Fibonacci Period KAMA Series

2017年12月11日

This study is a simple experiment using Kaufman's Adaptive Moving Average that plots a base average with a period of your choice, then plots averages with periods multiplied by Fibonacci numbers 2 through 34.

2018年2月9日

版本注释

Big thanks to NGBaltic for pointing out the massive flaw with the original version of this script.

Before this update, the script was effectively just a lagged OHLC/4 SMA ribbon.

This update is a complete rework on the calculation, so that it actually reflects KAMA values.
In addition, the base sampling period multiples have been expanded from Fibonacci numbers 1 - 34 to 1 - 144.