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KAMAPoints

Developed by Perry Kaufman, the Kaufman Adaptive Moving Average (KAMA) is a moving average designed to account for noise or market volatility. KAMA will closely monitor prices when price fluctuations are relatively small and noise is low. KAMA will adjust when price oscillations expand and follow prices from a greater distance. This trend tracking indicator can be used to identify the general trend, the points of change over time and the movements of filter prices.

This indicator shows the price trend and the price change confirming the change or continuation with some points (yellow / blue). These points can be taken as inputs or to remain within the market if it is already inside.

Inputs

  • Periods - Number of bars/periods of the MA (moving average)
  • nFast - Fast Alpha*
  • nSlow - Slow Alpha*
  • G - Deviation from the price (It is advisable to leave it in 2.0)
  • dK - Displacement of the points once the trend has changed (It is advisable to leave it in 2.0)

*nFast/Slow Alpha represents an EMA (exponential moving average). Fast Alpha (EMA) is recommended for 2 periods, and Slow Alpha (EMA) is for 30 periods. These EMAs are used to calculate the volatility of the market and their values are taken into account to represent an AMA (Adaptive Moving Average).

Author

Miguel Angel Vico Alba

Founder/CEO en Pathfinder Systems.

Research and development of algorithmic trading systems for MetaQuotes Language (MQL). Management of private stock portfolios. MQL5.com Forum Moderator. In markets since 2008.

レビューなし
バージョン 11.0 2019.08.13
Code review.
バージョン 10.90 2017.05.23
Updated and tested for MetaTrader 4 Version: 4.00 Build 1090 (19 May 2017).
バージョン 2.5 2017.05.18
Updated and tested for MetaTrader 4 Version: 4.00 Build 1080 (12 May 2017).
Update consensus with the rest of my products to version 2.5.
Added new description and link to the comments on the web.
バージョン 2.0 2017.05.03
Updated and tested (MetaTrader 4.00 Build 1065).
バージョン 1.2 2017.02.28
Updated and tested (MetaTrader 4.00 Build 1045)
バージョン 1.1 2017.01.13
Updated to and tested for the build 1031 (MT4).