OPEN-SOURCE SCRIPT
Actualizado Kaufman Moving Average Adaptive Strategy by MKB
KAMA Momentum Strategy is a trend-following momentum strategy based on the Kaufman Adaptive Moving Average.
The strategy is designed to capture strong upside momentum by entering only when price breaks above the KAMA plus a volatility-based standard deviation filter. This helps reduce weak signals and filters out some of the noise that often appears in sideways markets.
The exit condition remains simple and disciplined: the position is closed when price crosses back below the KAMA. This allows the strategy to follow momentum while still using the adaptive moving average as the main trend reference.
In my tests, the strategy works best on the daily timeframe. It is especially effective in cryptocurrency markets, where strong momentum phases and volatility expansions are common.
Key features:
Kaufman Adaptive Moving Average trend filter
Standard deviation-based entry confirmation
Momentum-focused long-only structure
Designed primarily for daily charts
Works well on crypto assets
Single-position logic with no pyramiding
Suggested starting settings:
KAMA Length: 21
Standard Deviation Length: 20
Standard Deviation Multiplier: 0.5
This strategy is intended for backtesting, research, and educational purposes. It should not be considered financial advice. Always test different assets and market conditions before using any strategy in live trading.
The strategy is designed to capture strong upside momentum by entering only when price breaks above the KAMA plus a volatility-based standard deviation filter. This helps reduce weak signals and filters out some of the noise that often appears in sideways markets.
The exit condition remains simple and disciplined: the position is closed when price crosses back below the KAMA. This allows the strategy to follow momentum while still using the adaptive moving average as the main trend reference.
In my tests, the strategy works best on the daily timeframe. It is especially effective in cryptocurrency markets, where strong momentum phases and volatility expansions are common.
Key features:
Kaufman Adaptive Moving Average trend filter
Standard deviation-based entry confirmation
Momentum-focused long-only structure
Designed primarily for daily charts
Works well on crypto assets
Single-position logic with no pyramiding
Suggested starting settings:
KAMA Length: 21
Standard Deviation Length: 20
Standard Deviation Multiplier: 0.5
This strategy is intended for backtesting, research, and educational purposes. It should not be considered financial advice. Always test different assets and market conditions before using any strategy in live trading.
Notas de prensa
KAMA Momentum Strategy is a trend-following momentum strategy based on the Kaufman Adaptive Moving Average.The strategy is designed to capture strong upside momentum by entering only when price breaks above the KAMA plus a volatility-based standard deviation filter. This helps reduce weak signals and filters out some of the noise that often appears in sideways markets.
The exit condition remains simple and disciplined: the position is closed when price crosses back below the KAMA. This allows the strategy to follow momentum while still using the adaptive moving average as the main trend reference.
In my tests, the strategy works best on the daily timeframe. It is especially effective in cryptocurrency markets, where strong momentum phases and volatility expansions are common.
Key features:
* Kaufman Adaptive Moving Average trend filter
* Standard deviation-based entry confirmation
* Momentum-focused long-only structure
* Designed primarily for daily charts
* Works well on crypto assets
* Single-position logic with no pyramiding
Suggested starting settings:
* KAMA Length: 21
* Standard Deviation Length: 20
* Standard Deviation Multiplier: 0.5
This strategy is intended for backtesting, research, and educational purposes. It should not be considered financial advice. Always test different assets and market conditions before using any strategy in live trading.
Script de código abierto
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Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.