kama

Syntax

kama(X, window)

Please see TA-Lib 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 (window-1) 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