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 0.90233 0.90123 0.90289 0.89646 0.89924 0.90419 0.9175 0.90401 0.96749
AUDCHF 0.57357 0.57227 0.57342 0.57144 0.57461 0.56938 0.57337 0.60394 0.73302
AUDJPY 96.62574 96.261 96.53206 96.46895 96.67972 97.89265 100.98755 88.22358 84.26147
AUDNZD 1.11334 1.10796 1.10993 1.11134 1.11244 1.1059 1.08628 1.06367 1.04434
AUDSGD 0.85356 0.85186 0.85277 0.84948 0.85184 0.84709 0.87366 0.88683 1.05948
AUDUSD 0.6351 0.63545 0.63697 0.63206 0.62904 0.62807 0.6603 0.66691 0.72101
CADCHF 0.63565 0.63479 0.6351 0.63741 0.63896 0.62955 0.62485 0.66772 0.75657
CADJPY 107.07571 106.77576 106.91477 107.61054 107.49996 108.25245 110.06388 97.52853 87.05533
CHFJPY 168.43936 168.12392 168.33425 168.80723 168.21995 171.94188 176.10405 145.23578 114.78939
CHFSGD 1.48798 1.48805 1.4871 1.48636 1.48233 1.48811 1.52374 1.46666 1.42075
EURAUD 1.64608 1.64893 1.64674 1.65414 1.64608 1.66534 1.63502 1.64763 1.45796
EURCAD 1.48539 1.48666 1.48684 1.4829 1.48052 1.50572 1.49165 1.47262 1.41386
EURCHF 0.94424 0.94413 0.94437 0.94535 0.94613 0.94811 0.93435 0.99284 1.07873
EURCZK 25.04614 25.0292 25.02617 25.03439 25.10066 25.09022 25.27011 23.32822 27.03174
EURGBP 0.83015 0.83038 0.83313 0.83273 0.83234 0.84124 0.83165 0.88467 0.85251
EURHUF 401.55178 401.51274 401.94598 401.75693 402.94334 409.13561 403.08135 373.35373 308.63044
EURJPY 159.05505 158.78836 158.97145 159.57442 159.1661 163.01062 164.57069 145.18404 122.86836
EURMXN 21.25275 21.24491 21.29308 21.36094 21.30951 21.42911 21.53103 19.73604 20.70687
EURNOK 11.63644 11.62094 11.65572 11.65798 11.60799 11.77959 11.84159 11.44878 9.05441
EURNZD 1.83277 1.8275 1.82792 1.8384 1.83115 1.84174 1.79469 1.75304 1.51519
EURPLN 4.16034 4.15752 4.1603 4.17025 4.17336 4.21903 4.32172 4.70746 4.30624
EURSEK 11.21601 11.20833 11.21945 11.22471 11.25107 11.49117 11.38669 11.39878 9.90568
EURSGD 1.4051 1.4054 1.4044 1.4052 1.40253 1.41068 1.42062 1.46049 1.52206
EURTRY 37.91118 37.98196 38.03135 37.83256 37.35064 37.34932 37.01376 20.93128 3.38916
EURUSD 1.04555 1.04826 1.04897 1.04549 1.03566 1.04578 1.07967 1.09913 1.05314
EURZAR 19.28761 19.28432 19.24406 19.32245 19.18671 19.43319 18.92511 19.80066 14.43846
GBPAUD 1.9828 1.98504 1.97655 1.98641 1.97791 1.97935 1.94217 1.86061 1.71158
GBPCAD 1.78927 1.78971 1.78462 1.78089 1.77879 1.78974 1.79355 1.66367 1.6584
GBPCHF 1.13741 1.13643 1.13352 1.13528 1.13665 1.12684 1.12351 1.12459 1.25662
GBPJPY 191.59555 191.19187 190.80926 191.64024 191.22515 193.76634 196.15912 164.03817 144.22121
GBPMXN 25.60002 25.57448 25.5563 25.6445 25.60118 25.47099 25.88742 22.64126 23.09048
GBPNOK 14.01586 13.98369 13.98924 13.99883 13.94553 14.00046 14.17725 13.01901 10.65016
GBPNZD 2.20768 2.20004 2.19409 2.20775 2.20039 2.18917 2.14713 1.97972 1.77928
GBPSEK 13.50988 13.49116 13.466 13.47944 13.51626 13.65718 13.68615 12.95645 12.27928
GBPSGD 1.69247 1.69172 1.68566 1.6875 1.68498 1.67653 1.70868 1.64851 1.70287
GBPTRY 45.64281 45.72119 45.64148 45.42581 44.86572 44.42385 44.46534 23.78813 3.80232
GBPUSD 1.25943 1.26204 1.25904 1.25556 1.24416 1.24304 1.29805 1.2416 1.23546
NOKJPY 13.656 13.60294 13.62293 13.67312 13.69422 13.82689 13.8251 12.57845 10.44048
NOKSEK 0.96333 0.96069 0.96202 0.96224 0.96854 0.97489 0.96452 0.97834 1.09163
NZDCAD 0.81039 0.81303 0.81334 0.80651 0.80825 0.81741 0.83498 0.84941 0.95967
NZDCHF 0.51515 0.51628 0.51657 0.51415 0.51645 0.51471 0.52305 0.56585 0.70771
NZDJPY 86.77895 86.83684 86.95965 86.79728 86.88988 88.50158 91.32723 82.8115 74.97333
NZDUSD 0.57043 0.57326 0.57383 0.56869 0.56535 0.56777 0.60425 0.62639 0.71582
SEKJPY 14.14312 14.10711 14.13002 14.18144 14.10849 14.15143 14.325 12.61807 10.95915
SGDJPY 113.18817 112.89577 113.17978 113.55651 113.48102 115.52654 114.77897 99.11245 75.96294
USDCAD 1.42073 1.41838 1.41753 1.41837 1.42971 1.43994 1.38151 1.35543 1.34341
USDCHF 0.90311 0.90069 0.90028 0.90422 0.91356 0.90654 0.86555 0.90621 1.01669
USDCNH 7.27753 7.2628 7.24767 7.28319 7.31538 7.27279 7.13645 6.87992 6.77812
USDCZK 23.95336 23.87336 23.85417 23.94441 24.2309 23.98861 23.33487 21.35823 25.61706
USDHUF 384.02097 382.69106 383.16173 384.23793 389.02567 391.21174 370.57511 344.19818 281.15431
USDJPY 152.12849 151.48219 151.55412 152.6405 153.68694 155.87903 151.10643 132.21239 116.86535
USDMXN 20.32731 20.26888 20.29984 20.42658 20.57635 20.49179 19.93706 18.09632 18.87485
USDNOK 11.12877 11.08345 11.11134 11.14952 11.20902 11.2622 10.92297 10.49196 8.25922
USDPLN 3.97814 3.96486 3.9654 3.98845 4.02885 4.03345 4.00264 4.29089 3.92004
USDRUB - - - 103.62287 99.69389 96.27295 87.07559 68.43948 63.03865
USDSEK 10.72725 10.69078 10.69587 10.73663 10.86403 10.98745 10.54327 10.46373 9.0334
USDSGD 1.3439 1.34085 1.33894 1.34401 1.35428 1.34881 1.31637 1.32936 1.39073
USDTHB 33.76093 33.68761 33.69203 33.67747 34.08343 33.79193 33.52896 34.06809 35.79038
USDTRY 36.2376 36.21762 36.2268 36.18761 36.03358 35.71055 34.25288 19.21392 3.07652
USDZAR 18.44704 18.39434 18.33597 18.47771 18.51712 18.58145 17.52702 17.76751 13.47703
XAGAUD 51.03132 50.9311 50.92764 51.20391 50.54895 48.03361 51.86258 37.33713 34.66759
XAGEUR 31.00061 30.89055 30.86176 30.907 30.709 28.83753 32.07394 22.88009 22.17091
XAGUSD 32.41081 32.37617 32.40295 32.33915 31.81623 30.15633 34.64497 24.93726 17.91547
XAUAUD 4586.02762 4557.42272 4554.58357 4636.00096 4602.4889 4379.44223 4108.88195 3005.34009 2247.32591
XAUEUR 2785.95288 2764.10555 2760.21324 2798.50204 2796.36579 2629.53609 2541.97896 1839.44778 1445.73239
XAUGBP 2312.81651 2293.79379 2301.06273 2330.86449 2327.86539 2212.10975 2113.057 1612.31545 1247.53377
XAUJPY 443104.79829 438633.48102 439360.19609 447103.57516 441807.35624 428619.39945 415029.73271 264896.64377 185993.61058
XAUUSD 2912.93265 2897.44347 2898.32167 2928.4378 2897.39013 2749.59785 2745.44218 2006.01343 1153.40345
XPDUSD 981.06937 976.19548 980.66068 995.33245 979.01639 973.83363 1019.25603 2619.68068 2343.2762
XPTUSD 984.71948 981.72135 988.88346 1000.88619 984.54641 938.93755 991.39663 982.47575 1196.46515
ZARJPY 8.23605 8.1989 8.25174 8.2502 8.28199 8.38064 8.60535 7.30939 8.46929