TREND, MOVING AVERAGES & STRUCTURE
Kaufman MA
A moving average that changes its own speed: quick when the market is trending cleanly, slow and sticky when it is chopping.
spec id: kamalength (default 10) · fast (default 2) · slow (default 30)
What does Kaufman MA measure?
A moving average that changes its own speed: quick when the market is trending cleanly, slow and sticky when it is chopping.
How is Kaufman MA calculated?
Over the last 10 candles, compare the straight-line distance travelled with the total wandering. A clean move sets the line to track price at the 2-candle speed; a messy one slows it toward the 30-candle speed. Then update the line at whatever speed that comes out to.
Written by reading the engine’s real computation, not a textbook — where the two differ, the page describes what actually runs.
How do I use Kaufman MA in a bot?
In the builder, add an indicator of type kama (parameters: length, default 10; fast, default 2; slow, default 30). Its value becomes an operand you can compare in any entry or exit rule. The engine grades the whole rule honestly: real fills, no look-ahead, half the history held back.
Related indicators
- Keltner channelA channel around the trend that widens with volatility.
- Linreg angleThe tilt of the recent price trend, stated as an angle in degrees.
- Linreg interceptWhere the best-fit line through recent prices STARTS — its value at the oldest candle in the window.
- Linreg slopeHow fast the trend is rising or falling — dollars per candle.
Or browse all 158 indicators in the full library.