Adaptive Moving Average Envelope (KAMAENVELOPE)

QuantNexus indicator page for the KAMA envelope channel.

Route: /quantnexus/indicators/kamaenvelope/

What It Does

KAMA Envelope builds an upper and lower band around the adaptive moving average. It is useful for breakout and pullback logic around a responsive center line.

Formula

Envelope = KAMA +/- perc%

Parameters

• period - default 30
• fast - default 2
• slow - default 30
• perc - default 2.5

C++23 API

#include <nonabt/indicators/kamaenvelope.hpp>
auto kama_env = std::make_unique<nonabt::KAMAENVELOPE>(data().close(), 30, 2, 30, 2.5);

Common Usage

• Use KAMA Envelope for dynamic channel breakouts.
• Combine it with price re-entry logic after pullbacks.
• Helpful in trending markets with adaptive support/resistance.

Practical Pattern

When price pushes above the upper envelope, the trend may be accelerating; when it falls back inside, momentum may be cooling.