MultiKAMA (TyphooN)

Category: trend, volatility

An implementation of Kaufman's Adaptive Moving Average (KAMA) designed for the NNFX risk management system, supporting multiple timeframes and smoothing volatility-adjusted trends.

Formula

ER = |Price - Price_{n}| / \sum_{i=1}^{n} |Price_{i} - Price_{i-1}|, \alpha = (ER \times (\frac{2}{Fast+1} - \frac{2}{Slow+1}) + \frac{2}{Slow+1})^2, KAMA = KAMA_{prev} + \alpha \times (Price - KAMA_{prev})

Inputs

• KAMA_Period (default: 10)
• Fast_EMA_Period (default: 2)
• Slow_EMA_Period (default: 30)

See signal primitives and every published strategy that uses MultiKAMA (TyphooN) on WOBR StrategyVerse.