# Kaufman’s Adaptive Moving Average (KAMA)

Created by Perry Kaufman, KAMA is an volatility adaptive moving average of price over configurable lookback periods. [Discuss] 💬

```
// C# usage syntax
IEnumerable<KamaResult> results =
quotes.GetKama(erPeriods, fastPeriods, slowPeriods);
```

## Parameters

`erPeriods`

* int* - Number of Efficiency Ratio (volatility) periods (

`E`

). Must be greater than 0. Default is 10.`fastPeriods`

* int* - Number of Fast EMA periods. Must be greater than 0. Default is 2.

`slowPeriods`

* int* - Number of Slow EMA periods. Must be greater than

`fastPeriods`

. Default is 30.### Historical quotes requirements

You must have at least `6×E`

or `E+100`

periods of `quotes`

, whichever is more, to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least `10×E`

data points prior to the intended usage date for better precision.

`quotes`

is a collection of generic `TQuote`

historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

## Response

```
IEnumerable<KamaResult>
```

- This method returns a time series of all available indicator values for the
`quotes`

provided. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
`E-1`

periods will have`null`

values since there’s not enough data to calculate.

⚞

Convergence warning: The first`10×E`

periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

### KamaResult

`Date`

* DateTime* - Date from evaluated

`TQuote`

`ER`

* double* - Efficiency Ratio is the fractal efficiency of price changes

`Kama`

* double* - Kaufman’s adaptive moving average

More about Efficiency Ratio: ER fluctuates between 0 and 1, but these extremes are the exception, not the norm. ER would be 1 if prices moved up or down consistently over the `erPeriods`

window. ER would be zero if prices are unchanged over the `erPeriods`

window.

### Utilities

See Utilities and helpers for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```
// example
var results = quotes
.Use(CandlePart.HL2)
.GetKama(..);
```

Results can be further processed on `Kama`

with additional chain-enabled indicators.

```
// example
var results = quotes
.GetKama(..)
.GetRsi(..);
```