KAMA: Kaufman Adaptive Moving Average

Description Usage Arguments Value References

Description

Kaufman Adaptive Moving Average

Usage

1
KAMA(HLC, nER = 10, nFast = 2, nSlow = 30, priceMethod = "Close")

Arguments

HLC

an xts object containing High, Low, and Close price data

nER

a parameter for the Kaufman efficiency ratio lookback period

nFast

the fast limit of the adaptive EMA

nSlow

the slow limit of the adaptive EMA

priceMethod

use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method.

Value

an xts object

References


http://www.mesasoftware.com/Seminars/TradeStation%20World%2005.pdf

https://github.com/IlyaKipnis/DSTrading


dlastor/FinMarkets documentation built on May 13, 2019, 6:13 p.m.