kama

语法

kama(X, window)

TA-lib 系列函数参数说明和窗口计算规则请参考: TA-lib 系列

详情

在给定长度（以元素个数衡量）的滑动窗口内，计算 X 的考夫曼自适应移动平均值(Kaufman Adaptive Moving Average)。

例子

$ x=[51.65, 81.18, 43.37, 11.26, 82.79, 13.4, 81.87, 63.53, 21.28, 94.23]
$ kama(x, 5);
[,,,,,81.006144,81.009907,80.793626,80.344572,80.456788]

$ t=table(take(`A`B,10) as sym, rand(100.0,10) as close)
$ select sym, kama(close, 3) as kama from t context by sym;

sym	kama
A
A
A
A	66.342572
A	62.500023
B
B
B
B	17.376469
B	42.27882