KAMA

Overview of the Kaufman Adaptive Moving Average indicator.

The Kaufman Adaptive Moving Average (KAMA) indicator belongs to the group of adaptive moving averages. Like all moving averages, the KAMA can be used to visualize the trend. This powerful trend-following indicator is based around the Exponential Moving Average (EMA) and is responsive to both trend and volatility. It closely follows price when noise is low and attempts to smooth out market noise when price fluctuates.

The source code for the KAMA function is available here.