Moving Average - Kaufman's Adaptive (KAMA)

NinjaScript > Language Reference > Indicator Methods >

Description

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.

Syntax

KAMA(int fast, int period, int slow)
KAMA(IDataSeries input, int fast, int period, int slow)

Returns default value
KAMA(int fast, int period, int slow)[int barsAgo]
KAMA(IDataSeries input, int fast, int period, int slow)[int barsAgo]

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

Parameters

fast	Fast length
input	Indicator source data (?)
period	Number of bars used in the calculation
slow	Slow length

Examples

// Prints the current value of a 20 period KAMA using default price type
double value = KAMA(2, 20, 30)[0];
Print("The current KAMA value is " + value.ToString());

// Prints the current value of a 20 period KAMA using high price type
double value = HMA(High, 2, 20, 30)[0];
Print("The current KAMA value is " + value.ToString());

Source Code

You can view this indicator method source code by selecting the menu Tools > Edit NinjaScript > Indicator within the NinjaTrader Control Center window.