Moving Average - Kaufman's Adaptive (KAMA)
<< Click to Display Table of Contents >> Moving Average - Kaufman's Adaptive (KAMA) |
Developed by Perry Kaufman, this indicator is an EMA using an Efficiency Ratio to modify the smoothing constant, which ranges from a minimum of Fast Length to a maximum of Slow Length.
KAMA(int fast, int period, int slow)
KAMA(ISeries<double> input, int fast, int period, int slow)
Returns default value
KAMA(int fast, int period, int slow)[int barsAgo]
KAMA(ISeries<double> input, int fast, int period, int slow)[int barsAgo]
double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.
fast |
Fast length |
input |
Indicator source data (?) |
period |
Number of bars used in the calculation |
slow |
Slow length |
// Prints the current value of a 20 period KAMA using default price type |
You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.