Inizia

Media mobile adattiva di Kaufman (KAMA)

Intraday VWAP weighted averaged KAMA BandsFor 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 intuitive Buy when Blue price tracker line appears Sell when Orange price tracker line appears Target the just next band line! or Pivot Which timeframes it works best ? It is designed for 1 minute
Indicatore Pine Script®
di Ankit_1618
5
Volume weighted KAMA bands with SignalsOverview 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 lookback period is Plotted around the Average Weights Then with the help of a signal generator Rate of change signals are calculated and plotted as Arrows (green and red) The script comes with Alerts for Long and Short Signals The yellow boxes you see are the points of standard deviation compressions in the bands How to use Use it as a screener, for Long short signals by creating alerts around different securities as you like Which Timeframe it works It will work over any timeframe How to get access Just add the script to favorites and start using it on your charts (apply it by going to the favorites section when you click Fx icon for indicators) Thanks to tradingview for providing such an awesome platform
Indicatore Pine Script®
di Ankit_1618
2
Kama Based Regressive Strategy for NIFTY : IndicatorThis 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 strategies with a good unit(no. of trades) of backtest! How i came up with this Strategy ? One bright day, I and some of my friends were discussing over some of the quantitative measures, to minimise the risks in a trade by reentering and reverse entering at a very high frequency. After a lot of brain-storming that night I came to rescue some behaviours in KAMA, which made my day that day, I came up with a strategy that would reenter and reverse enter any positions with core goal of getting into an efficient profitable frontier. I did some coding over return assessments and it showed very promising results for certain boundary and variable conditions, you just require a good trend-filter and a good boundary break condition, i coded the boundary break conditions with KAMA, and used a simple adaptive ATR for trend filtering. Use of the above Strategy We all know that all things cant be coded, you just have to start right, with a well backtested profitable strategy in trading. The above strategy is a good start towards an analysis and alert generation for taking a good backtested-profitable lookup into a security, finding where it works and where it fails, final decision always lies in the hands of the trader, I personally use such kind of strategies to generate alerts for me to take lookup into and get ready and prepared for any good trade that is coming. Optimisation This strategy is non-repainting and is optimised for Nifty 5 mins With Provision For Alerts which are : Buy Alert Sell Alert Buy Adder Alert Sell Adder Alert Trend Change Alert for Exit How can i get Access Right now access to the script is limited to few people and friends as it is experimental, and it is just for a demo purpose. Meanwhile if you want to have access just private message me, don't write any comment for the access since it is against the house rules of Tradingview, use comment-box only if you wanna add something! At last Thanks to Tradingview for making such an awesome platform.
Indicatore Pine Script®
di Ankit_1618
2
[A618] Liquidity Levels Based OBV SR with KAMAWe 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 the Average Volume (WMA or 2pole ButterWorth's Filter of Volume) Great Volume Jump = 2 times the Average Volume (WMA or 2pole ButterWorth's Filter of Volume) Extreme Volume Jump = 3 times the Average Volume (WMA or 2pole ButterWorth's Filter of Volume) So the horizontal levels which you see on the indicator (colored in red/ blue / gray lines) are the derived Liquidity Levels for OBV in the Market, these are the levels where OBV is most likely to perform a movement or come back Also I have applied KAMA indicator on top of OBV for better Directive guidance, as of my experiments KAMA seems to be most stable and consistence of all the other moving averages, KAMA's Length inculde: KAMA - 8 KAMA - 34 KAMA - 200 Hope this Script help you guys! Thanks to Tradingview for providing such an awesome platform ##Note for Credits :: The Ehlers 2 pole butterworth Filter function is derived from @cheatcountry script ()
Indicatore Pine Script®
di Ankit_1618
13
MA+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 base chart is 5 minutes, the moving averages will plot at 5 * 6 = 30 minutes. You can still use 'User Defined' to use your own time frame without using the multiplier. Use higher time frame than the base chart time frame to avoid repainting. Default multiplier for higher time frame is 2. Supports Signals 1 (rising MA) or -1 (falling MA) to attach to another indicator. Bars are not colored by default. Just for this great community, You can request in the comments other moving averages that do not exists in MA+.
Indicatore Pine Script®
di dman103
21
KINSKI Flexible Multi MA (EMA, SMA, RMA, WMA, VWMA, KAMA, HMA)This Multi Moving Average (MA) indicator is more flexible than any other indicator of this type offered so far. You can define up to 10 different Moving Average (MA) lines based on different calculation variants. The following MA types can be configured. - EMA: Exponentially Moving Average - SMA: Small Moving Average - RMA: Rolling Moving Average - WMA: Weighted Moving Average - VWMA: Volume Weighted Moving Average - KAMA: Kaufman's Adaptive Moving Average - HMA: Hull Moving Average Which settings can be made? - Selection for calculation formula ("Calculation Source"). The default value is "close". - for each MA line the "Length" and the "Type" can be defined - furthermore you can make layout adjustments via the "Style" menu
Indicatore Pine Script®
di KINSKI
56
3MA'S + KAMA Trend (20EMA,50MA,200MA + KAMA Trend)This indicator, combines the traditional FOREX moving averages (20EMA, 50ma, 200ma) into a single indicator with an adaptive moving average (AMA) taken from a user defined timeframe to show trend direction (by default, it plots the daily 10/2/34 KAMA overlayed on any timeframe chart. An AMA moves slowly when markets are sideways but swiftly during periods of volatility as a result it reacts much fast than traditional options for moving average trends. If the price is above the KAMA, trend is up. Below the KAMA, trend is down.
Indicatore Pine Script®
di HegemonyFinance
1
Moving Average Compendium=========== Moving Average Compendium (16 MA Types) =========== A selection of the most popular, widely used, interesting and most powerful Moving Averages we can think of. We've compiled 16 MA's into this script, and allowed full access to the source code so you can use what you need, as you need it. ----------- From very simple moving averages using built-in functions, all the way through to Fractal Adaptive Averages, we've tried to cover as much as we can think of! BUT, if you would like to make a suggestion or recommendation to be added to this compendium of MA's please let us know! Together we can get a complete list of many dozens of types of Moving Average. Full List (so far) --- SMA - Simple Moving Average EMA - Exponential Moving Average WMA - Weighted Moving Average VWMA - Volume Weighted Moving Average DEMA - Double Exponential Moving Average TEMA - Triple Exponential Moving Average SMMA - Smoothed Moving Average HMA - Hull Moving Average ZLEMA - Zero-Lag Exponential Moving Average KAMA - Kaufman Adaptive Moving Average JMA - Jurik Moving Average SWMA - Sine-Weighted Moving Average TriMA - Triangular Moving Average MedMA - Moving Median Average GeoMA - Geometric Mean Moving Average FRAMA - Fractal Adaptive Moving Average Line color changes from green (upward) to red (downward) - some of the MA types will "linger" without moving up or down and when they are in this state they should appear gray in color. Thanks to all involved - Good Luck and Happy Trading!
Indicatore Pine Script®
di theCrypster
4
Uber Moving Averages [UTS]Uber Moving Averages are four highly customisable moving averages to complement your technical analysis. The optional trend direction visualisation makes it a powerful tool for trend weighted analysis. Moving Averages 16 different Moving Averages are at your disposal. Trend Visualisation If the predominant trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green.
Indicatore Pine Script®
di UberTradingSystems
Ifish KAMA 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 for price action but also for Market Volatility. When market volatility is low, Kaufman’s Adaptive Moving Average remains near the current market price, but when volatility increases, it will lag behind. What the KAMA indicator aims to do is filter out “market noise” – insignificant, temporary surges in price action. One of the primary weaknesses of traditional moving averages is that when used for trading signals, they tend to generate many false signals. The KAMA indicator seeks to lessen this tendency – generate fewer false signals – by not responding to short-term, insignificant price movements. Traders generally use the moving average indicator to identify market trend and reversals. When calculating Kaufman’s Adaptive Moving Average, the following standard settings are used: 10 – Number of periods for the Efficiency Ratio 2 – Number of periods for the fastest exponential moving average 30 – Number of periods for the slowest exponential moving average One of the uses of Kaufman’s Adaptive Moving Average is to identify the general trend of current market price action. Basically, when the KAMA indicator line is moving lower, it indicates the existence of a downtrend. On the other hand, when the KAMA line is moving higher, it shows an uptrend. As compared to the regular MA. the KAMA indicator is less likely to generate false signals that may cause a trader to incur losses. Kaufman’s Adaptive Moving Average can also be used to spot the beginning of new trends and pinpoint trend reversal points. One way to do this is by plotting two KAMA lines on a chart – one with a more short-term moving average and another with a longer-term moving average. When a faster KAMA line crosses above a slower KAMA line, this indicates a change from a downtrend to an uptrend. The trader can take a long position and close the trade when the faster MA line crosses back to beneath the slower MA line. Trading signals can also be derived by the movement of market price in relation to Kaufman’s Adaptive Moving Average. If price crosses from below to above the KAMA line, that is a bullish (buy) signal. Conversely, price falling from above the KAMA line to below it is a bearish (sell) signal. Kama will color flip automatically when cross happens. green = bullish flip red = bearish flip Ma line by its self just great to find s/r levels. the periods that I like to use as input, I prefer fib sequence numbers ea: 3,13, 21, 34 etc. For more info or trading concept check my profile.
Indicatore Pine Script®
di Moe_mentum
7
Kaufman Adaptive Least Squares Moving AverageIntroduction It is possible to use a wide variety of filters for the estimation of a least squares moving average, one of the them being the Kaufman adaptive moving average (KAMA) which adapt to the market trend strength, by using KAMA in an lsma we therefore allow for an adaptive low lag filter which might provide a smarter way to remove noise while preserving reactivity. The Indicator The lsma aim to minimize the sum of the squared residuals, paired with KAMA we obtain a great adaptive solution for smoothing while conserving reactivity. Length control the period of the efficiency ratio used in KAMA, higher values of length allow for overall smoother results. The pre-filtering option allow for even smoother results by using KAMA as input instead of the raw price. The proposed indicator without pre-filtering in green, a simple moving average in orange, and a lsma with all of them length = 200. The proposed filter allow for fast and precise crosses with the moving average while eliminating major whipsaws. Same setup with the pre-filtering option, the result are overall smoother. Conclusion The provided code allow for the implementation of any filter instead of KAMA, try using your own filters. Thanks for reading :)
Indicatore Pine Script®
di alexgrover
16