kama
Syntax
kama(X, window)
Please see TALib Functions for the parameters and windowing logic.
Details
Calculate the Kaufman Adaptive Moving Average for X with a rolling window. The length of the window is given by the parameter window. The result is of the same length as X. The first (window1) elements of the result are NULLs.
Examples
$ x=[51.65, 81.18, 43.37, 11.26, 82.79, 13.4, 81.87, 63.53, 21.28, 94.23]
$ kama(x, 5);
[,,,,,81.006144,81.009907,80.793626,80.344572,80.456788]
$ t=table(take(`A`B,10) as sym, rand(100.0,10) as close)
$ select sym, kama(close, 3) as kama from t context by sym;
sym 
kama 

A 

A 

A 

A 
66.342572 
A 
62.500023 
B 

B 

B 

B 
17.376469 
B 
42.27882 