Multi-Bar Functions


Kaufman Adaptive Moving Average


KAMA(expr, erlen, fastest, slowest)


expr - data series formula

erlen - lookback length for the Efficiency Ratio calculation used to adapt the EMA length

fastest - shortest EMA equivalent lookback period

slowest - longest EMA equivalent lookback period


KAMA is a kind of exponential moving average which adapts its weighting factor (often mistaken for a lookback length) at each bar of its calculation by computing the Kaufman Efficiency Ratio and using that to determine that bar's weighting.

The most common parameters are KAMA(expr, 10, 2, 30).

See for further details.

This function supports one-pass calculation when used in the Data Section with non-variable length parameters.




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