Kaufman的自适应移动平均线(KAMA)是一种自适应移动平均线指标,它可以根据市场波动程度自动调整移动平均线的参数。算法如下:
- 计算趋势幅度ER: ER = abs(price - previous price)
- 计算趋势幅度SC: SC = (ER - previous ER) x (ER > previous ER)
- 计算趋势幅度TR: TR = (SC + previous TR x 13) / 14
- 计算KAMA: KAMA = (price x 2 + (previous KAMA x (n - 1)) ) / (n + 1) + SC x (n - 1