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- 2018.06.16 09:56
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The Kaufman Adaptive Moving Average is a version of the adaptive moving average based on the exponentially smoothed moving average combined with the original methods of detecting and applying volatility as a dynamically changing smoothing constant.
The indicator has two input parameters:
- Period - calculation period;
- Applied price - price used for calculations.
Calculations:
KAMA[i] = KAMA[i-1] + sc * (Price[i] - KAMA[i-1])
where:
sc = (er * 0.6015 + 0.0645) * (er * 0.6015 + 0.0645), er = Abs(Price[i] - Price[i-Period+1]) / Sum1, and Sum1 = Sum(Abs(Price[i] - Price[i-1])) from (i-Period+1) to i
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/20502

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