The Adaptive Moving Average (KAMA) is published by Perry J. Kaufman in his book "Trading Systems and Methods, 3rd Edition" in 1998. Kaufman tried to achieve a more trend-effective moving average.
The period can be selected between 1 and 500. 8 and 100 is often used.
Calculation:
PrevKAMA = The previous value of the indicator
Price-Period = The price value "period" ago
Long = 30 (Long Period)
Short = 2 (Short Period)
Inputs: Please refer to Moving Averages
Indicator Type: Trend
See Also