Kaufman Adaptive Moving Average (KAMA) インジケーター

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.

インジケーター
1分 5分間 15分間 30分間 1時間 4時間 1日 1週間 1ヶ月
AUDCAD 0.88734 0.89071 0.89169 0.89275 0.8942 0.88346 0.90859 0.86467 1.02059
AUDCHF 0.51722 0.51988 0.52089 0.51992 0.52086 0.52446 0.55797 0.56218 0.74434
AUDJPY 94.33793 94.54556 94.85006 94.45693 94.47917 93.01683 93.8308 93.29111 83.31918
AUDNZD 1.08285 1.08255 1.08228 1.08192 1.07875 1.07563 1.10293 1.07635 1.08807
AUDSGD 0.83042 0.83438 0.83685 0.83587 0.83604 0.83111 0.84288 0.86841 1.06657
AUDUSD 0.65027 0.65503 0.65709 0.65646 0.65724 0.64813 0.63281 0.63756 0.74844
CADCHF 0.58285 0.5836 0.58405 0.5823 0.58234 0.59355 0.6141 0.64984 0.7521
CADJPY 106.31659 106.14224 106.36245 105.79756 105.64975 105.2605 103.23148 107.15693 81.61208
CHFJPY 182.39908 181.8599 182.08249 181.6769 181.39995 177.32894 168.13616 164.92357 111.97001
CHFSGD 1.60555 1.60494 1.60655 1.60768 1.6052 1.58465 1.51036 1.52062 1.40446
EURAUD 1.80725 1.79949 1.79338 1.79569 1.79324 1.78002 1.72031 1.70611 1.45236
EURCAD 1.60363 1.60293 1.59909 1.60313 1.60365 1.57334 1.56387 1.47203 1.4847
EURCHF 0.93475 0.93551 0.93409 0.9336 0.93401 0.93352 0.96014 0.95873 1.06738
EURCZK 24.65671 24.62615 24.61476 24.6507 24.72104 24.79063 24.99465 23.959 26.99846
EURGBP 0.8638 0.86319 0.86162 0.86498 0.85774 0.85127 0.83986 0.85488 0.84347
EURHUF 399.24223 398.3153 398.38557 400.00511 399.40427 402.89945 399.09878 382.57087 307.88478
EURJPY 170.50036 170.14248 170.08822 169.62454 169.43013 165.57541 161.41289 158.40863 121.27195
EURMXN 21.95778 21.92959 21.95839 22.17317 22.08624 21.95665 21.96081 18.5399 21.27291
EURNOK 11.89423 11.85391 11.83479 11.88288 11.8756 11.50264 11.58752 11.55608 8.87719
EURNZD 1.95691 1.94815 1.9409 1.94277 1.93437 1.91472 1.8975 1.83694 1.58204
EURPLN 4.24651 4.24226 4.23927 4.2636 4.24214 4.26924 4.18276 4.46256 4.30511
EURSEK 11.25419 11.25759 11.25597 11.23502 11.14086 10.96122 10.98431 11.92768 9.54551
EURSGD 1.50077 1.50156 1.50073 1.50101 1.49931 1.47954 1.45014 1.47898 1.52132
EURTRY 47.02281 47.11257 46.94147 47.05193 46.94808 45.52182 39.90185 29.43134 3.87826
EURUSD 1.17528 1.17873 1.17841 1.17888 1.17862 1.15399 1.08862 1.08906 1.08895
EURZAR 20.86293 20.72368 20.6064 20.75177 20.87109 20.71769 19.93474 20.61079 14.54879
GBPAUD 2.09211 2.0847 2.08133 2.07596 2.09059 2.0908 2.04856 1.95896 1.72515
GBPCAD 1.85646 1.85695 1.85587 1.85346 1.8696 1.84817 1.86151 1.72375 1.76282
GBPCHF 1.08209 1.08381 1.08408 1.07934 1.08892 1.09656 1.14316 1.12275 1.28518
GBPJPY 197.3864 197.10942 197.40237 196.09496 197.5317 194.48885 192.2243 185.35196 143.89129
GBPMXN 25.41946 25.40393 25.492 25.61448 25.74351 25.79145 26.15421 21.70732 24.91866
GBPNOK 13.76815 13.72796 13.73536 13.7305 13.84261 13.50746 13.78936 13.53061 11.07485
GBPNZD 2.26547 2.2569 2.25258 2.24595 2.25515 2.24912 2.25952 2.14852 1.87861
GBPSEK 13.02711 13.03876 13.06204 12.98745 12.98715 12.87513 13.08472 13.95498 12.27928
GBPSGD 1.73741 1.73949 1.74171 1.73529 1.74796 1.73801 1.72681 1.72601 1.74168
GBPTRY 54.42647 54.56783 54.42375 54.44186 54.67092 53.46374 47.49056 34.44993 4.52579
GBPUSD 1.36055 1.36556 1.36759 1.36289 1.37411 1.35552 1.29645 1.27319 1.29195
NOKJPY 14.31712 14.33775 14.35297 14.25799 14.25219 14.37744 13.92152 13.61851 10.44048
NOKSEK 0.94573 0.94884 0.95039 0.94506 0.9374 0.95186 0.94781 1.01329 1.07671
NZDCAD 0.81939 0.82273 0.82379 0.82519 0.82894 0.82131 0.8237 0.80315 0.95459
NZDCHF 0.4776 0.48018 0.48122 0.4805 0.48283 0.48759 0.50585 0.52153 0.72183
NZDJPY 87.12483 87.32873 87.62534 87.30201 87.57982 86.47275 85.06074 86.09996 81.13779
NZDUSD 0.60051 0.60502 0.6071 0.60678 0.60929 0.60252 0.57371 0.59193 0.71721
SEKJPY 15.11521 15.0727 15.06812 15.0549 15.16385 15.05784 14.65421 13.27024 10.95915
SGDJPY 113.60321 113.29836 113.32755 112.99755 112.99966 111.90131 111.29215 106.92587 75.96294
USDCAD 1.36457 1.35994 1.3571 1.35994 1.36069 1.36316 1.43631 1.35611 1.36359
USDCHF 0.79534 0.79363 0.7927 0.79196 0.79246 0.80902 0.88181 0.88174 1.00272
USDCNH 7.17316 7.16358 7.16173 7.16221 7.1575 7.18315 7.23696 7.30951 6.8549
USDCZK 20.97843 20.88795 20.8894 20.9089 20.9728 21.4838 22.96909 22.06383 24.68808
USDHUF 339.69984 337.92614 338.07923 339.27076 338.85357 349.20684 366.37628 351.42558 291.02024
USDJPY 145.07641 144.34685 144.33638 143.88666 143.75611 143.452 148.27682 145.35325 111.31211
USDMXN 18.68501 18.6042 18.63625 18.80738 18.7408 19.03016 20.17496 17.04278 20.17101
USDNOK 10.12038 10.05456 10.04282 10.08009 10.07495 9.96806 10.63807 10.60396 8.39312
USDPLN 3.61252 3.59744 3.59721 3.61626 3.5981 3.69991 3.84282 4.09746 4.06162
USDRUB 78.34684 78.49677 78.67111 78.76101 78.7782 96.93697 85.72423 73.88798 63.24523
USDSEK 9.57569 9.54927 9.5513 9.52997 9.45199 9.49976 10.09339 10.86351 9.03782
USDSGD 1.27699 1.27387 1.27356 1.27328 1.27206 1.28222 1.33212 1.3583 1.40721
USDTHB 32.6066 32.38623 32.31885 32.36657 32.47854 32.44806 33.75489 34.99162 34.56195
USDTRY 39.96086 39.93993 39.84074 39.89669 39.82164 39.42261 36.58831 27.09645 3.64527
USDZAR 17.75157 17.58367 17.48529 17.5961 17.69651 17.95349 18.3113 18.97025 13.15225
XAGAUD 56.22685 56.41313 55.85197 55.33492 54.87024 55.9366 52.02979 35.45054 34.66759
XAGEUR 31.10754 31.34785 31.18036 30.83021 30.64045 31.41799 29.99947 20.91673 22.17091
XAGUSD 36.56318 36.94951 36.68629 36.40949 36.11039 36.25132 32.73191 22.73918 18.259
XAUAUD 5092.74709 5076.054 5065.74197 5081.8933 5027.54612 5284.64731 4625.07031 2947.59173 2247.32591
XAUEUR 2817.93867 2820.83493 2828.12896 2831.28166 2808.08715 2968.78344 2668.54269 1737.57523 1445.73239
XAUGBP 2434.13276 2434.89749 2437.05268 2449.13448 2409.51545 2527.27803 2249.4277 1482.97551 1247.53377
XAUJPY 480483.08075 479923.82704 481268.15471 479957.46808 476489.42639 491393.64777 429005.34109 274854.22828 185993.61058
XAUUSD 3311.89007 3325.22956 3327.67072 3343.64167 3308.141 3425.38675 2908.54655 1889.81532 1269.63393
XPDUSD 1107.81723 1137.03879 1129.92045 1151.76531 1104.5793 1057.3035 942.75227 1776.13155 2343.2762
XPTUSD 1354.67737 1399.29944 1381.07343 1411.25259 1370.09985 1287.59547 980.94072 936.2604 1196.46515
ZARJPY 8.16103 8.19408 8.244 8.16321 8.11117 7.98089 8.05433 7.64543 8.30365