Re: Kaufman Adaptive Moving Average (KAMA) indicators MT4

112
kvak wrote: Sun Feb 26, 2023 2:54 am AMA to KAMA crossover system based on Vitali Apirine's strategy


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Original indicator from Mladen Rakic from MT5.

This is version for MT4.

Theory

In “Adaptive Moving Averages” in this issue, author Vitali Apirine introduces an adaptive moving average (AMA) technique based on Perry Kaufman’s KAMA (Kaufman adaptive moving average). His update to the original KAMA allows the new method to account for the location of the close relative to the high–low range. The author describes a trading system that combines the AMA and KAMA, suggesting that the combination may reduce the number of whipsaws relative to using either moving average by itself.

As a logical step there is a system that is combining the two indicators : this AMA and Perry Kaufman's KAMA. The signals produced that way are interesting and can be used as a sort of atrading system already

Usage

You can use the color change (or the appearance of the arrow) of this indicator as signal

This indicator have separate options for AMA and KAMA settings, alerts, arrows and button...

The article which outlined this strategy and approach in 2018 has been attached (includes the MetaStock code for KAMA and AMA).
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Dear KVak,

I did comparison between AMA-KAMA and TMMA-KAMA, unfortunately , TMMA was moving simply too fast and in the end it produces alot of bad signals.
However, after thinking through, I think this combination works when the MA is a little bit slower and tends to follow the candles (example the AMA).

May i propose if you can consider this idea of making a "n-EMA -- KAMA" crossover?
with the n-EMA , we are able to adjust the exponential times and it tends to hug candles very closely (such as TEMA), and I think this might open new opportunities for new signal filtration.

Just an idea. Hope you can look into it.

Thanks a bunch for your hardwork
These users thanked the author sylvester21 for the post (total 3):
太虚一毫, kvak, RodrigoRT7

Re: Kaufman Adaptive Moving Average (KAMA) indicators MT4

113
sylvester21 wrote: Thu Mar 09, 2023 2:06 am Dear KVak,

I did comparison between AMA-KAMA and TMMA-KAMA, unfortunately , TMMA was moving simply too fast and in the end it produces alot of bad signals.
However, after thinking through, I think this combination works when the MA is a little bit slower and tends to follow the candles (example the AMA).

May i propose if you can consider this idea of making a "n-EMA -- KAMA" crossover?
with the n-EMA , we are able to adjust the exponential times and it tends to hug candles very closely (such as TEMA), and I think this might open new opportunities for new signal filtration.

Just an idea. Hope you can look into it.

Thanks a bunch for your hardwork
Thanks for testing...here is nema-kama crossover for test....also check hma calculated with nema hma(nema)
These users thanked the author kvak for the post (total 6):
yoki, Akela, Chickenspicy, sylvester21, 太虚一毫, RodrigoRT7


Re: Kaufman Adaptive Moving Average (KAMA) indicators MT4

116
Requested file, I adding candles to Kama+Ama cross.
Have little change in indicator, now is coloring KAMA line ( on previous version is Ama ), due to some incomprehensible things for me, when I added candles, the color of the line changed.... I made a mistake somewhere.(and today my brain is probably not working and I can't figure it out)...
Signals are the same if you look in picture (blue, yellow arrows is from previous version).
These users thanked the author kvak for the post (total 7):
Jedidiah, josi, TransparentTrader, yoki, Chickenspicy, RodrigoRT7, vvFish

Re: Kaufman Adaptive Moving Average (KAMA) indicators MT4

119
Kaufman Price Filtered Guppy
(on/off button)

Guppy = last name of the creator
KAMA = Kaufman Adaptive Moving Average
Guppy Short = KAMA (3), (5), (8), (10), (12), & (15)
Guppy Long = KAMA (30), (35), (40), (45), (50), (60)

ChatGPT said:
Forex GMMA (Guppy Multiple Moving Average) is a technical analysis tool used by forex traders to identify trends and potential trading opportunities in the foreign exchange market. It was developed by Daryl Guppy, an Australian trader, and is based on the concept of multiple moving averages.

The GMMA consists of two sets of moving averages: the short-term group and the long-term group. The short-term group typically consists of three moving averages, while the long-term group includes five moving averages. The moving averages in each group are calculated using different time periods.

The short-term moving averages in the GMMA are used to identify the behavior of short-term traders, while the long-term moving averages are used to gauge the behavior of long-term investors. The idea behind GMMA is that by observing the interaction between these two groups of moving averages, traders can gain insights into market trends and potential changes in market sentiment.

When the short-term moving averages cross above the long-term moving averages, it is considered a bullish signal, indicating a potential uptrend. Conversely, when the short-term moving averages cross below the long-term moving averages, it is seen as a bearish signal, suggesting a potential downtrend.

Forex traders often use the GMMA in conjunction with other technical analysis tools and indicators to confirm trading signals and make more informed trading decisions. It's important to note that like any technical analysis tool, the GMMA is not foolproof and should be used in conjunction with other forms of analysis and risk management strategies.
These 2 indicators are unique.
They have at least 3 distinctive patterns.
All KAMA lines merge together indicates a strong trend.
Fishnet patterns indicate trend will change.
Sideway means consolidation. Things will break out soon.
These users thanked the author Banzai for the post (total 2):
vvFish, Jedidiah

Re: Kaufman Adaptive Moving Average (KAMA) indicators MT4

120
kvak wrote: Sun Mar 19, 2023 1:51 am Requested file, I adding candles to Kama+Ama cross.
Have little change in indicator, now is coloring KAMA line ( on previous version is Ama ), due to some incomprehensible things for me, when I added candles, the color of the line changed.... I made a mistake somewhere.(and today my brain is probably not working and I can't figure it out)...
Signals are the same if you look in picture (blue, yellow arrows is from previous version).
Image
;)
These users thanked the author vvFish for the post (total 3):
Banzai, RodrigoRT7, Jedidiah
"Only the price on the chart can show the entrance to the deal..."


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