Forex Wiki Trading > FX Ind > KAMA Fx

KAMA Fx

  • July 1, 2013
  • Posted by: Forex Wiki Team
  • Category: FX Ind
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Name:
KAMA
Author: brother3th (2009.08.30 10:16)
Downloaded: 4197
Download:
KAMA Fx 1
 KAMA.mq4 (2.3 Kb) View
Kaufman’s Adaptive Moving Average.

 

KAMA Fx 2
3 comments  To post a new comment, please log in or register

Thanks!
11.04.2012 15:18 excelf

KAMA[i] = KAMA[i+1] + sc * (Close[i] - KAMA[i+1]);

...it should be instead:

KAMA[i] = (1-sc) * KAMA[i+1] + sc * (Close[i] - KAMA[i+1]);

Wrong. The formula is

KAMA[i] = (1-sc) * KAMA[i+1] + sc * Close[i]

but that has significant problems with floating point round off. The first equation is equivalent but without the problems.

21.01.2010 19:12 WHRoeder

I think you got something wrong here...
Coefficients used for calculation of filters should always sum up to 1.
When you calculate the output of this filter you use:

KAMA[i] = KAMA[i+1] + sc * (Close[i] - KAMA[i+1]);

...it should be instead:

KAMA[i] = (1-sc) * KAMA[i+1] + sc * (Close[i] - KAMA[i+1]);

 

 

Cheers,
Zyp 😉

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