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Kaufman Adaptive Moving Average - (KAMA)

Moderators: mntiwana, mrtools

settings: Kaufman Adaptive Moving Average - (KAMA)

#31
reachme wrote:
Fri Dec 14, 2018 11:01 pm
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?
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)
FBI wrote:
Fri Dec 14, 2018 11:09 pm
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.
Mrtools version does not update the line and if you come back to that timeframe, earlier crosses are in the past suddenly. Watch on a volatile pair on M1.
Look previous posts, these are the indis on pic, standard settings are good:
viewtopic.php?p=1295366240#p1295366240
viewtopic.php?p=1295383411#p1295383411


Re: settings: Kaufman Adaptive Moving Average - (KAMA)

#33
friend4you wrote:
Fri Dec 14, 2018 11:25 pm
reachme wrote:
Fri Dec 14, 2018 11:01 pm

What is the indicator that you loaded?(Red Line)
FBI wrote:
Fri Dec 14, 2018 11:09 pm

There is some math behind it. Looks good. What indi it is and settings, please.
Mrtools version does not update the line and if you come back to that timeframe, earlier crosses are in the past suddenly. Watch on a volatile pair on M1.
Look previous posts, these are the indis on pic, standard settings are good:
viewtopic.php?p=1295366240#p1295366240
viewtopic.php?p=1295383411#p1295383411
Sorry i'm unable to reproduce your red line settings here. Do i need to change any other settings?
Kaufman.JPG

Re: Kaufman Adaptive Moving Average - (KAMA)

#34
mrtools wrote:
Fri Dec 14, 2018 7:50 am
friend4you wrote:
Fri Dec 14, 2018 4:03 am




Dear mntiwna and mrtools!

Do you have any newer ama with alerts and filter? I posted one mq4 with alert 2017 here:
viewtopic.php?p=1295366240#p1295366240
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.
Hi MrTools, any possibility of a MTF version?..thanks in advance

Re: settings: Kaufman Adaptive Moving Average - (KAMA)

#35
friend4you wrote:
Fri Dec 14, 2018 11:25 pm


Mrtools version does not update the line and if you come back to that timeframe, earlier crosses are in the past suddenly. Watch on a volatile pair on M1.
It has same issue than that step MA adaptive had. Looks like a million dollars, but repaints and impossible to trade.


Re: settings: Kaufman Adaptive Moving Average - (KAMA)

#37
FBI wrote:
Fri Dec 14, 2018 11:56 pm
friend4you wrote:
Fri Dec 14, 2018 11:25 pm


Mrtools version does not update the line and if you come back to that timeframe, earlier crosses are in the past suddenly. Watch on a volatile pair on M1.
It has same issue than that step MA adaptive had. Looks like a million dollars, but repaints and impossible to trade.
Nahh :) not the same issue, that was something in the function i still don't understand this one is a rookie mistake I forgot to add

Code: Select all

valDa[i] = EMPTY_VALUE;
  valDb[i] = EMPTY_VALUE;
for some reason I get going in a hurry with the code and post it and usually find I forget something like this or something else. Try to test things before I post but sometimes miss something. Anyway long story short added those 2 lines and been testing for the last 30 minutes or so and it seems good to go, but would feel better if ya'll test it to be sure.Sorry about the hassle. :oops:
Attachments
Kaufman - with filter.mq4
(12.17 KiB) Downloaded 126 times

Re: settings: Kaufman Adaptive Moving Average - (KAMA)

#38
mrtools wrote:
Sat Dec 15, 2018 3:06 am
FBI wrote:
Fri Dec 14, 2018 11:56 pm


It has same issue than that step MA adaptive had. Looks like a million dollars, but repaints and impossible to trade.
Nahh :) not the same issue, that was something in the function i still don't understand this one is a rookie mistake I forgot to add

Code: Select all

valDa[i] = EMPTY_VALUE;
  valDb[i] = EMPTY_VALUE;
for some reason I get going in a hurry with the code and post it and usually find I forget something like this or something else. Try to test things before I post but sometimes miss something. Anyway long story short added those 2 lines and been testing for the last 30 minutes or so and it seems good to go, but would feel better if ya'll test it to be sure.Sorry about the hassle. :oops:
If i was humble like you then i would be a CEO of some company :lol: What the hell are we going to do other than testing your indicator which is priceless. Thank you so much for your efforts.

new Kaufman Adaptive Moving Average - (KAMA)

#39
mrtools wrote:
Sat Dec 15, 2018 3:06 am

Nahh :) not the same issue, that was something in the function i still don't understand this one is a rookie mistake I forgot to add

Code: Select all

valDa[i] = EMPTY_VALUE;
  valDb[i] = EMPTY_VALUE;
for some reason I get going in a hurry with the code and post it and usually find I forget something like this or something else. Try to test things before I post but sometimes miss something. Anyway long story short added those 2 lines and been testing for the last 30 minutes or so and it seems good to go, but would feel better if ya'll test it to be sure.Sorry about the hassle. :oops:
Thanks, even more interest on this indicator now. All repainting issues seem to be gone, please: all would be thankful to have an alert version soon.
Good weekend,
f4y


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