Kaufman Adaptive Moving Average (KAMA) 指標

Developed by Perry J. Kaufman and attempts to improve the performance of moving average indicators.
KAMA is an adaptive noise-filter based moving average indicator designed to filter insignificant “market noise” and volatility aiming to show the market trends more clearly.
The indicator filters out the market fluctuations (noises) by averaging the price values of the periods, over which it is calculated.
In the process, some extra value (weight) is added to the average prices, as it is done during calculations of all weighted indicators. But during the KAMA indicator's calculation, every particular price receives a different weight increment adapted to the current market volatility.
When the market prices are steadily moving in a certain direction, when there is a trend, the indicator becomes more sensitive and adds a heavier weight increment to the price being calculated.
When the price movement is volatile, the indicator becomes less sensitive and adds lighter weight increment to the price.
The speed of the indicator reaction adapts to the level of market volatility. In other words, the indicator performs better when there is a steady trend. It reacts to the trend appearance and changes faster. On the other hand, when the price movement is sideways, volatile, it reacts to the market fluctuations less actively producing less erroneous signals.
When the market volatility (noise) is low,  it follows the price closely and smoothens out the volatility at the time of price fluctuation.
In other words, the KAMA indicator seeks to lessen this tendency to generate fewer false signals by not responding to short-term insignificant price movements.
The indicator can be attached to all time-frame types in all forex symbols charts.

指標
1分鐘 5分鐘 15分鐘 30分鐘 1小時 4小時 1天 1週 1個月
AUDCAD 0.89843 0.89842 0.90054 0.8989 0.89683 0.89801 0.89401 0.86573 0.99619
AUDCHF 0.5248 0.52418 0.52473 0.52385 0.52174 0.52879 0.53534 0.56354 0.736
AUDJPY 96.83291 96.68362 96.51623 96.26144 95.85717 96.72523 93.61259 94.59165 86.30646
AUDNZD 1.11187 1.11157 1.10967 1.10959 1.11079 1.09795 1.08462 1.08154 1.04864
AUDSGD 0.84022 0.8399 0.84118 0.8399 0.83631 0.83827 0.83291 0.86646 1.02782
AUDUSD 0.6518 0.65206 0.65508 0.65433 0.65074 0.65182 0.64192 0.63079 0.76812
CADCHF 0.58408 0.5834 0.5826 0.58274 0.58168 0.58886 0.59873 0.65059 0.71789
CADJPY 107.77986 107.6116 107.17571 107.08218 106.8687 107.69998 104.70663 109.1149 86.56274
CHFJPY 184.51245 184.43952 183.9289 183.73896 183.69502 182.91474 174.85696 167.83937 117.18666
CHFSGD 1.60105 1.60222 1.60301 1.60313 1.60297 1.58511 1.55585 1.53746 1.42322
EURAUD 1.78481 1.78579 1.78686 1.78654 1.78896 1.78267 1.74912 1.67839 1.48638
EURCAD 1.60355 1.60444 1.60918 1.60594 1.60463 1.60081 1.56378 1.4516 1.48016
EURCHF 0.93661 0.93617 0.93774 0.93593 0.93349 0.94272 0.93641 0.94621 1.08784
EURCZK 24.46696 24.49237 24.42424 24.44183 24.5209 24.45726 24.92464 24.55793 26.36731
EURGBP 0.86911 0.86974 0.86475 0.86571 0.86246 0.86505 0.84517 0.87226 0.87585
EURHUF 395.35694 395.09519 395.0621 396.47429 395.99521 395.52047 403.65876 382.16009 312.70558
EURJPY 172.82881 172.66816 172.47947 171.98014 171.48304 172.44413 163.74177 158.86342 128.20946
EURMXN 21.78655 21.7661 21.83846 21.80963 21.71718 21.6929 21.82863 19.3007 20.43546
EURNOK 11.67608 11.67485 11.69672 11.76068 11.73129 11.88092 11.64084 11.71358 9.33314
EURNZD 1.98446 1.9852 1.98303 1.98258 1.98732 1.95727 1.89719 1.81672 1.55827
EURPLN 4.26259 4.25719 4.26209 4.26088 4.26548 4.25444 4.23349 4.46711 4.2263
EURSEK 11.00724 11.00106 10.9957 11.05477 11.09266 11.19457 10.90858 11.61875 9.63477
EURSGD 1.49974 1.50001 1.50319 1.50055 1.49642 1.49446 1.4569 1.4549 1.57021
EURTRY 47.91786 47.95186 48.19048 48.10896 47.90321 47.32761 43.53068 29.49944 3.8711
EURUSD 1.16332 1.16455 1.17068 1.16899 1.16431 1.16204 1.12291 1.05962 1.14124
EURZAR 20.57618 20.59864 20.60295 20.62366 20.60885 20.62208 20.43973 20.08797 14.94078
GBPAUD 2.05348 2.05336 2.06624 2.06372 2.07408 2.06075 2.06963 1.92382 1.69315
GBPCAD 1.84497 1.84395 1.86092 1.85516 1.86046 1.85052 1.85033 1.66369 1.68898
GBPCHF 1.07759 1.07634 1.08439 1.08117 1.08232 1.08982 1.10792 1.0849 1.24829
GBPJPY 198.85902 198.52956 199.46191 198.65937 198.82401 199.36262 193.73939 182.03724 146.3316
GBPMXN 25.0668 25.02791 25.25345 25.19376 25.1786 25.07603 25.82919 22.15129 24.26248
GBPNOK 13.42883 13.42193 13.52318 13.58165 13.5953 13.73217 13.76583 13.43435 10.85711
GBPNZD 2.28296 2.28252 2.29316 2.29013 2.30405 2.26246 2.24476 2.08246 1.77713
GBPSEK 12.66253 12.64717 12.71577 12.76639 12.85935 12.9386 12.90212 13.34087 12.27928
GBPSGD 1.72547 1.72419 1.73827 1.73336 1.73498 1.72764 1.72404 1.66743 1.80571
GBPTRY 55.12211 55.12258 55.7148 55.56216 55.52635 54.70166 51.5055 33.91159 4.58648
GBPUSD 1.33831 1.33894 1.35375 1.35031 1.34989 1.34329 1.32875 1.21472 1.30248
NOKJPY 14.79553 14.77218 14.73095 14.60494 14.59289 14.49501 14.04262 13.50276 10.44048
NOKSEK 0.94158 0.94163 0.93945 0.93936 0.94459 0.94159 0.93635 0.98498 1.03238
NZDCAD 0.80797 0.80816 0.81143 0.80997 0.80736 0.81785 0.82428 0.8008 0.93749
NZDCHF 0.47195 0.47151 0.47285 0.47206 0.46967 0.48164 0.49355 0.52027 0.68357
NZDJPY 87.0886 86.97032 86.97385 86.7387 86.28394 88.09717 86.30885 87.39948 76.51247
NZDUSD 0.58619 0.58659 0.59031 0.58956 0.58582 0.59365 0.5918 0.58344 0.68737
SEKJPY 15.656 15.66096 15.64836 15.51505 15.41219 15.35939 14.96472 13.64476 10.95915
SGDJPY 115.23982 115.10219 114.73282 114.60217 114.56559 115.3769 112.36543 109.10072 75.96294
USDCAD 1.37845 1.37787 1.37469 1.37389 1.37849 1.37778 1.39279 1.37266 1.2975
USDCHF 0.80516 0.80392 0.80101 0.80069 0.80177 0.81132 0.83392 0.89334 0.96831
USDCNH 7.13753 7.13949 7.13308 7.12157 7.1522 7.19182 7.22894 7.32576 6.89498
USDCZK 21.03243 21.03008 20.8503 20.90831 21.05806 21.04758 22.18797 23.22347 22.86948
USDHUF 339.88635 339.26471 337.47346 339.16117 340.11205 340.32605 359.49027 361.24354 286.90239
USDJPY 148.5718 148.27393 147.33588 147.11665 147.2938 148.38064 145.81675 149.84666 112.36219
USDMXN 18.72908 18.69284 18.65673 18.65832 18.65308 18.66852 19.44328 18.20688 18.81387
USDNOK 10.03432 10.02543 9.99081 10.05907 10.07234 10.22368 10.36273 11.05634 8.56578
USDPLN 3.66304 3.65482 3.63995 3.644 3.66245 3.66024 3.7695 4.21922 3.87831
USDRUB 80.54508 80.54713 80.565 78.89704 78.79519 78.68336 89.23232 80.48567 58.72049
USDSEK 9.46076 9.44644 9.393 9.45565 9.5263 9.63311 9.71538 10.96799 8.84406
USDSGD 1.28913 1.28815 1.28407 1.28364 1.28533 1.28612 1.29758 1.37275 1.39695
USDTHB 32.32659 32.31267 32.29991 32.31844 32.41134 32.43969 33.0716 36.4677 33.88884
USDTRY 41.15932 41.13126 41.14523 41.13146 41.03373 40.70103 38.73089 27.89758 3.56356
USDZAR 17.68011 17.68803 17.60242 17.64394 17.70125 17.74625 18.20532 16.50854 13.32189
XAGAUD 62.63638 62.65794 61.99794 60.74386 59.2769 58.08199 50.87779 36.96124 34.66759
XAGEUR 35.09123 35.05437 34.70178 33.98587 33.16346 32.58149 29.08346 22.03649 22.17091
XAGUSD 40.81631 40.84873 40.64799 39.81842 38.59476 37.85814 32.65691 23.34903 17.29171
XAUAUD 5410.77971 5408.56895 5306.0785 5262.41696 5213.51821 5138.06995 5122.45074 3136.40592 2247.32591
XAUEUR 3031.55115 3025.93512 2969.94642 2944.58067 2917.34074 2882.27329 2928.63198 1869.67285 1445.73239
XAUGBP 2634.81631 2632.80575 2568.38849 2549.53354 2514.68558 2493.21998 2475.41321 1627.2798 1247.53377
XAUJPY 523931.47945 522611.12487 511721.52459 506298.63063 500292.73956 496949.53847 479593.66905 296622.09815 185993.61058
XAUUSD 3526.36335 3525.90044 3479.34833 3451.80548 3395.29095 3349.32669 3288.11694 1979.25995 1241.8146
XPDUSD 1145.40822 1131.38546 1131.55539 1105.29397 1085.64878 1145.5361 981.03799 2334.11111 2343.2762
XPTUSD 1410.59334 1397.07331 1409.43479 1370.20995 1346.96791 1333.16676 1001.91813 1063.78578 1196.46515
ZARJPY 8.38593 8.37203 8.35708 8.33099 8.29614 8.35186 7.99574 7.8912 8.55257