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Kaufmans

Anchored Powered KAMA [LuxAlgo]The Anchored Powered KAMA tool is a new flavor of the famous Kaufman's Adaptive Moving Average (KAMA). It adds 5 different anchoring periods, a power exponent to the original KAMA calculation to increase the degree of filtering during ranging trends, and standard deviation bands calculated against the KAMA itself. 🔶 USAGE In the image above we can see the different parts of the tool, it displays the Anchored Powered KAMA surrounded by standard deviation bands at 2x (solid) and 1x (dashed) by default. This tool provides a simple and easy way to determine if the current market is ranging or trending and where the market extremes are in the current period. As a rule of thumb, traders may want to trade extremes in ranges and pullbacks in trends. When the KAMA is flat, a range is in place, so traders may want to wait for the price to reach an extreme before opening a trade in the other direction. Conversely, if the KAMA is moving up or down, a trend is in place and traders may want to wait for the price to pull back to the KAMA before opening a trade in the direction of the trend. 🔹 Anchor Period On the above chart, we can see different anchor periods on different chart timeframes. This option is very useful for those traders who use multi-timeframe analysis, allowing them to see how the market behaves over different timeframes. The valid values for this parameter are: Hourly Daily Weekly Monthly Yearly The tool has a built-in Auto feature for traders convenience, it automatically selects the optimal Anchor Period in function of the chart timeframe. timeframes up to 2m: Hourly timeframes up to 15m: Daily timeframes up to 1H: Weekly timeframes up to 4H: Monthly larger timeframes: Yearly 🔹 Choosing the Right Anchor Period In the chart above we can see the custom error message that the tool displays when the Auto feature is disabled and the Anchor Period is too large for the current chart timeframe. Traders can select a smaller Anchor Period or a larger chart timeframe for the tool to display correctly. 🔶 DETAILS The tool uses Welford's algorithm to calculate the KAMA's standard deviation, then plots the outer bands at the multiplier specified in the settings panel, and the inner bands at the multiplier specified minus 1. 🔹 Power Exponent The graph above shows how different values of this parameter can affect the output. To display the original KAMA a value of 1 must be set, by default this parameter is set to 2. The higher the value, the better the tool's ability to detect ranges. 🔶 SETTINGS Anchor Period: Select up to 5 different time periods from Hourly, Daily, Weekly, Monthly, and Yearly. Source: Choose the source for all calculations. Power Exponent: Fine-tune the KAMA calculation, a value of 1 will output the original KAMA, and is set to 2 by default. Band Multiplier: Select the multiplier for the standard deviation bands.
Pine Script® indicator
by LuxAlgo
9
Kaufman Adaptive Moving Average (KAMA) Strategy [TradeDots]"The Kaufman Adaptive Moving Average (KAMA) Strategy" is a trend-following system that leverages the adaptive qualities of the Kaufman Adaptive Moving Average (KAMA). This strategy is distinguished by its ability to adjust dynamically to market volatility, enhancing trading accuracy by minimizing the effects of false and delayed signals often associated with the Simple Moving Average (SMA). HOW IT WORKS This strategy is centered around use of the Kaufman Adaptive Moving Average (KAMA) indicator, which refines the principles of the Exponential Moving Average (EMA) with a superior smoothing technique. KAMA distinguishes itself by its responsiveness to changes in market prices through an "Efficiency Ratio (ER)." This ratio is computed by dividing the recent absolute net price change by the cumulative sum of the absolute price changes over a specified period. The resulting ER value ranges between 0 and 1, where 0 indicates high market noise and 1 reflects stronger market momentum. Using ER, we could get the smoothing constant (SC) for the moving average derived using the following formula: fastest = 2/(fastma_length + 1) slowest = 2/(slowma_length + 1) SC = math.pow((ER * (fastest-slowest) + slowest), 2) The KAMA line is then calculated by applying the SC to the difference between the current price and the previous KAMA. APPLICATION For entering long positions, this strategy initializes when there is a sequence of 10 consecutive rising KAMA lines. Conversely, a sequence of 10 consecutive falling KAMA lines triggers sell orders for long positions. The same logic applies inversely for short positions. DEFAULT SETUP Commission: 0.01% Initial Capital: $10,000 Equity per Trade: 80% Users are advised to adjust and personalize this trading strategy to better match their individual trading preferences and style. RISK DISCLAIMER Trading entails substantial risk, and most day traders incur losses. All content, tools, scripts, articles, and education provided by TradeDots serve purely informational and educational purposes. Past performances are not definitive predictors of future results.
Pine Script® strategy
by tradedots
1
Volume-Weighted Kaufman's Adaptive Moving AverageThe Volume-Weighted Kaufman's Adaptive Moving Average (VW-KAMA) is a technical indicator that combines the Volume-Weighted Moving Average (VWMA) and the Kaufman's Adaptive Moving Average (KAMA) to create a more responsive and adaptable moving average. Advantages: Volume-Weighted: It takes into account the volume of trades, giving more weight to periods with higher trading volume, which can help filter out periods of low activity. Adaptive: The indicator adjusts its smoothing constant based on market conditions, becoming more sensitive in trending markets and less sensitive in choppy or sideways markets. Versatility: VW-KAMA can be used for various purposes, including trend identification, trend following, and determining potential reversal points and act as dynamic support and resistance level.
Pine Script® indicator
by federalTacos5392b
1
twisted SMA strategy [4h] Hello I would like to introduce a very simple strategy that uses a combination of 3 simple moving averages ( SMA 4 , SMA 9 , SMA 18 ) this is a classic combination showing the most probable trend directions Crosses were marked on the basis of the color of the candles (bulish cross - blue / bearish cross - maroon) ma 100 was used to determine the main trend, which is one of the most popular 4-hour candles We define main trend while price crosses SMA100 ( for bullish trend I use green candle color ) The long position strategy was created in combination of 3 moving averages with Kaufman's adaptive moving average by alexgrover The strategy is very accurate and is easy to use indicators the strategy uses only Buy (Long) signals in a combination of crossovers of the SMA 4, SMA 9, SMA 18 and the Kaufman Adaptive Moving Average. As a signal to close a long position, only the opposite signal of the intersection of 3 different moving averages is used the current strategy is recommended for higher time zones (4h +) due to the strength of the closing candles, which translates into signal strength works fascinatingly well for long-term bullish market assets (for example 4h Apple, Tesla charts) Enjoy and trade safe ;)
Pine Script® strategy
by wielkieef
All for One Moving AverageThis is a collection of all the moving averages available. Some are built-in, a couple were tricky to source out. Higher timeframes can be specified so you aren't limited to your chart setting. Repainting has been disabled by default. There is also an option to use Heikin Ashi candles as the input source rather than standard bars. Hope that someone finds this useful. If you'd like anything added please DM me and I'll include it! Feel free to copy this into your own strategies/indicators. ~Dark
Pine Script® indicator
by darkbrewery
2
Efficiency Ratio (Market Noise) by Alejandro PThis is an indicator based on the Efficiency Ratio by Perry Kaufman. Like Price Density, which we have published previously, Perry Kaufman's Efficiency Ratio is a quantifiable method of measuring market noise. This version of the indicator includes a feature to make the values of the indicator change based on thresholds to easier visualize different market conditions. Additionally there is a directional feature which factors in the direction of the price moves. We can use the Efficiency Ratio to set rules and only trade particular systems when noise is at an appropriate level. For example, if noise is high then we would want to avoid trend following strategies and instead trade mean-reversion strategies, and vice-versa when the opposite is true. The Efficiency Ratio can also be used to match assets to strategies. Some assets will be naturally more noisy than others and therefore we might have a principle where we only trade those noisy assets with our mean reversion strategies and the more quiet assets with trend following strategies. Calculation: Efficiency Ratio = Absolute net change in close price / absolute sum of the individual close price changes The numerator looks at the absolute close change in price. It subtracts the starting close price in the period from the final close price in the period. The denominator compares the close price of one bar to the close price of the previous bar, this is performed for each of the successive bars in the whole period and then the value is summed. The absolute price is used because there are positive and negative values because each bar may close above or below the previous bar close. The Efficiency Ratio provides an opposite interpretation of market noise compared to Price Density. With Price Density high values = high noise and low values = low noise. With the Efficiency Ratio high values = low noise and low values = high noise. Comparing Price Density to Perry Kaufman's Efficiency Ratio: Similarities Both use the sum of the individual bar moves - Price Density - High - Low - Efficiency Ratio - Close to Close Differences Price Density uses the full price range (to determine the height of the box) Efficiency Ratio uses the net close price change over the period The interpretation of the values is the reverse for each Full credits to the source of the above information and interpretation.
Pine Script® indicator
by BlueCapitalTrading
2
3MA'S + KAMA Trend (20EMA,50MA,200MA + KAMA Trend)This indicator, combines the traditional FOREX moving averages (20EMA, 50ma, 200ma) into a single indicator with an adaptive moving average (AMA) taken from a user defined timeframe to show trend direction (by default, it plots the daily 10/2/34 KAMA overlayed on any timeframe chart. An AMA moves slowly when markets are sideways but swiftly during periods of volatility as a result it reacts much fast than traditional options for moving average trends. If the price is above the KAMA, trend is up. Below the KAMA, trend is down.
Pine Script® indicator
by HegemonyFinance
1