Moving Average Adaptive Kaufmann

kama

Function Name: kama

Tags: Moving Averages

Category: Trend

The Adapting Moving Average is automatically adapted to the volatility of the market. It uses the noise level of the market to calculate the length of the trend required to determine the average.

 

Author:   Perry Kaufmann

Source: "Trading Systems and Methods"

Link:       http://www.amazon.com/Trading-Systems-Methods-Wiley/dp/0471148792

 

Parameters

period

 

Default Value: 10  |  Minimum: 1  |  Maximum: 9999

 

Type: Numeric