Ryan Paul Kennedy / Vendedor
Produtos publicados
KAB: A Better Baseline. Retail traders tend to "experiment" with tweaking lookback periods manually, repeatedly, until they curve-fit. Instead of cycling EMA(20), EMA(21), EMA(22), we can use KAB. Unlike moving averages (SMA, EMA, WMA, etc.) that are static, and more complex ones (Hull, T3) that are parameter driven, KAB is volatility-aware. The ratio of ATRs (the volatility of volatility) drives the adaptive smoothing gain. Result: stable during chaos, responsive during drift. Most adaptive ind
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