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 0.89182 0.88939 0.89322 0.89352 0.89968 0.8925 0.89993 0.87599 1.02059
AUDCHF 0.52238 0.52008 0.522 0.52235 0.52366 0.52307 0.5547 0.57185 0.74434
AUDJPY 96.36697 96.1551 96.34135 97.00627 96.87273 94.5056 94.64768 94.45241 83.31918
AUDNZD 1.09428 1.0926 1.09763 1.09572 1.09452 1.07844 1.09744 1.08441 1.08807
AUDSGD 0.83411 0.83178 0.83669 0.83723 0.8419 0.83109 0.84118 0.87461 1.06657
AUDUSD 0.64857 0.64682 0.65232 0.65099 0.6577 0.64911 0.62849 0.64577 0.74844
CADCHF 0.58575 0.58471 0.58454 0.5841 0.58202 0.58606 0.61641 0.65246 0.7521
CADJPY 108.0506 108.12121 107.82435 108.55143 107.67844 105.88855 105.27832 107.71391 81.61208
CHFJPY 184.50039 184.90403 184.45352 185.64026 184.99014 180.69217 170.66708 165.08761 111.97001
CHFSGD 1.5966 1.59937 1.60188 1.60222 1.60782 1.58889 1.51539 1.52674 1.40446
EURAUD 1.787 1.79176 1.78342 1.78042 1.77831 1.78972 1.71916 1.67081 1.45236
EURCAD 1.59344 1.59362 1.59405 1.59092 1.59981 1.59729 1.54652 1.46422 1.4847
EURCHF 0.9335 0.93188 0.93178 0.93021 0.93118 0.93622 0.95378 0.9549 1.06738
EURCZK 24.64721 24.63854 24.63127 24.65099 24.68706 24.74708 24.98803 24.04616 26.99846
EURGBP 0.86442 0.86489 0.86743 0.8663 0.86619 0.85283 0.83616 0.85701 0.84347
EURHUF 398.93902 398.89036 399.40251 400.41767 399.97449 400.79288 398.51124 384.12761 307.88478
EURJPY 172.22285 172.30799 171.87678 172.69957 172.26995 169.17188 162.84804 157.86119 121.27195
EURMXN 21.78643 21.79624 21.79623 21.88287 21.84483 21.98451 21.67212 18.39927 21.27291
EURNOK 11.94219 11.95455 11.92561 11.89918 11.8438 11.79454 11.37239 11.48959 8.87719
EURNZD 1.95524 1.95769 1.95785 1.95087 1.94635 1.93027 1.88631 1.81196 1.58204
EURPLN 4.25694 4.25346 4.25705 4.2589 4.26633 4.24702 4.17648 4.47103 4.30511
EURSEK 11.30498 11.30154 11.31563 11.2815 11.16768 11.05347 10.90475 11.89717 9.54551
EURSGD 1.49056 1.49048 1.49273 1.48991 1.49723 1.48734 1.44585 1.45971 1.52132
EURTRY 46.77315 46.80933 46.83909 46.66602 47.06372 46.18907 40.98663 28.63588 3.87826
EURUSD 1.15896 1.15897 1.16377 1.15936 1.1696 1.16162 1.08026 1.0796 1.08895
EURZAR 20.67482 20.73681 20.74838 20.79913 20.96108 20.65492 19.7052 20.2869 14.54879
GBPAUD 2.0673 2.07167 2.05644 2.05494 2.0529 2.09877 2.05582 1.94686 1.72515
GBPCAD 1.84344 1.84256 1.83754 1.83621 1.8473 1.87308 1.85019 1.70686 1.76282
GBPCHF 1.07992 1.07745 1.07423 1.0733 1.07503 1.09773 1.14075 1.11477 1.28518
GBPJPY 199.22673 199.21759 198.14411 199.34957 198.88041 198.3695 194.6406 184.02502 143.89129
GBPMXN 25.20388 25.20072 25.12876 25.25765 25.2199 25.77728 25.90394 21.48217 24.91866
GBPNOK 13.81499 13.82066 13.74789 13.73224 13.67099 13.82971 13.59723 13.41326 11.07485
GBPNZD 2.26226 2.26348 2.25704 2.2516 2.24693 2.26351 2.25631 2.11387 1.87861
GBPSEK 13.07728 13.06624 13.0454 13.02586 12.89175 12.95991 13.05267 13.89705 12.27928
GBPSGD 1.7244 1.72328 1.7208 1.72045 1.72847 1.74435 1.73018 1.70352 1.74168
GBPTRY 54.09773 54.11029 53.99697 53.85949 54.32202 54.15511 49.05937 33.51659 4.52579
GBPUSD 1.34076 1.34003 1.34155 1.33809 1.35024 1.36227 1.29226 1.25859 1.29195
NOKJPY 14.40497 14.39792 14.40729 14.50699 14.52644 14.32416 14.29512 13.71283 10.44048
NOKSEK 0.94593 0.94479 0.94854 0.9482 0.94247 0.93658 0.95977 1.03289 1.07671
NZDCAD 0.81484 0.81395 0.81399 0.81539 0.82195 0.8275 0.82053 0.8075 0.95459
NZDCHF 0.47735 0.47599 0.47539 0.47671 0.47837 0.48493 0.50564 0.52675 0.72183
NZDJPY 88.0196 88.00607 87.7674 88.52755 88.50537 87.62723 86.25567 86.96491 81.13779
NZDUSD 0.59265 0.59201 0.59428 0.59402 0.6009 0.60187 0.57271 0.595 0.71721
SEKJPY 15.2285 15.20688 15.18187 15.30079 15.38775 15.27074 14.88962 13.2429 10.95915
SGDJPY 115.52896 115.59477 115.13015 115.86173 115.0464 113.69715 112.5179 107.99441 75.96294
USDCAD 1.37513 1.37553 1.36977 1.37234 1.36792 1.37501 1.43173 1.35685 1.36359
USDCHF 0.80546 0.80405 0.80072 0.80236 0.79617 0.80587 0.88286 0.88564 1.00272
USDCNH 7.18574 7.18416 7.17884 7.18598 7.1713 7.17463 7.2623 7.2676 6.8549
USDCZK 21.26409 21.2574 21.16596 21.26191 21.10518 21.30338 23.06524 22.32738 24.68808
USDHUF 344.32259 344.16783 343.21006 345.30097 341.92837 345.03962 369.17215 356.28994 291.02024
USDJPY 148.59595 148.66337 147.6931 148.97802 147.29324 145.60939 150.71928 146.20066 111.31211
USDMXN 18.799 18.80657 18.73268 18.87436 18.67722 18.93657 20.05043 17.07134 20.17101
USDNOK 10.30437 10.3144 10.24741 10.26285 10.12567 10.15072 10.52187 10.65852 8.39312
USDPLN 3.67245 3.6692 3.65771 3.67375 3.64684 3.65552 3.86429 4.14132 4.06162
USDRUB 78.05098 78.24515 78.25037 78.07216 77.59461 96.74204 91.12992 75.40777 56.85144
USDSEK 9.75443 9.75122 9.72366 9.73448 9.54827 9.51288 10.09627 11.03488 9.03782
USDSGD 1.28618 1.28607 1.28271 1.28551 1.28015 1.28049 1.33869 1.35283 1.40721
USDTHB 32.48446 32.49748 32.42982 32.57998 32.38474 32.6168 33.95847 34.80002 34.56195
USDTRY 40.26391 40.27538 40.2436 40.21245 40.16429 39.72598 37.86151 26.62843 3.64527
USDZAR 17.83941 17.89225 17.83187 17.93882 17.92079 17.77869 18.24268 18.82836 13.15225
XAGAUD 58.6241 58.52953 57.87766 57.75104 58.02329 55.46626 52.67543 37.39263 34.66759
XAGEUR 32.803 32.65947 32.4878 32.41146 32.53872 30.98487 30.56543 22.43956 22.17091
XAGUSD 38.01894 37.85752 37.86953 37.69173 38.15327 35.99742 33.04571 24.17593 18.259
XAUAUD 5149.68141 5149.19348 5126.78571 5099.73038 5112.04126 5121.84042 4820.69346 3002.20367 2247.32591
XAUEUR 2881.74924 2873.71729 2876.74643 2863.28328 2867.51099 2862.61604 2796.12387 1799.04893 1445.73239
XAUGBP 2491.0597 2485.44582 2493.09708 2480.74132 2487.65717 2441.07682 2340.89387 1538.62658 1247.53377
XAUJPY 496273.15708 495136.06638 495450.31492 494783.81415 494729.53306 484210.02904 451458.65837 283376.8231 185993.61058
XAUUSD 3339.94955 3330.64513 3352.34266 3324.95763 3358.99584 3325.34025 3023.68572 1938.34427 1269.63393
XPDUSD 1271.57459 1196.09622 1191.18486 1181.98834 1107.13106 1059.19191 948.97868 1893.14341 2343.2762
XPTUSD 1453.41508 1387.77859 1367.5254 1381.89011 1350.40343 1306.93664 974.61501 965.84011 1196.46515
ZARJPY 8.319 8.29898 8.28077 8.3 8.21197 8.17857 8.23525 7.7989 8.30365