Kaufman Adaptive Moving Average (KAMA) - Multi TF - synapticEx — indicator script by synapticEx / 2016-02-14

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Kaufman's Adaptive Moving Average (KAMA) adaptive moving average AMA Volatility FAST SLOW noise TIME frame period

kama adaptive moving average ama volatility fast slow noise time frame period

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 synapticex.com/software.html

study(title="Kaufman Adaptive Moving Average", shorttitle="KAMA", overlay=true)
length = input(14, minval=1) 
fastMA = input(2, minval=1)
slowMA = input(30, minval=1)
src = input(title="Source", type=source, defval=close)
tf = input(title="Resolution", type=resolution, defval = "current")

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

fastSC = 2/(fastMA+1)
slowSC = 2/(slowMA+1)
sc = pow((er*(fastSC-slowSC))+slowSC, 2)

kama = nz(kama[1])+(sc*(hl2-nz(kama[1])))

kamaR = security(tickerid, tf == "current" ? period : tf, kama)
plot(kamaR, color=white, title="KAMA", trackprice=false, style=line)

Great, thanks!

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