Adaptive Parabolic SAR (PSAR) is an advanced Parabolic SAR with adaptive adjustments using either a Kaufman or an Ehlers smoothing algorithms. What is the Parabolic SAR? The parabolic SAR attempts to give traders an edge by highlighting the direction an asset is moving, as well as providing entry and exit points. In this article, we'll look at the basics of...
DSS of Advanced Kaufman AMA is a double smoothed stochastic oscillator using a Kaufman adaptive moving average with the option of using the Jurik Fractal Dimension Adaptive calculation. This helps smooth the stochastic oscillator thereby making it easier to identify reversals and trends. What is the double smoothed stochastic? The Double Smoothed Stochastic...
Parabolic SAR of KAMA attempts to reduce noise and volatility from regular Parabolic SAR in order to derive more accurate trends. In addition, and to further reduce noise and enhance trend identification, PSAR of KAMA includes two calculations of efficiency ratio: 1) price change adjusted for the daily volatility; or, 2) Jurik Fractal Dimension Adaptive...
Goichi Hosoda's "Ichimoku Kinkō Hyō" is a widely used Trend Following indicator and can be defined as a "system" rather than an indicator. Published in the late 1960's, consisting of 5 lines. TenkanSen (Conversion Line) = of the last 9 bars KijunSen (Base Line) = of the last 26 bars SenkouSpanA (Leading Span A) = Average of Tenkan&KijunSen shifted -> 26...
Kaufman's Adaptive Moving Average (KAMA) KAMA was developed by Perry Kaufman to give better directions of short term market trends. Idea is similar to an EMA, but it makes adjustments to the smoothing factor by taking Market Noise into consideration. Levels of noise in KAMA is modelled using Kaufman's Efficiency Ratio . The problem with traditional of...
The best collection of moving averages anywhere. I know, because I searched, couldn't find the right collection, and so wrote it myself! ------------------------------------------------------------------------------- Notable features that either aren't found anywhere else...or at least in one...
The Kaufman Adaptive Moving Average was created by Perry Kaufman and this is a variation of that original formula created by John Ehlers. I have included a side by side with an original script (blue line) done by @HPotter that shows that Ehlers version is slightly more reactive compared to the original version. I have included strong buy and sell signals in...
Shows the slope of KAMA by comparing last bar KAMA value to current bar KAMA value. Very simple, yet very effective determining the trend or volatility of market. When slope is very small market can be in range, hence it can be used as volatility filter for trend traders.
The efficiency ratio (ER) is described by Perry Kaufman in his book, Trading Systems and Methods. It works by measuring the momentum of the market, that is, the absolute change from the current price to a past price, and divides it by the volatility, which is the sum of the absolute changes of each bar. That makes this a bounded indicator, going from 0 to 100,...
Level: 2 Background Kaufman’s Adaptive Moving Average (KAMA) was developed by American quantitative financial theorist Perry J. Kaufman in 1998. The technique began in 1972 but Kaufman officially presented it to the public much later through his book, “Trading Systems and Methods.” Unlike other moving averages, Kaufman’s Adaptive Moving Average accounts not only...
Many traders believe that the moving averages are favorite tools and analysts have spent decades trying to improve moving averages partiularly the simple moving average. One way to address the disadvantages of moving averages is to multiply the weighting factor by a volatility ratio which is called Adaptive moving averages. This indicator uses an special adaptive...
shows and fills corssings of two KAMA. One with signal liength of 10, and the other 50.
For Intraday trading! This indicator helps in figuring out the directivity as well as optimum entry criteria in an Intraday Trade Most of the times in market, it makes a good sense for any trader to have a particular bias, the indicator helps provide biases with the potential target bands Explore it and come up with your own explanation! The indicator is self...
Overview KAMA : Kaufmann's Adaptive moving Average if used correctly can help us get good signals to start working on, This indicator uses 4 different kamas and Vwap for Average weighting The Average Weight is calulated by AverageWeight =( VWAP+ Kama1+ Kama2 + Kama3 + Kama4)/5 After the Average Weights are calculated Standard Deviation Bands of 2sigma and a...
This is a Indicator Script for a Strategy which is backtested here Background I was pretty fascinated about the use of KAMA (Kaufman's Adaptive Moving Average) with non linear time-series, and my research about its realtime usage came out pretty good, Kama if utilised correctly with a proper set of other indicators can give us non-repainting profitable...
We all know OBV plays a very important role in figuring out price volume divergences and it can help anyone analyse the directivity force of the market and has a very good tradeoff if applied correctly In this Experiment i have derived liquidity levels for OBV using volume jumps inside the market A volume jump is classified as: Good Volume Jump = 1.618 times...
MA+ is a multi time frame moving average indicator with more than a dozen different moving averages (like KAMA, VAMA, JMA, HMA and much more). More moving averages will be added on every update, hence Follow me to get notified. MA+ Supports automatic (AUTO in settings) time frame multiplier. For example, if you set 'Auto Resolution Multiplier' to 6, and your...
These bands use KAMA for the basis, build Keltner Channels that you might expect high probability reversals to occur from. I named it Tobacco Channel because I found its idea in Cuban's Reversion Bands — Indicator by cubantobacco.