Kaufman’s Adaptive Moving Average

This is a guide of the trading strategy. For a guide on how to read the graphs on the analysis page, click here.

The Kaufman’s Adaptive Moving Average (KAMA) is a moving average indicator that is designed to account for market noise and volatility. This is a trend following indicator that is useful to identify the trend and time the turning points. You can read more about the details here.

In our strategy the settings are:

  • Fast EMA = 30 periods
  • Slow EMA = 10 periods
  • Efficiency Ratio multiplier = 0.6667.

The Data Trader KAMA strategy generates a BUY signal when the fast KAMA line is above the slow KAMA line. Exit when the fast KAMA line falls below the slow KAMA line. It generates a SELL signal when the slow KAMA line is above the fast KAMA line. Exit when the slow KAMA line falls below the fast KAMA line.