Long when the KAMA is sloped upwards, short when the KAMA is sloped downwards. Due the KAMA's formula, this is equivalent to going long on bullish crossovers on the KAMA and going short on bearish crossovers on the KAMA. This works best if you use heikin-ashi candlesticks instead of normal candlesticks.
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rvsw
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Thank you for the suggestion. When I am using the Heikin-Ashi candles, the back test is actually taking the prices of Heikin-Ashi candles. For example, if for a stock on December 5,, at 11:15 AM, the opening price of the normal candle is $ 100 and the opening price of Heikin-Ashi is $ 90, then it will actually take the opening price of Heikin-Ashi for the purposes of calculations of profit. This is incorrect. I'm not sure if this is intentional or if there is some other code that should be included to make sure that the back testing results are calculated using the right prices while the moving average may be calculated using the Heikin-Ashi