kama

kama(X, window)

Please see TALib for the parameters and windowing logic.

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.

x=[51.65, 81.18, 43.37, 11.26, 82.79, 13.4, 81.87, 63.53, 21.28, 94.23]
kama(x, 5);
// output
[,,,,,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;