Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Search the Community

Showing results for tags 'kama'.

More search options

  • Search By Tags

    Type tags separated by commas.
  • Search By Author

Content Type


  • Welcome to Traders Laboratory
    • Beginners Forum
    • General Trading
    • Traders Log
    • General Discussion
    • Announcements and Support
  • The Markets
    • Market News & Analysis
    • E-mini Futures
    • Forex
    • Futures
    • Stocks
    • Options
    • Spread Betting & CFDs
  • Technical Topics
    • Technical Analysis
    • Automated Trading
    • Coding Forum
    • Swing Trading and Position Trading
    • Market Profile
    • The Wyckoff Forum
    • Volume Spread Analysis
    • The Candlestick Corner
    • Market Internals
    • Day Trading and Scalping
    • Risk & Money Management
    • Trading Psychology
  • Trading Resources
    • Trading Indicators
    • Brokers and Data Feeds
    • Trading Products and Services
    • Tools of the Trade
    • The Marketplace
    • Commercial Content
    • Listings and Reviews
    • Trading Dictionary
    • Trading Articles


There are no results to display.

Find results in...

Find results that contain...

Date Created

  • Start


Last Updated

  • Start


Filter by number of...


  • Start



First Name

Last Name









How did you find out about TradersLaboratory?


Favorite Markets

Trading Years

Trading Platform


Found 1 result

  1. Hello, im trying to calculate the AMA but iam not quite sure if i understand the calculation correctly yet. Till now i have calculated SMA, WMA and EMA and wanted to have the AMA too because i think its nice to find out if the market is doing a rallye, crash or is simply movind sidewards.. I tried to understand the calculation from here: http://user42.tuxfamily.org/chart/manual/Kaufman-Adaptive-Moving-Average.html#Kaufman-Adaptive-Moving-Average Besides... the JMA was praised here in the forum as the best AMA... while on another site i found that its only calculated over a shorter period of time and therefore its more near at the actual price. Is that correct? So is the JMA only a AMA with less previous prices taken into account so that a smaller AMA will show the same results than the JMA? Anyway... i understand it so that when calculating an EMA for 10 days closing price i would create a AMA for these 10 days too. abs (close[today] - close[N days ago]) ER = -------------------------------------- Sum abs (close - close[prev]) past N days So first you have to create the Efficiency ratio. Its the closing price of today minus the closing price before N days, in this case 10. Then take abs from the result which means cutting a possibly negative minus. Then divide this through the sum of all past 10 days closing prices including the actual one. Multiplied(?) with the abs of actual closeprice minus closeprice of day before. Then you have the ER. Then calculate alpha with the calculated ER: alpha = (ER * 0.6015 + 0.0645) ^ 2 But i dont see where these numbers are from. Are they hardcoded? The next step is to calc: KAMA = alpha * close + (1-alpha) * KAMA[prev] Which means you need the actual closeprice again and the previous KAMA. If you dont have a previous kama do you use simply the SMA or the mentioned EMA for the actual day and start the next day calculating the KAMA? Similar you do it for an EMA? You see im not quite sure how its calculated. The other MA had better and more explainations. Though they were easier to understand too. Someone can help me here? Thanks!
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.