kama
语法
kama(X, window)
TA-lib 系列函数参数说明和窗口计算规则请参考:TA-lib 系列
详情
在给定长度(以元素个数衡量)的滑动窗口内,计算 X 的考夫曼自适应移动平均值(Kaufman Adaptive Moving Average)。
例子
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;
输出返回:
sym | kama |
---|---|
A | |
A | |
A | |
A | 66.342572 |
A | 62.500023 |
B | |
B | |
B | |
B | 17.376469 |
B | 42.27882 |