Kaufman Adaptive Moving Average (KAMA) - synapticEx

Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market noise or volatility .

MT4 version is available on
Remove from Favorite Scripts Add to Favorite Scripts
study(title="Kaufman Adaptive Moving Average", shorttitle="KAMA", overlay=true)
length = input(14, minval=1) 
fast = input(2, minval=1)
slow = input(30, minval=1)
src = input(title="Source", type=source, defval=close)

volatility = sum(abs(src-src[1]), length)
change = abs(src[1]-src[length])
er = iff(volatility != 0, change/volatility, 0)

fastSC = 2/(fast+1)
slowSC = 2/(slow+1)
sc = pow((er*(fastSC-slowSC))+slowSC, 2)

bid = hl2

kama = nz(kama[1])+(sc*(bid-nz(kama[1])))
plot(kama, color=white, title="KAMA", trackprice=false, style=line)


Home Stock Screener Forex Screener Crypto Screener Economic Calendar How It Works Chart Features Pricing Refer a friend House Rules Help Center Website & Broker Solutions Widgets Charting Solutions Lightweight Charting Library Blog & News Twitter
Profile Profile Settings Account and Billing Refer a friend My Support Tickets Help Center Ideas Published Followers Following Private Messages Chat Sign Out