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Kaufman Adaptive Moving Average - (KAMA)

Moderators: mntiwana, mrtools

Re: Kaufman Adaptive Moving Average - (KAMA)

#21
mntiwana wrote:
Tue Jul 03, 2018 4:12 am
heispark wrote:
Mon Jul 02, 2018 10:53 pm

Hi, Mntiwana and all
I have a question. Should 'AMA period' be within 'Fast end' and 'Slow end'? (In the following example, between 2 and 30)
it is all about experimenting to find the best suitable fitting - a kind of learning
mrtools wrote:
Thu Nov 15, 2018 2:50 am
Would need the source code.
Dear mntiwna and mrtools!

Do you have any newer ama with alerts and filter? I posted one mq4 with alert 2017 here:
https://forex-station.com/viewtopic.php ... 1295366240
Maybe you can add similiar filters like mladens attached version in mq5 for a mq4-version like on that link.

Mladen posted this few months ago without alerts.
To make it work as mq4, I deleted (may be stupid):
#property indicator_type1 DRAW_COLOR_LINE
It seems to see changes, before they happen. Please correct this version for mt4. Thanks.
KAMA with filter.mq5
(12.08 KiB) Downloaded 62 times
KAMA with filter.png
KAMA with filter.png (20.71 KiB) Viewed 609 times

mladen wrote:
"Adaptive Moving Average (AMA) technical indicator is used for constructing a Moving Average with low sensitivity to price series noises and is characterized by the minimal lag for trend detection. This indicator was developed and described by Perry Kaufman in his book "Smarter Trading".

The AMA is used as a replacement of ordinary Moving Averages and when it was presented in 1995, it was superior to previous attempts to create an intelligent Moving Average because it offered greater user control.

In addition to the usual parameters that are controlling the way Kaufman AMA is calculated, this version has:

Adjustable smoothing.
Filter that can eliminate insignificant AMA changes."


Re: Kaufman Adaptive Moving Average - (KAMA)

#22
friend4you wrote:
Fri Dec 14, 2018 4:03 am
mntiwana wrote:
Tue Jul 03, 2018 4:12 am

it is all about experimenting to find the best suitable fitting - a kind of learning
mrtools wrote:
Thu Nov 15, 2018 2:50 am
Would need the source code.
Dear mntiwna and mrtools!

Do you have any newer ama with alerts and filter? I posted one mq4 with alert 2017 here:
https://forex-station.com/viewtopic.php ... 1295366240
Maybe you can add similiar filters like mladens attached version in mq5 for a mq4-version like on that link.

Mladen posted this few months ago without alerts.
To make it work as mq4, I deleted (may be stupid):
#property indicator_type1 DRAW_COLOR_LINE
It seems to see changes, before they happen. Please correct this version for mt4. Thanks.

KAMA with filter.mq5
KAMA with filter.png


mladen wrote:
"Adaptive Moving Average (AMA) technical indicator is used for constructing a Moving Average with low sensitivity to price series noises and is characterized by the minimal lag for trend detection. This indicator was developed and described by Perry Kaufman in his book "Smarter Trading".

The AMA is used as a replacement of ordinary Moving Averages and when it was presented in 1995, it was superior to previous attempts to create an intelligent Moving Average because it offered greater user control.

In addition to the usual parameters that are controlling the way Kaufman AMA is calculated, this version has:

Adjustable smoothing.
Filter that can eliminate insignificant AMA changes."
Translated the version posted, to mt4.
Attachments
kama filt.png
Kaufman with filter.mq4
(12.17 KiB) Downloaded 220 times

Re: Kaufman Adaptive Moving Average - (KAMA)

#24
FBI wrote:
Fri Dec 14, 2018 8:13 am
Mr Tools
inpFilterPeriod' - constant cannot be modified Kaufman with filter.mq4 92 4

I have this error with Kaufman with filter.mq4
Yes was trying to get more juice out of the filter period but it didn't do much, it's the same for the mt5 version as well, and forgot to change it back, anyway try downloading again and it should be fine.

Re: Kaufman Adaptive Moving Average - (KAMA)

#25
mrtools wrote:
Fri Dec 14, 2018 8:23 am
FBI wrote:
Fri Dec 14, 2018 8:13 am
Mr Tools
inpFilterPeriod' - constant cannot be modified Kaufman with filter.mq4 92 4

I have this error with Kaufman with filter.mq4
Yes was trying to get more juice out of the filter period but it didn't do much, it's the same for the mt5 version as well, and forgot to change it back, anyway try downloading again and it should be fine.
Thanks. Many likes in a short time for an indicator that nearly no one talked about before. Kaufman's underestimated research is some decades newer than rsi or stochastics that nearly everybody prefers.
My wish was about combining the best of these two indicators especially with alerts on slope change as I could not find many with alerts (one in my link posted above, but smoothing is different).
As mql4 and 5 come together, maybe there is an alert version that works on both mt4 and mt5?


Re: Kaufman Adaptive Moving Average - (KAMA)

#26
mrtools wrote:
Fri Dec 14, 2018 7:50 am

Translated the version posted, to mt4.
Can someone tell me, how that indictor at red vertical line knows at top of price that eurusd will turn slope down?
Why does it go down at last bars of picture, although price goes up?
What does the yellow lines show?
Thin white/orange is the new ama, thick the my linked old one with alert.
kaufman Screen_20181214_114652.png

Re: Kaufman Adaptive Moving Average - (KAMA)

#27
friend4you wrote:
Fri Dec 14, 2018 10:34 pm
mrtools wrote:
Fri Dec 14, 2018 7:50 am

Translated the version posted, to mt4.
Can someone tell me, how that indictor at red vertical line knows at top of price that eurusd will turn slope down?
Why does it go down at last bars of picture, although price goes up?
What does the yellow lines show?
Thin white/orange is the new ama, thick the my linked old one with alert.

kaufman Screen_20181214_114652.png
What is the indicator that you loaded?(Red Line)

Re: Kaufman Adaptive Moving Average - (KAMA)

#28
friend4you wrote:
Fri Dec 14, 2018 10:34 pm

Can someone tell me, how that indictor at red vertical line knows at top of price that eurusd will turn slope down?


kaufman Screen_20181214_114652.png
There is some math behind it. Looks good. What indi it is and settings, please.

Re: Kaufman Adaptive Moving Average - (KAMA)

#30
ionone wrote:
Fri Dec 14, 2018 11:10 pm
it's called God's indicator

it knows the future XD
So you know these divergence indicators, they also give early signals, and there is some math behind in them too.
So it is not God indicator, of course God knows everything, He has made everything, even TIME is made by HIM.
It is just math.


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