docs-v2/content/flux/v0/stdlib/experimental/kaufmansama.md

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title description menu weight flux/v0/tags introduced
experimental.kaufmansAMA() function `experimental.kaufmansAMA()` calculates the Kaufman's Adaptive Moving Average (KAMA) of input tables using the `_value` column in each table.
flux_v0_ref
name parent identifier
experimental.kaufmansAMA experimental experimental/kaufmansAMA
101
transformations
0.107.0

experimental.kaufmansAMA() calculates the Kaufman's Adaptive Moving Average (KAMA) of input tables using the _value column in each table.

Kaufman's Adaptive Moving Average is a trend-following indicator designed to account for market noise or volatility.

Function type signature
(<-tables: stream[{A with _value: B}], n: int) => stream[{A with _value: float}] where B: Numeric

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Parameters

n

({{< req >}}) Period or number of points to use in the calculation.

tables

Input data. Default is piped-forward data (<-).

Examples

Calculate the KAMA of input tables

import "experimental"
import "sampledata"

sampledata.int()
    |> experimental.kaufmansAMA(n: 3)

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Input data

_time _value *tag
2021-01-01T00:00:00Z -2 t1
2021-01-01T00:00:10Z 10 t1
2021-01-01T00:00:20Z 7 t1
2021-01-01T00:00:30Z 17 t1
2021-01-01T00:00:40Z 15 t1
2021-01-01T00:00:50Z 4 t1
_time _value *tag
2021-01-01T00:00:00Z 19 t2
2021-01-01T00:00:10Z 4 t2
2021-01-01T00:00:20Z -3 t2
2021-01-01T00:00:30Z 19 t2
2021-01-01T00:00:40Z 13 t2
2021-01-01T00:00:50Z 1 t2

Output data

_time _value *tag
2021-01-01T00:00:30Z 9.72641183951902 t1
2021-01-01T00:00:40Z 10.097401019601417 t1
2021-01-01T00:00:50Z 9.972614968115325 t1
_time _value *tag
2021-01-01T00:00:30Z -2.9084287200832466 t2
2021-01-01T00:00:40Z -2.142970089472789 t2
2021-01-01T00:00:50Z -2.0940721758134693 t2

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