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更新済 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.
リリースノート
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.
オープンソーススクリプト
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免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。