kaufman adaptive moving average

#%%
def KAMA(price, n=10, pow1=2, pow2=30):
    ''' kama indicator '''    
    ''' accepts pandas dataframe of prices '''

    absDiffx = abs(price - price.shift(1) )  

    ER_num = abs( price - price.shift(n) )
    ER_den = pandas.stats.moments.rolling_sum(absDiffx,n)
    ER = ER_num / ER_den

    sc = ( ER*(2.0/(pow1+1)-2.0/(pow2+1.0))+2/(pow2+1.0) ) ** 2.0


    answer = np.zeros(sc.size)
    N = len(answer)
    first_value = True

    for i in range(N):
        if sc[i] != sc[i]:
            answer[i] = np.nan
        else:
            if first_value:
                answer[i] = price[i]
                first_value = False
            else:
                answer[i] = answer[i-1] + sc[i] * (price[i] - answer[i-1])
    return answer
#%%


#%%
#calculate KAMA
#---------------
kama = KAMA(d.Close, n=10, pow1=2, pow2=30)
kama
#%%