Adaptive moving average: fast in a trend, slow in chop, in price.
Preview
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What it measures
A moving average that speeds up when price trends and slows down when it chops, on an efficiency ratio.
- Inputs
- Efficiency ratio length 10Fast EMA length 2Slow EMA length 30
- Output
- A line, in price
- Feeds
- Entry and exit rules
- Warm-up
- 11 bars before its first reading
- Updates
- When each bar closes
- Filters entries
- No. It’s measured and charted, and doesn’t change which entries are taken.
- Part of
- Kaufman's Adaptive Moving Average (KAMA)
- Also known as
- KAMA, Adaptive Moving Average