Aurora KAMA | KAMA Adaptive Trend Strategy

Aurora KAMA Trend is a trend-following strategy built around Kaufman's Adaptive Moving Average (KAMA) — a moving average that speeds up when the market is trending cleanly and slows down when it's choppy, instead of using a fixed lookback like a standard SMA/EMA.

How it works:

Core signal: KAMA's slope determines direction. The strategy requires KAMA to be persistently rising (for longs) or falling (for shorts) over a configurable number of bars, filtering out minor wiggles near turning points.
Trend filter: An optional long-term SMA only allows longs above it and shorts below it, keeping trades aligned with the dominant trend.
Trade spacing: A cooldown period (in bars) prevents new entries from stacking up too close together during a single volatile move.
Risk management: An optional fixed percentage stop-loss, plus a trailing stop that only arms after a delay period, giving new positions room to develop before being trailed tightly.
Direction control: Trade long-only, short-only, or both.

Visuals:

The KAMA line changes color with trend direction (green/rising, red/falling, gray/flat), with a glowing red/green fill between KAMA and price whose intensity scales with the distance between them.
The trend SMA is rendered as a layered "glow" line — gold when sloping up, amber when sloping down.
Entries are marked with simple triangles; exits with small gray X's.

Tips:

Test on daily bars for liquid, trending instruments (e.g. BTCUSD, ES1!, SPY, QQQ) — KAMA needs a real trend to earn its keep.
Widen the rising/falling persistence inputs if you're getting whipsawed near turning points.
Turn off the SMA filter if you want KAMA to trade purely on its own slope, independent of the broader trend.
The trailing stop's delay is there to stop you from getting stopped out on entry noise — tighten it only if you're trading a slower timeframe.

blitz_algo

คำจำกัดสิทธิ์ความรับผิดชอบ

ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมใน ข้อกำหนดการใช้งาน

blitz_algo