KAMA Pass
Kaufman Adaptive Moving Average — Series Input
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Overview
KAMA Pass applies Perry Kaufman's Adaptive Moving Average to any upstream numeric series. KAMA slows down in choppy, sideways markets and accelerates during directional moves by adapting its smoothing constant to the Efficiency Ratio.
Formula
ER = |x[t] − x[t−period]| / Σ|x[i]−x[i−1]| SC = (ER·(2/3 − 2/31) + 2/31)² KAMA[t] = KAMA[t−1] + SC·(x[t] − KAMA[t−1])
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 10 | Efficiency Ratio lookback length. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |