NAME

GT::Indicators::KAMA - Perry Kaufmanns Adaptive Moving Average


DESCRIPTION

This Indicator was developed by Perry Kaufmann and presented in the book "Trading Systems and Methods, 3rd Ed." in 1998. The KAMA is automatically adapted to the volatility of the market.

The interpretation is similar to the classic SMA.

Period (default 21)

The first argument is the period used to calculed the average.

Fastest period (default 30)

The fastest period to be considered.

Slowest period (default 2)

The slowest period to be considered.

Creation

 GT::Indicators::KAMA->new()
 GT::Indicators::KAMA->new([10])