KAMA + Efficiency Turn Filter
Kaufman's Adaptive Moving Average. It moves fast when price travels in a straight line (high efficiency ratio) and almost stops in noisy, sideways markets. A turn filter (a multiple of the standard deviation of the KAMA's own bar-to-bar change) confirms new up / down swings.
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How to use it
Treat the line colour as the trend: green = up swing confirmed, red = down swing confirmed. The arrows mark confirmed turns. A flat, grey-ish KAMA means the market is choppy: avoid trend entries there. Defaults (10, 2, 30) are Kaufman's own; the 0.5 filter removes most whipsaws on 1h-4h crypto without delaying turns by more than a few bars. Concept: Perry J. Kaufman, "Smarter Trading" (1995) and "Trading Systems and Methods" — efficiency ratio, adaptive smoothing constant, filter rule.
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Open in the terminalGet accessAdd it to your chart, back-test it on any pair, compare it with other strategies, forward-test it on paper, or run it as a bot.
Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.