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Adaptive Moving Average (KAMA)

StratCraft indicator page for the KAMA adaptive trend line.

Route: /indicators/kama/

What It Does

KAMA adapts its smoothing behavior to market efficiency. It reacts faster in directional moves and slows down in noisy conditions.

Formula

KAMA uses an efficiency ratio and a volatility-adjusted smoothing constant to adapt the moving average to market conditions.

Parameters

  • period - default 30
  • fast - default 2
  • slow - default 30

C++23 API

#include <nonabt/indicators/kama.hpp>
auto kama = std::make_unique<nonabt::KAMA>(data().close(), 30, 2, 30);

Common Usage

  • Use KAMA as a regime-aware trend line.
  • Combine it with price crossovers or slope filters.
  • Useful when the market alternates between trending and noisy phases.

Practical Pattern

Use KAMA when you want one line that automatically becomes more responsive in clean trends and more conservative in chop.

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