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 0.89288 0.88822 0.88761 0.89202 0.89683 0.88176 0.90691 0.87047 1.02059
AUDCHF 0.52086 0.51812 0.51737 0.52147 0.51988 0.52706 0.55491 0.56578 0.74434
AUDJPY 95.49807 94.76553 94.38709 94.9391 94.35419 93.83394 92.99388 93.97755 83.31918
AUDNZD 1.08635 1.08259 1.08231 1.08229 1.07787 1.07885 1.10232 1.08443 1.08807
AUDSGD 0.83566 0.83054 0.83082 0.83744 0.83653 0.83274 0.83962 0.86912 1.06657
AUDUSD 0.65414 0.64939 0.65101 0.65693 0.65735 0.64918 0.6287 0.64002 0.74844
CADCHF 0.58331 0.58328 0.58283 0.58457 0.57964 0.59773 0.61181 0.6496 0.7521
CADJPY 106.95703 106.69086 106.33729 106.43627 105.20446 106.42864 102.56487 107.54853 81.61208
CHFJPY 183.35017 182.9032 182.42392 182.06733 181.50711 178.04142 167.60879 165.49958 111.97001
CHFSGD 1.60429 1.60296 1.60586 1.60602 1.60919 1.57989 1.5131 1.51643 1.40446
EURAUD 1.79518 1.80427 1.80814 1.79157 1.79502 1.77724 1.72672 1.68629 1.45236
EURCAD 1.60294 1.60264 1.60492 1.59797 1.60989 1.56708 1.56575 1.4687 1.4847
EURCHF 0.93504 0.93488 0.93552 0.93421 0.93318 0.93675 0.95819 0.95507 1.06738
EURCZK 24.64234 24.63781 24.62803 24.62197 24.6805 24.78392 25.01349 24.04538 26.99846
EURGBP 0.86137 0.86104 0.86408 0.86177 0.85844 0.85144 0.8378 0.85801 0.84347
EURHUF 399.78698 399.74151 398.45177 398.7011 399.31732 402.56152 399.49831 381.69956 307.88478
EURJPY 171.45047 171.00102 170.66384 170.10256 169.38528 166.77303 160.58614 158.1162 121.27195
EURMXN 21.86259 21.86479 21.95054 21.95585 22.11822 21.85512 21.80432 18.08348 21.27291
EURNOK 11.85356 11.85777 11.8826 11.83567 11.88722 11.43485 11.59256 11.55353 8.87719
EURNZD 1.95028 1.95336 1.95709 1.93905 1.93489 1.91727 1.90355 1.82843 1.58204
EURPLN 4.2492 4.24782 4.2407 4.24073 4.24815 4.2676 4.18043 4.46358 4.30511
EURSEK 11.15735 11.15326 11.27051 11.2538 11.17783 10.96902 11.06073 11.92872 9.54551
EURSGD 1.50018 1.49865 1.50233 1.50056 1.5017 1.48 1.44993 1.46491 1.52132
EURTRY 46.99278 46.87642 47.03535 46.88809 47.12463 45.54043 39.84107 28.62443 3.87826
EURUSD 1.1743 1.1718 1.17707 1.17701 1.18003 1.15376 1.08554 1.0795 1.08895
EURZAR 20.90104 20.89924 20.835 20.61259 20.79227 20.71614 19.8441 20.0864 14.54879
GBPAUD 2.08395 2.09544 2.09256 2.07893 2.09105 2.08735 2.06093 1.93422 1.72515
GBPCAD 1.86086 1.8613 1.85741 1.85437 1.87523 1.84031 1.86899 1.71423 1.76282
GBPCHF 1.08555 1.08571 1.08264 1.0841 1.0871 1.10003 1.14361 1.11267 1.28518
GBPJPY 199.03953 198.5869 197.51659 197.38292 197.32885 195.86558 191.68412 184.60817 143.89129
GBPMXN 25.37977 25.39282 25.40318 25.47403 25.75805 25.6659 26.02598 21.05445 24.91866
GBPNOK 13.75797 13.76666 13.74881 13.72389 13.84619 13.42746 13.83238 13.4469 11.07485
GBPNZD 2.26413 2.26869 2.26493 2.25006 2.25395 2.2519 2.27198 2.13204 1.87861
GBPSEK 12.95095 12.95164 13.03272 13.05755 13.01845 12.87825 13.20424 13.913 12.27928
GBPSGD 1.74154 1.74048 1.73868 1.74108 1.74946 1.73812 1.7305 1.70608 1.74168
GBPTRY 54.54301 54.34138 54.37291 54.45328 54.68242 53.47043 47.52756 33.44263 4.52579
GBPUSD 1.36324 1.36093 1.36223 1.36574 1.37444 1.35502 1.29568 1.25821 1.29195
NOKJPY 14.44209 14.39065 14.33507 14.35435 14.23398 14.56655 13.83526 13.6782 10.44048
NOKSEK 0.94031 0.93922 0.94682 0.95056 0.94024 0.95811 0.95365 1.03233 1.07671
NZDCAD 0.82189 0.82041 0.82001 0.82407 0.83198 0.81731 0.82266 0.8029 0.95459
NZDCHF 0.47941 0.47852 0.47799 0.48177 0.48225 0.4885 0.50335 0.52177 0.72183
NZDJPY 87.91089 87.53513 87.20413 87.71609 87.53023 86.97137 84.36052 86.34778 81.13779
NZDUSD 0.6021 0.59984 0.60145 0.60695 0.60985 0.60172 0.57025 0.58995 0.71721
SEKJPY 15.32593 15.2818 15.10381 15.07496 15.10979 15.16023 14.47357 13.24442 10.95915
SGDJPY 114.27549 113.98357 113.58485 113.35564 112.78006 112.66748 110.74817 107.79746 75.96294
USDCAD 1.36507 1.36774 1.36353 1.35782 1.36467 1.35835 1.44255 1.36056 1.36359
USDCHF 0.79628 0.79779 0.79478 0.79377 0.79087 0.81188 0.88264 0.88426 1.00272
USDCNH 7.17255 7.17679 7.17176 7.16292 7.16358 7.18887 7.24734 7.29116 6.8549
USDCZK 20.98279 21.0155 20.91864 20.91841 20.91437 21.47882 23.05412 22.29934 24.68808
USDHUF 340.42708 341.05213 338.51937 338.72957 338.38316 349.00483 367.97184 353.45542 291.02024
USDJPY 146.00723 145.92577 144.99134 144.52387 143.551 144.52801 147.94245 146.33179 111.31211
USDMXN 18.61793 18.65926 18.64861 18.65818 18.74488 18.94246 20.08717 16.74179 20.17101
USDNOK 10.09305 10.11744 10.09594 10.05563 10.07339 9.91053 10.67758 10.69417 8.39312
USDPLN 3.61782 3.62382 3.60257 3.60219 3.59956 3.69824 3.85027 4.13351 4.06162
USDRUB 78.34684 78.49677 78.67111 78.76101 78.7782 96.93697 85.72423 73.88798 63.24523
USDSEK 9.50018 9.51726 9.57418 9.56072 9.47292 9.50553 10.1931 11.04168 9.03782
USDSGD 1.27751 1.27913 1.27633 1.27488 1.27267 1.28275 1.33554 1.35561 1.40721
USDTHB 32.48655 32.6296 32.55505 32.41163 32.4664 32.48611 33.68755 35.13899 34.56195
USDTRY 39.98542 39.97622 39.92469 39.81001 39.82415 39.43206 36.65629 26.64894 3.64527
USDZAR 17.8006 17.83569 17.70071 17.50637 17.61731 17.95484 18.28186 18.61091 13.15225
XAGAUD 56.21405 56.61925 56.13061 55.94123 54.7596 55.90547 52.55627 37.76659 34.66759
XAGEUR 31.3119 31.37653 31.02515 31.26142 30.54143 31.45175 30.52575 22.38043 22.17091
XAGUSD 36.7677 36.77139 36.5079 36.78838 36.00679 36.29098 33.24269 24.17759 18.259
XAUAUD 5089.18573 5148.41774 5085.3546 5064.89527 5075.9332 5304.59783 4640.72152 2988.09471 2247.32591
XAUEUR 2834.79333 2853.54397 2811.18054 2830.2907 2831.09681 2984.68156 2691.32761 1771.81271 1445.73239
XAUGBP 2441.89915 2456.91317 2429.03997 2437.42047 2429.4525 2541.84153 2262.69173 1518.67641 1247.53377
XAUJPY 486013.3529 487909.72389 479526.78788 481982.04919 479903.74381 497795.27594 434270.21519 279658.06854 185993.61058
XAUUSD 3328.99933 3343.8552 3307.85254 3330.92322 3338.11643 3443.55098 2933.05867 1913.55739 1269.63393
XPDUSD 1113.031 1112.2617 1115.52458 1140.67551 1105.17755 1036.8743 954.52385 1933.22125 2343.2762
XPTUSD 1371.21959 1370.87443 1368.71803 1386.22947 1355.71292 1235.88898 988.51952 969.77665 1196.46515
ZARJPY 8.19198 8.16603 8.17806 8.244 8.13509 8.04244 8.0757 7.8533 8.30365