KAMA calculation method
Author: lookingbackon
Creation Date: 12/18/2011 9:51 AM
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lookingbackon

#1
Hello,
I failed to find the exact calculation methods of KAMA. Could you help on that? Thanks
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Eugene

#2
Hi,
The exact formulas are widely available on the internet, if for some reason the KAMA Wiki page is missing it. For the WL4 derivation try following these links:

Kaufman's Adaptive Moving Average
Kaufmans Adaptive MA