Fibonacci Period KAMA Series

This study is a simple experiment using Kaufman's Adaptive Moving Average that plots a base average with a period of your choice, then plots averages with periods multiplied by Fibonacci numbers 2 through 34.
リリースノート: Big thanks to @NGBaltic for pointing out the massive flaw with the original version of this script.

Before this update, the script was effectively just a lagged OHLC/4 SMA ribbon.

This update is a complete rework on the calculation, so that it actually reflects KAMA values.
In addition, the base sampling period multiples have been expanded from Fibonacci numbers 1 - 34 to 1 - 144.


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Hi can i ask you why do you use kama(aC1,1/2) , first of all aC1 gives lag, and L = 1/2 which is used to calculate value of bars back, very confusing. Can you please explain. thanks.
NGBaltic NGBaltic
@NGBaltic, ^ aC1(1), tv strips brackets
DonovanWall NGBaltic
@NGBaltic, Thanks for pointing that out to me. To answer your question, it was a silly mistake. aC1(1) does give lag, and is not imperative to the calculation. And as far as the 1/2 length goes... entirely unnecessary. I copied the definition for the averages from an older code I was experimenting with and just breezed past the issues without paying attention. I believe I may have made the same error on another code as well. I'll have to do a thorough check through my old KAMA based scripts.

I'll make the necessary adjustments and update the script, as well as any others affected by it.
NGBaltic DonovanWall
@DonovanWall, thanks for reply, so effectively this turns out to be fibonacci sma of each ohlc /4, because Kama of (1) does almost nothing. Anyway visually it looks really cool, i've changed sma to alma results are much better.
+1 返信
stucky77 NGBaltic
@NGBaltic, Would you mind sharing your alma mod of this script? I'm interested to see it. I've tried coding it with my limited knowledge, but I'm having difficulties. Thanks
Love Kama! Nice add to the library.
Wtf how to read this