Kaufman Adaptive Moving Averages
Overview
Efficiency Ratio
Alpha
{% \alpha = [ER \times (FastAlpha - SlowAlpha) + SlowAlpha]^2 %}
where FastAlpha and SlowAlpha are specified by the analyst. They represent the range of values of alpha.
Alpha
{% Kama_n = Kama_{n-1} + \alpha \times (Price - Kama_{n-1}) %}
