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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 0.88493 0.88395 0.88375 0.88339 0.88509 0.88888 0.88751 0.89103 0.895
AUDCHF 0.6315 0.63096 0.63059 0.6309 0.6319 0.63427 0.63641 0.64714 0.66525
AUDJPY 92.6265 92.53417 92.56853 92.56887 92.73082 93.58026 94.0073 96.01537 93.30037
AUDNZD 1.14361 1.1431 1.14245 1.1429 1.14191 1.14082 1.13825 1.1229 1.11184
AUDSGD 0.91887 0.91811 0.9185 0.91854 0.91997 0.92953 0.93496 0.94379 0.96529
AUDUSD 0.6398 0.63918 0.63946 0.63965 0.64061 0.64757 0.65205 0.67073 0.69868
CADCHF 0.71366 0.71379 0.71352 0.7143 0.71396 0.71358 0.71645 0.72628 0.74317
CADJPY 104.66053 104.67807 104.76088 104.78242 104.78835 105.27804 105.84193 107.68812 104.32617
CHFJPY 146.62498 146.63692 146.80464 146.68761 146.75529 147.51302 147.66189 148.06078 140.39776
CHFSGD 1.4547 1.45501 1.45671 1.45562 1.45594 1.46525 1.46882 1.45805 1.45097
EURAUD 1.532 1.53345 1.53331 1.53254 1.53077 1.50845 1.49575 1.48995 1.46262
EURCAD 1.35603 1.35552 1.35511 1.35396 1.35486 1.34081 1.32673 1.32736 1.31076
EURCHF 0.96793 0.9677 0.96701 0.96693 0.96732 0.9561 0.95045 0.9627 0.97503
EURCZK 24.59261 24.59299 24.59153 24.59224 24.59237 24.54865 24.62904 24.51485 24.59217
EURGBP 0.87893 0.87872 0.87948 0.87761 0.87787 0.88113 0.89364 0.878 0.83957
EURHUF 422.80564 422.9477 422.89945 422.94265 422.83539 422.51737 413.45747 404.29572 403.54835
EURJPY 141.94043 141.91642 141.97181 141.86925 141.98206 141.07033 140.36012 143.07136 136.36893
EURMXN 19.73601 19.72823 19.73848 19.7345 19.73208 19.61116 19.62024 19.97192 20.68167
EURNOK 10.6692 10.67071 10.66944 10.66691 10.67236 10.59264 10.40135 10.20747 9.88247
EURNZD 1.75198 1.75301 1.75188 1.75135 1.7486 1.72119 1.70185 1.67146 1.6258
EURPLN 4.85612 4.85639 4.85731 4.85794 4.85781 4.85017 4.81339 4.71521 4.73274
EURSEK 10.87597 10.88045 10.87164 10.87438 10.8772 10.89062 10.89649 10.77374 10.38489
EURSGD 1.40813 1.40812 1.40867 1.40765 1.40844 1.4008 1.39632 1.40432 1.40984
EURTRY 18.11461 18.11373 18.12329 18.10957 18.17054 18.09953 18.00691 18.25678 18.30219
EURUSD 0.98036 0.98023 0.98075 0.98019 0.98064 0.97577 0.97396 0.99657 1.01755
EURZAR 17.68533 17.71632 17.72712 17.73242 17.74153 17.55508 17.38688 17.59672 16.96007
GBPAUD 1.7425 1.74512 1.7435 1.74517 1.74344 1.71161 1.67001 1.69498 1.73926
GBPCAD 1.54242 1.54265 1.54072 1.54201 1.5432 1.52112 1.4819 1.50521 1.55052
GBPCHF 1.10094 1.10122 1.09947 1.1015 1.10179 1.08497 1.06368 1.09176 1.15399
GBPJPY 161.47032 161.52254 161.41703 161.59921 161.72712 160.08748 157.07599 162.48013 162.266
GBPMXN 22.44453 22.44859 22.43909 22.48167 22.47533 22.25664 21.96267 22.67422 24.51455
GBPNOK 12.13676 12.14389 12.13268 12.15414 12.15621 12.0291 11.63064 11.62831 11.7715
GBPNZD 1.9928 1.9949 1.99187 1.99436 1.99143 1.95257 1.90209 1.90559 1.93533
GBPSEK 12.37521 12.38147 12.36143 12.38988 12.38979 12.35853 12.17732 12.2821 12.35326
GBPSGD 1.60176 1.60245 1.60177 1.60354 1.60429 1.58965 1.56192 1.59277 1.66825
GBPTRY 20.60397 20.59253 20.60521 20.63326 20.67215 20.5352 20.15168 20.81554 21.67267
GBPUSD 1.11523 1.1156 1.1151 1.11663 1.11705 1.10742 1.09017 1.13251 1.20593
NOKJPY 13.28176 13.28402 13.29281 13.28324 13.29068 13.30796 13.49183 13.99685 13.7741
NOKSEK 1.01882 1.01869 1.01827 1.01876 1.01871 1.02716 1.04742 1.05453 1.04969
NZDCAD 0.77363 0.77313 0.77341 0.77291 0.77458 0.77909 0.77965 0.79315 0.80489
NZDCHF 0.55223 0.55192 0.55193 0.55202 0.55318 0.55596 0.55902 0.57562 0.59824
NZDJPY 80.98502 80.94152 81.03014 81.00247 81.17861 82.03055 82.58543 85.52224 83.86133
NZDUSD 0.55935 0.55916 0.55973 0.55967 0.5608 0.56756 0.57291 0.59624 0.62779
SEKJPY 13.0067 13.00607 13.02174 13.00839 13.02021 12.92209 12.8495 13.23155 13.09749
SGDJPY 100.77202 100.76426 100.76497 100.77363 100.79414 100.69262 100.49197 101.42038 97.04566
USDCAD 1.38329 1.38296 1.38172 1.38111 1.38156 1.37276 1.36192 1.32878 1.28167
USDCHF 0.98728 0.98717 0.98597 0.98657 0.98643 0.97972 0.97596 0.96447 0.95255
USDCNH 7.14022 7.13963 7.13859 7.13904 7.13867 7.12638 7.15559 7.03117 6.77627
USDCZK 25.08563 25.08763 25.07385 25.09077 25.07823 25.16207 25.28566 24.60554 24.09729
USDHUF 431.28142 431.44943 431.20154 431.50138 431.21157 433.04592 423.98504 404.82687 395.96467
USDJPY 144.793 144.77766 144.74998 144.7253 144.78559 144.5328 144.12746 142.98406 134.56889
USDMXN 20.13467 20.12678 20.12623 20.13575 20.12279 20.1076 20.14786 20.03728 20.3458
USDNOK 10.88276 10.8865 10.87995 10.88476 10.88372 10.85383 10.66679 10.21185 9.69264
USDPLN 4.95288 4.95362 4.95221 4.95634 4.95338 4.97117 4.93493 4.72993 4.64315
USDRUB 82.57501 82.38949 82.39972 83.55572 83.53801 83.54078 81.89453 77.22267 75.00773
USDSEK 11.09605 11.09943 11.08454 11.09377 11.09239 11.16103 11.17903 10.82499 10.27383
USDSGD 1.43646 1.43651 1.43635 1.43617 1.43626 1.43549 1.43391 1.40793 1.38197
USDTHB 37.82566 37.83355 37.84172 37.8535 37.84371 37.79943 37.73704 36.91448 36.29611
USDTRY 18.48237 18.48237 18.48239 18.47864 18.50436 18.52804 18.46917 18.24647 18.00574
USDZAR 18.06904 18.06188 18.07541 18.09303 18.09229 17.98238 17.85696 17.62236 16.65771
XAGAUD 29.73904 29.76668 29.74385 29.7296 29.67579 29.56199 28.949 29.14978 28.63727
XAGEUR 19.41411 19.40875 19.40062 19.40199 19.38824 19.58731 19.39857 19.56221 19.7745
XAGUSD 19.03675 19.02587 19.026 19.01529 19.00906 19.13409 18.88768 19.56312 20.06412
XAUAUD 2595.84991 2599.94142 2598.8722 2598.1218 2594.34671 2579.81364 2544.04185 2496.14467 2524.30611
XAUCHF 1639.8876 1640.63599 1638.80517 1639.45355 1639.47 1633.54342 1620.05155 1615.61425 1679.86744
XAUEUR 1694.47832 1695.30565 1694.86593 1695.37614 1694.78671 1708.45164 1704.45389 1674.46629 1724.18771
XAUGBP 1489.21777 1489.68321 1490.54505 1488.18703 1487.81627 1499.76888 1523.83164 1467.30309 1451.91053
XAUJPY 240494.50113 240621.18702 240624.86465 240510.51638 240640.07488 241263.85657 239245.10973 239284.94173 235489.55603
XAUUSD 1661.11747 1662.09135 1662.3345 1661.7174 1662.0119 1669.78081 1659.95434 1671.7473 1764.97428
XPDUSD 2157.89095 2154.42772 2152.47246 2154.78073 2159.61702 2203.49562 2139.20313 2117.52264 2102.03719
XPTUSD 860.86073 860.82168 862.02526 861.3656 861.86453 870.64055 863.75975 902.59238 888.56744
ZARJPY 7.98604 7.99688 8.00097 7.99253 7.99777 8.02762 8.05275 8.10207 8.01872