Calculation begins at the beginning of the bar, eliminating incorrect moving average weighting at the very beginning of the ticker you're watching. This is important for new stocks, futures, altcoins, etc.
The inputs for the fast/slow alphas are now normal integers, with the calculation (2 / (y + 1)) for alpha added after input.
Comes with two moving averages...
STD-Filtered, Adaptive Exponential Hull Moving Average is a Kaufman Efficiency Ratio Adaptive Hull Moving Average that uses EMA instead of WMA for its computation. I've also added standard deviation stepping to further smooth the signal. Using EMA instead of WMA turns the Hull into what's called the AEHMA. You can read more about the EHMA here:...
Introduction
The ability the Kaufman adaptive moving average (KAMA) has to be flat during ranging markets and close to the price during trending markets is what make this moving average one of the most useful in technical analysis. KAMA is calculated by using exponential averaging using the efficiency ratio (ER) as smoothing variable where 1 > ER > 0 . An...
The best collection of moving averages anywhere. I know, because I searched, couldn't find the right collection, and so wrote it myself!
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Notable features that either aren't found anywhere else...or at least in one...
DSS of Advanced Kaufman AMA is a double smoothed stochastic oscillator using a Kaufman adaptive moving average with the option of using the Jurik Fractal Dimension Adaptive calculation. This helps smooth the stochastic oscillator thereby making it easier to identify reversals and trends.
What is the double smoothed stochastic?
The Double Smoothed Stochastic...
Everyone wants a short-term, fast trading trend that works without large
losses. That combination does not exist. But it is possible to have fast
trading trends in which one must get in or out of the market quickly, but
these have the distinct disadvantage of being whipsawed by market noise
when the market is volatile in a sideways trending market. During...
This study is a simple experiment using Kaufman's Adaptive Moving Average that plots a base average with a period of your choice, then plots averages with periods multiplied by Fibonacci numbers 2 through 34.
Kaufman's Adaptive Moving Average (KAMA)
KAMA was developed by Perry Kaufman to give better directions of short term market trends.
Idea is similar to an EMA, but it makes adjustments to the smoothing factor by taking Market Noise into consideration. Levels of noise in KAMA is modelled using Kaufman's Efficiency Ratio .
The problem with traditional of...
A study of moving averages that utilizes different tricks I've learned to optimize them. Included is Bollinger Bands, Guppy (GMMA) and Super Guppy.
The method used to make it MtF should be more precise and smoother than regular MtF methods that use the security function. For intraday timeframes, each number represents each hour, with 24 equal to 1 day. For daily,...
This is a strategy taken from Perry Kaufman's book, Trading Systems and Methods.
Just like the title says, it's a breakout strategy. It works by buying when the current high is higher than the last pivot high, and selling when the low is lower than the last pivot low.
It does not have a good success probability, and relies on the good reward to risk ratio....
Strategy using Slow Heiken Ashi by Glaz and Exponential moving averages. Looking for someone to help me turn the strategy into non-reoccuring alerts as I am having trouble doing so.
Introduction
The correlation oscillator is a technical indicator that measure the linear relationship between the market closing price and a simple increasing line, the indicator is in a (-1,1) range and rise when price is up-trending and fall when price is down-trending. Another characteristic of the indicator is its inherent smoothing which provide a noise...
This is RSI based on Kaufman’s Adaptive Moving Average.
Drawing line flatter than normal RSI.
In My sense, it can easier find Divergence than normal RSI.
I use William Delbert Gann's short cycle of "multiples of 7" for the default setting.
Or, you can choose and customize a setting from my preset.
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...
The Kaufman Adaptive Moving Average was created by Perry Kaufman and this is a variation of that original formula created by John Ehlers. I have included a side by side with an original script (blue line) done by @HPotter that shows that Ehlers version is slightly more reactive compared to the original version. I have included strong buy and sell signals in...
Introduction
It is possible to use a wide variety of filters for the estimation of a least squares moving average, one of the them being the Kaufman adaptive moving average (KAMA) which adapt to the market trend strength, by using KAMA in an lsma we therefore allow for an adaptive low lag filter which might provide a smarter way to remove noise while preserving...
![USDCHF: STD-Filtered, Adaptive Exponential Hull Moving Average [Loxx]](https://s3.tradingview.com/u/UYfYiSKe_mid.png "STD-Filtered, Adaptive Exponential Hull Moving Average [Loxx]")
![USDCAD: DSS of Advanced Kaufman AMA [Loxx]](https://s3.tradingview.com/g/gDFILs6m_mid.png "DSS of Advanced Kaufman AMA [Loxx]")
![BTCUSD: MA Study: Different Types and More [NeoButane]](https://s3.tradingview.com/u/UQAv1U0c_mid.png "MA Study: Different Types and More [NeoButane]")
![BTCUSD: Kaufman Adaptive Moving Average Ribbon [ChuckBanger]](https://s3.tradingview.com/c/c7TjrsBj_mid.png "Kaufman Adaptive Moving Average Ribbon [ChuckBanger]")
![AAPL: Ehlers Kaufman Adaptive Moving Average [CC]](https://s3.tradingview.com/5/52f7Z7fN_mid.png "Ehlers Kaufman Adaptive Moving Average [CC]")
