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Kaufman Adaptive Moving Average (KAMA) indicators MT4

#1
MLADEN :

Description of Kaufman AMA
Developed by Perry Kaufman
The Adaptive Moving Average (AMA) aka Kaufman Adaptive Moving Average (KAMA) was created by Perry Kaufman and first presented in his book Smarter Trading (1995). This moving average offered a significant advantage over previous attempts at ‘intelligent’ averages because it allowed the user greater control.
Introduction
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 small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements.

Calculation

There are several steps required to calculate Kaufman's Adaptive Moving Average. Let's first start with the settings recommended by Perry Kaufman, which are KAMA (10,2,30).

10 is the number of periods for the Efficiency Ratio (ER).
2 is the number of periods for the fastest EMA constant.
30 is the number of periods for the slowest EMA constant.
Before calculating KAMA, we need to calculate the Efficiency Ratio (ER) and the Smoothing Constant (SC). Breaking down the formula into bite size nuggets makes it easier to understand the methodology behind the indicator. Note that ABS stands for Absolute Value.

Efficiency Ratio (ER)
The ER is basically the price change adjusted for the daily volatility.
Kaufman Adaptive MA (KAMA).pdf
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Indicator is just a tool.

Use it only if it can benefit you. Leave it if you don't know how to use it optimally.


Re: Kaufman Adaptive Moving Average - (KAMA)

#2
kama
This version with pct filter
this is a single line mono color moving average but when users like play experimenting with,a lot can be created :)
EURUSDH1.png
AUDCADH1kama.png
AUDCADM5-kamapctfil-hamat3new2.png
AUDCADM5-rsionha.png
kama.mq4
(4.16 KiB) Downloaded 702 times
Indicator is just a tool.

Use it only if it can benefit you. Leave it if you don't know how to use it optimally.


Re: Kaufman Adaptive Moving Average - (KAMA)

#7
kaufman ama averages filtered
Kaufman AMA that can use 20 types of Averages for price filtering before calculating the AMA
interpolated mtf- usual prices - and price filtering periods and methods (averages)
AUDCADH4.png
AUDCADM5-hamat3newv2-rsionha-kamaavergfil.png
kaufman ama averages filtered.mq4
(27.35 KiB) Downloaded 683 times
Indicator is just a tool.

Use it only if it can benefit you. Leave it if you don't know how to use it optimally.

Re: Kaufman Adaptive Moving Average - (KAMA)

#8
mntiwana wrote:
Mon Jun 19, 2017 6:06 am
Dynamic Zone Kama
Dear Friend, thank you for your contribution and effort ... the second image looks very interesting ... could it be possible to share the template and the indicator used that colors the bars ... thank you again ... wish you all the very Best ...
Regars
Dimitri
image_122974.gif

Re: Kaufman Adaptive Moving Average - (KAMA)

#9
Dimitri wrote:
Mon Jun 19, 2017 6:39 pm
mntiwana wrote:
Mon Jun 19, 2017 6:06 am
Dynamic Zone Kama
Dear Friend, thank you for your contribution and effort ... the second image looks very interesting ... could it be possible to share the template and the indicator used that colors the bars ... thank you again ... wish you all the very Best ...
Regars
Dimitri
The illustration picture was posted by MRTOOLS
back date in 2011,almost 6 years ago :)
so only he can help in this regards
1.png
Indicator is just a tool.

Use it only if it can benefit you. Leave it if you don't know how to use it optimally.

Re: Kaufman Adaptive Moving Average - (KAMA)

#10
Dear Mntiwana,
Thank you for your prompt and detailed reply ...
If ... MrTools ... could help on this matter it would be great ...
The reason i am looking for this setup is that nice looking Signals could be taken out ... For Long Positions can be the "crossing UP" of the Upper line "DZ_Kama Indi" and the Candles are Green ... For Short the inverse ... to Close a Long position could also be when ... the prices are crossing the "low line" of the indicator and the candle color is red ... inverse for exiting a Short position ....
Best Regards
Dimitri



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