As simple as it gets, channels based on high, low and ATR distances, Shows possible short term support / resistance or can be used as a take profit/stop-loss in some trading systems. It does this by comparing high/low values of price to multiplied by a multiple of ATR to determine when the trend changes. States are included to change the sensitivity to trend...
TLDR: This is a long only trend following system that uses highest and lowest values of three trend following indicators to form a "cloud". Enter when the candle high crosses above the highest band. Close if the low or close crosses below the lowest band. 3 indicators 1. Kaufman Adaptive moving Average - set at 20 2. Hull Moving Average (of the Kaufman Adaptive...
Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending...
This strategy combines Kaufman's Adaptive Moving Average for entry with optional KAMA, PSAR, and Trailing ATR stops for exits. Kaufman's Adaptive Moving Average is, in my opinion, a gem among the plethora of indicators. It is underrated considering it offers a solution that intuitively makes a lot of sense. When I first read about it, it was a real 'aha!'...
Adaptive Parabolic SAR (PSAR) is an advanced Parabolic SAR with adaptive adjustments using either a Kaufman or an Ehlers smoothing algorithms. What is the Parabolic SAR? The parabolic SAR attempts to give traders an edge by highlighting the direction an asset is moving, as well as providing entry and exit points. In this article, we'll look at the basics of...
The Moving Average Adaptive Q (MAAQ) was authored by Perry Kaufman in the Stocks and Commodities Magazine 06/1995 This is similar to his Kaufman Adaptive Moving Average with a few changes. This is a pretty close moving average which I like quite a bit. Try it and let me know what you think. Send me a message and let me know what other indicators you would like to see!
Parabolic SAR of KAMA attempts to reduce noise and volatility from regular Parabolic SAR in order to derive more accurate trends. In addition, and to further reduce noise and enhance trend identification, PSAR of KAMA includes two calculations of efficiency ratio: 1) price change adjusted for the daily volatility; or, 2) Jurik Fractal Dimension Adaptive...
Introduction Bands are quite efficient in technical analysis, they can provide support and resistance levels, provide breakouts points, trailing stop loss/take profits positions and can show the current market volatility to the user. Most of the time bands are made from a central tendency estimator like a moving average plus/minus a volatility indicator....
MA+ is a multi time frame moving average indicator with more than a dozen different moving averages (like KAMA, VAMA, JMA, HMA and much more). More moving averages will be added on every update, hence Follow me to get notified. MA+ Supports automatic (AUTO in settings) time frame multiplier. For example, if you set 'Auto Resolution Multiplier' to 6, and your...
Level: 2 Background Kaufman’s Adaptive Moving Average (KAMA) was developed by American quantitative financial theorist Perry J. Kaufman in 1998. The technique began in 1972 but Kaufman officially presented it to the public much later through his book, “Trading Systems and Methods.” Unlike other moving averages, Kaufman’s Adaptive Moving Average accounts not only...
We all know OBV plays a very important role in figuring out price volume divergences and it can help anyone analyse the directivity force of the market and has a very good tradeoff if applied correctly In this Experiment i have derived liquidity levels for OBV using volume jumps inside the market A volume jump is classified as: Good Volume Jump = 1.618 times...
Kaufman Adaptive Moving Average script. This indicator was originally developed by Perry J. Kaufman (`Smarter Trading: Improving Performance in Changing Markets`, 1995).
Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).
Ignore the other one (it contains some errors). On this FRAMA you can play with length, SC and FC. Just read on below links to understand more about this super useful moving average: etfhq.com etfhq.com www.quantshare.com
JFD-Adaptive, GKYZ-Filtered KAMA is a Kaufman Adaptive Moving Average with the option to make it Jurik Fractal Dimension Adaptive. This also includes a Garman-Klass-Yang-Zhang Historical Volatility Filter to reduce noise. What is KAMA? Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market...
This Multi Moving Average (MA) indicator is more flexible than any other indicator of this type offered so far. You can define up to 10 different Moving Average (MA) lines based on different calculation variants. The following MA types can be configured. - EMA: Exponentially Moving Average - SMA: Small Moving Average - RMA: Rolling Moving Average - WMA: Weighted...
This is an upgrade of the old Heikin/Kaufman Strategy. This script DONT use Heikin value anymore, so I hope no more repaint. Try it and let me know. Use an ADX indicator can help to check the strenght of the trend.
The usage is very easy. When the line is green you can open long position, when the line is red you can open short position and when it's black just check by yourself. Usually I use it with RSI and Bollinger Bands , in order to determine when the signal is strong or weak. Just play with fastest and slowest SC to adjust the smoothness.