Kaufman Adaptive Moving Average (KAMA) 指標

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.

指標
1分鐘 5分鐘 15分鐘 30分鐘 1小時 4小時 1天 1週 1個月
AUDCAD 0.89555 0.89535 0.8918 0.88931 0.89253 0.88659 0.90906 0.87047 1.02059
AUDCHF 0.51924 0.51963 0.51959 0.51899 0.52233 0.52939 0.55923 0.56578 0.74434
AUDJPY 95.56421 95.687 95.87089 95.15896 95.10707 94.2167 93.99023 93.97755 83.31918
AUDNZD 1.0896 1.08926 1.08903 1.08275 1.08163 1.07669 1.09975 1.08443 1.08807
AUDSGD 0.83738 0.83724 0.83509 0.83221 0.83779 0.83358 0.8435 0.86912 1.06657
AUDUSD 0.65476 0.6541 0.65163 0.6514 0.65759 0.64805 0.63255 0.64002 0.74844
CADCHF 0.57976 0.58028 0.58254 0.58355 0.5852 0.597 0.61514 0.6496 0.7521
CADJPY 106.707 106.86892 107.49559 106.99729 106.54582 106.23915 103.3877 107.54853 81.61208
CHFJPY 184.04175 184.14848 184.50837 183.3479 182.04019 177.9592 168.06214 165.49958 111.97001
CHFSGD 1.61275 1.61122 1.60729 1.60341 1.60389 1.57455 1.50811 1.51643 1.40446
EURAUD 1.79307 1.792 1.79636 1.80212 1.78938 1.77162 1.71994 1.68629 1.45236
EURCAD 1.60588 1.6045 1.60203 1.60262 1.59705 1.57058 1.56362 1.4687 1.4847
EURCHF 0.93109 0.93121 0.93341 0.93531 0.93468 0.93795 0.96202 0.95507 1.06738
EURCZK 24.64554 24.65023 24.63634 24.64298 24.62112 24.82497 25.00852 24.04538 26.99846
EURGBP 0.86274 0.86215 0.86267 0.86116 0.8612 0.85502 0.84156 0.85801 0.84347
EURHUF 399.44673 399.58675 400.10488 399.78061 398.63098 403.79918 399.59832 381.69956 307.88478
EURJPY 171.36444 171.4784 172.21511 171.48667 170.15301 166.9135 161.67512 158.1162 121.27195
EURMXN 21.84469 21.83805 21.79299 21.85843 21.94762 21.84179 21.68024 18.08348 21.27291
EURNOK 11.8284 11.82795 11.83595 11.85895 11.82589 11.41265 11.5744 11.55353 8.87719
EURNZD 1.95386 1.95219 1.95643 1.95127 1.9355 1.90799 1.89155 1.82843 1.58204
EURPLN 4.24266 4.24129 4.24404 4.24928 4.24054 4.27466 4.18147 4.46358 4.30511
EURSEK 11.14299 11.1463 11.1653 11.15726 11.25925 10.96688 11.02832 11.92872 9.54551
EURSGD 1.5016 1.5003 1.50021 1.49976 1.49914 1.47694 1.4509 1.46491 1.52132
EURTRY 47.10468 46.9372 46.89854 46.97567 46.90646 45.36967 39.90829 28.62443 3.87826
EURUSD 1.17413 1.17223 1.17065 1.17389 1.17671 1.14825 1.08799 1.0795 1.08895
EURZAR 20.89297 20.83628 20.81479 20.89994 20.59935 20.67626 19.7946 20.0864 14.54879
GBPAUD 2.07827 2.07855 2.08242 2.09263 2.07779 2.07206 2.04363 1.93422 1.72515
GBPCAD 1.8613 1.86108 1.85715 1.86117 1.85441 1.83695 1.85794 1.71423 1.76282
GBPCHF 1.07913 1.08005 1.08194 1.0861 1.08531 1.09689 1.14297 1.11267 1.28518
GBPJPY 198.6214 198.89921 199.64342 199.14832 197.59183 195.21768 192.10252 184.60817 143.89129
GBPMXN 25.31663 25.32898 25.26223 25.38238 25.4814 25.5411 25.76104 21.05445 24.91866
GBPNOK 13.70684 13.71708 13.71768 13.76796 13.72857 13.34366 13.75216 13.4469 11.07485
GBPNZD 2.26463 2.26392 2.26788 2.26581 2.24738 2.23109 2.24754 2.13204 1.87861
GBPSEK 12.91372 12.9268 12.94213 12.95499 13.07272 12.81971 13.08951 13.913 12.27928
GBPSGD 1.74045 1.74022 1.73913 1.74163 1.74074 1.72739 1.72396 1.70608 1.74168
GBPTRY 54.58666 54.43339 54.35569 54.53951 54.30269 53.05271 47.41209 33.44263 4.52579
GBPUSD 1.36082 1.35965 1.35703 1.36317 1.36635 1.34291 1.29272 1.25821 1.29195
NOKJPY 14.471 14.48098 14.53304 14.44557 14.36926 14.60949 13.9531 13.6782 10.44048
NOKSEK 0.94148 0.94174 0.94276 0.94017 0.95094 0.95987 0.95125 1.03233 1.07671
NZDCAD 0.82179 0.82185 0.81878 0.8213 0.82504 0.82335 0.82659 0.8029 0.95459
NZDCHF 0.47642 0.47687 0.47703 0.47932 0.48284 0.49142 0.50849 0.52177 0.72183
NZDJPY 87.69106 87.81856 88.02762 87.88051 87.91896 87.46185 85.46295 86.34778 81.13779
NZDUSD 0.60088 0.60055 0.59834 0.60157 0.60795 0.60188 0.57514 0.58995 0.71721
SEKJPY 15.341 15.34891 15.38003 15.32816 15.06813 15.16896 14.59642 13.24442 10.95915
SGDJPY 114.11409 114.2809 114.78506 114.33905 113.4928 113.00443 111.42153 107.79746 75.96294
USDCAD 1.36795 1.36885 1.36861 1.36538 1.35729 1.36819 1.43729 1.36056 1.36359
USDCHF 0.79302 0.79436 0.79734 0.79677 0.79433 0.81687 0.88418 0.88426 1.00272
USDCNH 7.17881 7.18334 7.18384 7.1715 7.1687 7.19025 7.2317 7.29116 6.8549
USDCZK 20.9847 21.0251 21.04332 20.99193 20.92165 21.5979 22.98339 22.29934 24.68808
USDHUF 340.15301 340.88616 341.74887 340.53657 338.74599 351.63089 367.24504 353.45542 291.02024
USDJPY 145.95043 146.2895 147.11573 146.0891 144.60684 145.37605 148.6049 146.33179 111.31211
USDMXN 18.60651 18.63005 18.61684 18.62247 18.65219 19.01982 19.92791 16.74179 20.17101
USDNOK 10.0731 10.08975 10.10959 10.10096 10.04911 9.93737 10.63687 10.69417 8.39312
USDPLN 3.61252 3.61739 3.62468 3.6191 3.60276 3.72138 3.84516 4.13351 4.06162
USDRUB 78.19521 78.07218 78.49585 78.6972 78.7782 99.25893 90.50103 75.83353 64.01297
USDSEK 9.49043 9.50807 9.53683 9.50453 9.56784 9.5498 10.13007 11.04168 9.03782
USDSGD 1.27891 1.27993 1.28159 1.27763 1.27411 1.2863 1.33353 1.35561 1.40721
USDTHB 32.57821 32.64056 32.67119 32.46859 32.44203 32.59515 33.66269 35.13899 34.56195
USDTRY 40.02017 40.02415 40.03303 39.98524 39.83268 39.50061 36.6462 26.64894 3.64527
USDZAR 17.79452 17.77517 17.78401 17.80389 17.5035 18.00767 18.19418 18.61091 13.15225
XAGAUD 55.72843 55.55204 56.01533 56.51075 56.0568 57.28077 53.36077 37.76659 34.66759
XAGEUR 31.03095 31.00899 31.20244 31.33159 31.32743 32.3229 31.03213 22.38043 22.17091
XAGUSD 36.44242 36.31505 36.53282 36.77673 36.83114 37.11306 33.76481 24.17759 18.259
XAUAUD 5079.21407 5064.87057 5052.18587 5123.61516 5061.53223 5226.60054 4726.05449 2988.09471 2247.32591
XAUEUR 2829.46192 2827.78937 2814.23375 2840.91067 2828.89248 2949.84018 2747.33586 1771.81271 1445.73239
XAUGBP 2442.06642 2437.65253 2427.9645 2447.35722 2435.89973 2522.16401 2308.53408 1518.67641 1247.53377
XAUJPY 484810.21722 484641.69686 484442.74692 487660.63028 481986.54024 492361.31941 443201.63974 279658.06854 185993.61058
XAUUSD 3321.18232 3311.19135 3302.61956 3334.02082 3328.77773 3387.28543 2987.95324 1913.55739 1269.63393
XPDUSD 1099.84709 1086.4682 1105.6375 1108.07266 1156.08255 1048.48309 953.59952 1933.22125 2343.2762
XPTUSD 1348.95664 1352.50987 1350.23197 1364.86245 1419.30832 1264.38571 994.85443 969.77665 1196.46515
ZARJPY 8.19018 8.22189 8.26304 8.196 8.2468 8.06194 8.14914 7.8533 8.30365