kama
Kaufman adaptive moving average.
Reference/Moving averages/Function
kama(source, length, fast, slow)
Speeds up in trends and slows in chops, using an efficiency ratio. Defaults: length 14, fast 2, slow 30.
Parameters
| Name | Type | Description |
|---|---|---|
sourceoptional | series default close | Series to use. Omit it when the first argument is a number — ema(9) means ema(close, 9). |
length | int default 14 | Lookback in bars. Default 14. |
fastoptional | int default 2 | Fast SC period. |
slowoptional | int default 30 | Slow SC period. |
Return value
series
Short form: if the first argument is a number, Dovee uses close as the source.
Example
line = kama(close, 14) plot line as "KAMA"