kaufmansAMA() function

kaufmansAMA() calculates the Kaufman’s Adaptive Moving Average (KAMA) using values in input tables.

Kaufman’s Adaptive Moving Average is a trend-following indicator designed to account for market noise or volatility.

Function type signature
(<-tables: stream[A], n: int, ?column: string) => stream[B] where A: Record, B: Record

For more information, see Function type signatures.

Parameters

n

(Required) Period or number of points to use in the calculation.

column

Column to operate on. Default is _value.

tables

Input data. Default is piped-forward data (<-).

Examples

Calculate Kaufman’s Adaptive Moving Average for input data

import "sampledata"

sampledata.int()
    |> kaufmansAMA(n: 3)

View example input and output


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