast trading trend that works without large
losses. That combination does not exist. But it is possible to have fast
trading trends in which one must get in or out of the market quickly, but
these have the distinct disadvantage of being whipsawed by market noise
when the market is volatile in a sideways trending market. During these
periods, the trader is jumping in and out of positions with no profit-making
trend in sight. In an attempt to overcome the problem of noise and still be
able to get closer to the actual change of the trend, Kaufman developed an
indicator that adapts to market movement. This indicator, an adaptive moving
average (AMA), moves very slowly when markets are moving sideways but moves
swiftly when the markets also move swiftly, change directions or break out of
a trading range.
Versionshinweise: Move to Pine version 4
Open-source Skript

Ganz im Sinne von TradingView hat der Autor dieses Skripts es als Open-Source veröffentlicht, damit Trader es verstehen und überprüfen können. Ein Hoch auf den Autor! Sie können es kostenlos verwenden, aber die Wiederverwendung dieses Codes in einer Publikation unterliegt den Hausregeln. Sie können das Skript den Favoriten hinzufügen, um es auf dem Chart zu verwenden.

Möchten Sie dieses Skript auf einem Chart verwenden?
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For those that want to use with pinescript v3:

nAMA = 0.0
nAMA := nz(nAMA) + nsmooth * (xPrice - nz(nAMA))
+9 Antworten
HPotter hexelbyte
@hexelbyte, Thank you. It will very helpful for other.
+4 Antworten
hadi_saadat hexelbyte
@hexelbyte, I tried to change it but Ive got this error :
Cannot use a mutable variable as an argument of the security function.
any Idea how to overcome?
Many Thanks !
+1 Antworten
HPotter Mirandole
You are welcome.
Hi there,

Should the default length be left at 21? What is the significance of the length?

Thanks for this!
HPotter tackermann6371
@tackermann6371, You can use any length what will give good results.
@HPotter, thank you!
Life changing indicators! Thank you for great work.