Zerolag KAMA MACD

19 בינו׳ 2019

Experimental Zero Lag Adjusted KAMA based MACD.

Uses Kaufman's Adaptive Moving Average (KAMA) instead of the standard EMAs to calculate the MACD with an optional application of the zero lag adjustment.

Significant differences in momentum changes (zero line crossovers), often earlier signal line crossovers and differences in divergences.

Chart displays :

• Top : Zero lag adjusted KAMA based MACD
  
• Middle : Unadjusted KAMA based MACD
  
• Bottom : Standard MACD
  

20 בינו׳ 2019

הערות שחרור

Experiments show it does often react sooner, with valid signals. However it's at the expense of more noise/false signals compared to the standard MACD.

These settings seem to be roughly the equivalent of the standard MACD settings of 26/12/9

Short KAMA ER Length - 9
Short KAMA - Fast EMA Constant Length - 2
Short KAMA - Slow EMA Constant Length - 18
Short KAMA Source - close

Long KAMA ER Length - 14
Long KAMA - Fast EMA Constant Length - 4
Long KAMA - Slow EMA Constant Length - 30
Long KAMA Source - close

MACD Signal Length - 5