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INDICATORS · KAMA

Kaufman Adaptive Moving Average in Crypto: Why the Value Changes Before Candle Close

Kaufman's Adaptive Moving Average speeds up in trends and slows in noise. On the live bar, the efficiency ratio that sets its speed is itself provisional.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

KAMA = previous KAMA + SC × (price − previous KAMA), where SC = (ER × (fast − slow) + slow)², ER (efficiency ratio) = |net change over N| ÷ sum of |bar-to-bar changes|, and fast/slow are 2/(2+1) and 2/(30+1). On the live bar both price and ER are provisional. A strong intrabar move raises ER, which raises SC, so KAMA moves faster exactly when price moves most. The adaptive speed can therefore make KAMA's live value change more than its usual quiet behaviour suggests.

Which part of KAMA uses the live bar

ComponentUses current bar?Effect intrabar
Efficiency ratio (ER)YesRises with directional moves
Smoothing constant SCYesSquared, so sensitive
Price − previous KAMAYesMoves with price

Squaring SC means tripling ER can raise KAMA's step more than fivefold. That is why KAMA can look flat for hours and then lurch inside one bar.

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How much it moves inside one bar

KAMA during one bar (illustrative)KAMA during one bar (illustrative): OPEN: ER 0.2, KAMA flat; MID: Strong move: ER 0.6; LATE: KAMA accelerates; CLOSE: Partial reversal: ER 0.4.OPENER 0.2, KAMA flatMIDStrong move: ER 0.6LATEKAMA acceleratesCLOSEPartial reversal: ER 0.4
Only KAMA's closing value is kept in history. Original ChartsPod editorial graphic.
Illustrative intrabar range of KAMA vs its closed valueIllustrative intrabar range of KAMA vs its closed value: SC at ER 0.2 0 ; SC at ER 0.6 0 .ILLUSTRATIVE INTRABAR RANGE OF KAMA VS ITS CLOSED VALUESC at ER 0.20SC at ER 0.60
How far KAMA travels inside a bar versus between bars. Original ChartsPod editorial graphic.

Rules

KAMA signal hygieneKAMA signal hygiene: Signals on closed bars; Bar-close alerts; Backtest uses the same rule; Live value labelled provisional; Settings identical across chart and alerts.KAMA SIGNAL HYGIENESignals on closed barsBar-close alertsBacktest uses the same ruleLive value labelled provisionalSettings identical across chart and alerts
Closed values are what history shows. Original ChartsPod editorial graphic.

Worked: fast = 0.667, slow = 0.0645. ER 0.2 → (0.2 × 0.602 + 0.0645)² ≈ 0.034; ER 0.6 → (0.6 × 0.602 + 0.0645)² ≈ 0.181.

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Questions readers ask

Why does KAMA suddenly move?

Its speed rises with the efficiency ratio, which is squared.

Is KAMA's speed provisional intrabar?

Yes.

Use closed bars?

Yes.

Sources and methodology

Indicator formulas are standard definitions; live-versus-closed behaviour follows TradingView's repainting documentation. Values in examples are illustrative.

  1. TradingView Pine Script: Repainting — live vs historical calculation.
  2. ChartsPod indicator reference — indicator calculations.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.