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 0.88784 0.89071 0.89146 0.89286 0.89319 0.88737 0.90859 0.86467 1.02059
AUDCHF 0.51779 0.51992 0.52121 0.51999 0.52011 0.52717 0.55797 0.56218 0.74434
AUDJPY 94.3618 94.57533 94.88584 94.39915 94.31753 93.39943 93.8308 93.29111 83.31918
AUDNZD 1.08256 1.08073 1.08199 1.08154 1.07858 1.07612 1.10293 1.07635 1.08807
AUDSGD 0.83174 0.83426 0.83674 0.83622 0.83464 0.83404 0.84288 0.86841 1.06657
AUDUSD 0.65149 0.65519 0.65662 0.65698 0.65594 0.65272 0.63281 0.63756 0.74844
CADCHF 0.58318 0.58337 0.58464 0.58229 0.5823 0.59407 0.6141 0.64984 0.7521
CADJPY 106.27693 106.1324 106.43579 105.72347 105.59978 105.27072 103.23148 107.15693 81.61208
CHFJPY 182.22655 181.68626 182.05347 181.53708 181.33549 177.14175 168.13616 164.92357 111.97001
CHFSGD 1.60629 1.60333 1.60529 1.60818 1.60471 1.58189 1.51036 1.52062 1.40446
EURAUD 1.80605 1.79629 1.79219 1.79566 1.796 1.77836 1.72031 1.70611 1.45236
EURCAD 1.60355 1.6015 1.59772 1.6033 1.604 1.57805 1.56387 1.47203 1.4847
EURCHF 0.93523 0.93521 0.93414 0.93367 0.9341 0.93751 0.96014 0.95873 1.06738
EURCZK 24.63537 24.61514 24.62114 24.64433 24.72279 24.76836 24.99465 23.959 26.99846
EURGBP 0.86353 0.86208 0.86165 0.8653 0.85821 0.85177 0.83986 0.85488 0.84347
EURHUF 398.48893 397.83818 398.66479 399.98475 399.4926 400.35143 399.09878 382.57087 307.88478
EURJPY 170.43868 170.08067 170.06232 169.51326 169.39043 166.11225 161.41289 158.40863 121.27195
EURMXN 21.93638 21.90641 21.95187 22.18429 22.09902 21.91775 21.96081 18.5399 21.27291
EURNOK 11.88094 11.8289 11.82824 11.89131 11.88538 11.50888 11.58752 11.55608 8.87719
EURNZD 1.95522 1.94217 1.93915 1.94212 1.93712 1.91382 1.8975 1.83694 1.58204
EURPLN 4.24279 4.24025 4.2409 4.26251 4.24237 4.26537 4.18276 4.46256 4.30511
EURSEK 11.26854 11.24163 11.2523 11.24042 11.14431 10.94182 10.98431 11.92768 9.54551
EURSGD 1.50225 1.50056 1.49959 1.50158 1.499 1.48344 1.45014 1.47898 1.52132
EURTRY 47.01598 46.92961 46.89257 47.07539 46.98631 45.72834 39.90185 29.43134 3.87826
EURUSD 1.17669 1.17792 1.17681 1.17975 1.17803 1.16086 1.08862 1.08906 1.08895
EURZAR 20.81747 20.74881 20.59598 20.75362 20.87913 20.62355 19.93474 20.61079 14.54879
GBPAUD 2.09151 2.08191 2.07988 2.07517 2.09274 2.08783 2.04856 1.95896 1.72515
GBPCAD 1.85696 1.856 1.85423 1.85288 1.86906 1.85271 1.86151 1.72375 1.76282
GBPCHF 1.08304 1.08329 1.08405 1.07908 1.08844 1.1007 1.14316 1.12275 1.28518
GBPJPY 197.36087 197.15661 197.36122 195.89964 197.38103 195.0303 192.2243 185.35196 143.89129
GBPMXN 25.402 25.41605 25.46923 25.64656 25.75763 25.73098 26.15421 21.70732 24.91866
GBPNOK 13.75542 13.74434 13.72176 13.73954 13.84561 13.51046 13.78936 13.53061 11.07485
GBPNZD 2.2642 2.25135 2.2504 2.24438 2.25716 2.24683 2.25952 2.14852 1.87861
GBPSEK 13.04829 13.01354 13.05681 12.98915 12.98419 12.84352 13.08472 13.95498 12.27928
GBPSGD 1.73967 1.7391 1.74034 1.73538 1.74672 1.74153 1.72681 1.72601 1.74168
GBPTRY 54.43602 54.44129 54.42644 54.4512 54.64373 53.67456 47.49056 34.44993 4.52579
GBPUSD 1.36267 1.36507 1.36571 1.36339 1.37272 1.36283 1.29645 1.27319 1.29195
NOKJPY 14.32903 14.29629 14.36225 14.237 14.23797 14.41521 13.92152 13.61851 10.44048
NOKSEK 0.94792 0.94544 0.95091 0.94502 0.93708 0.94985 0.94781 1.01329 1.07671
NZDCAD 0.82012 0.82348 0.82387 0.82549 0.82807 0.82453 0.8237 0.80315 0.95459
NZDCHF 0.47829 0.48072 0.48166 0.48073 0.48215 0.48984 0.50585 0.52153 0.72183
NZDJPY 87.16197 87.43044 87.69453 87.27764 87.43941 86.78885 85.06074 86.09996 81.13779
NZDUSD 0.60182 0.60566 0.60682 0.60744 0.60807 0.60652 0.57371 0.59193 0.71721
SEKJPY 15.0848 15.04308 15.07296 15.03782 15.16047 15.13149 14.65421 13.27024 10.95915
SGDJPY 113.43872 113.16166 113.39765 112.87413 112.99827 111.97907 111.29215 106.92587 75.96294
USDCAD 1.36283 1.35971 1.3578 1.35903 1.36144 1.35963 1.43631 1.35611 1.36359
USDCHF 0.79479 0.79383 0.79386 0.79145 0.79293 0.80769 0.88181 0.88174 1.00272
USDCNH 7.17227 7.16181 7.16291 7.16085 7.15475 7.17139 7.23696 7.30951 6.8549
USDCZK 20.92975 20.89219 20.92041 20.8899 20.98462 21.3349 22.96909 22.06383 24.68808
USDHUF 338.68183 337.64523 338.74733 338.97924 339.04246 345.70075 366.37628 351.42558 291.02024
USDJPY 144.84279 144.40334 144.52342 143.68028 143.79195 143.12338 148.27682 145.35325 111.31211
USDMXN 18.64219 18.59782 18.6583 18.80711 18.75841 18.88058 20.17496 17.04278 20.17101
USDNOK 10.09456 10.03607 10.05026 10.07858 10.08826 9.91426 10.63807 10.60396 8.39312
USDPLN 3.60442 3.59844 3.60279 3.61247 3.60007 3.67336 3.84282 4.09746 4.06162
USDRUB 78.34684 78.49677 78.67111 78.76101 78.7782 96.93697 85.72423 73.88798 63.24523
USDSEK 9.57532 9.53707 9.56137 9.52774 9.45926 9.42547 10.09339 10.86351 9.03782
USDSGD 1.27663 1.27417 1.2743 1.27282 1.27235 1.27788 1.33212 1.3583 1.40721
USDTHB 32.57239 32.38959 32.44982 32.34082 32.45515 32.33479 33.75489 34.99162 34.56195
USDTRY 39.91957 39.91526 39.8109 39.90629 39.81302 39.37463 36.58831 27.09645 3.64527
USDZAR 17.69032 17.60921 17.52185 17.60048 17.70305 17.76664 18.3113 18.97025 13.15225
XAGAUD 56.43136 56.38811 55.85926 55.51294 54.78739 55.74347 52.02979 35.45054 34.66759
XAGEUR 31.24227 31.36389 31.21239 30.98873 30.60391 31.34077 29.99947 20.91673 22.17091
XAGUSD 36.76513 36.93111 36.72421 36.56182 36.034 36.38047 32.73191 22.73918 18.259
XAUAUD 5079.95083 5093.82279 5061.8594 5103.56162 5013.85065 5201.71286 4625.07031 2947.59173 2247.32591
XAUEUR 2812.72447 2833.44662 2828.17075 2849.46032 2800.77254 2925.01991 2668.54269 1737.57523 1445.73239
XAUGBP 2428.81165 2445.06635 2435.9417 2462.02779 2404.13457 2491.37584 2249.4277 1482.97551 1247.53377
XAUJPY 479369.83627 482135.69271 481419.56653 482765.73972 475604.19021 485816.22726 429005.34109 274854.22828 185993.61058
XAUUSD 3309.81392 3336.64437 3328.05664 3362.06497 3297.2454 3395.55533 2908.54655 1889.81532 1269.63393
XPDUSD 1117.91211 1135.01525 1139.59716 1160.60008 1098.53641 1063.73598 942.75227 1776.13155 2343.2762
XPTUSD 1374.03873 1399.15889 1381.58827 1420.94366 1346.54943 1297.57723 980.94072 936.2604 1196.46515
ZARJPY 8.17301 8.17511 8.24373 8.15222 8.11245 8.03865 8.05433 7.64543 8.30365