//////////////////////////////////////////////////////////////////////
// fast KAMA
////////////////////////////////////////////////////////////////////////
// parameters:
ONCE Period1 = 12 //12
ONCE FastPeriod1 = 2 //2
ONCE SlowPeriod1 = 28 //28
Fastest1 = 2 / (FastPeriod1 + 1)
Slowest1 = 2 / (SlowPeriod1 + 1)
if barindex < (Period1 + 1) then
Kama1 = close
else
Num1 = abs(close-close[Period1])
Den1 = summation[Period1](abs(close - close[1]))
ER1 = Num1 / Den1
Alpha1 = SQUARE(ER1 *(Fastest1 - Slowest1) + Slowest1)
Kama1 = (Alpha1 * Close) + ((1 - Alpha1) * Kama1[1])
endif
////////////////////////////////////////////////////////////////////////
// slow KAMA
////////////////////////////////////////////////////////////////////////
// parameters:
ONCE Period2 = 50 //50
ONCE FastPeriod2 = 2 //2
ONCE SlowPeriod2 = 30 //30
Fastest2 = 2 / (FastPeriod2 + 1)
Slowest2 = 2 / (SlowPeriod2 + 1)
if barindex < (Period2 + 1) then
Kama2 = close
else
Num2 = abs(close-close[Period2])
Den2 = summation[Period2](abs(close - close[1]))
ER2 = Num2 / Den2
Alpha2 = SQUARE(ER2 *(Fastest2 - Slowest2) + Slowest2)
Kama2 = (Alpha2 * Close) + ((1 - Alpha2) * Kama2[1])
endif
////////////////////////////////////////////////////////////////////////
x = Kama1 CROSSES OVER Kama2
x1 = (Kama1 > Kama2) AND (close > Kama1)
y = Kama1 CROSSES UNDER Kama2
y1 = (Kama1 < Kama2) AND (close < Kama1)
//
IF x THEN
DRAWCANDLE(open,high,low,close) COLOURED(0,192,0,255) BORDERCOLOR(238,118,33,255) //VERDE (incrocio rialzista)
ELSIF y THEN
DRAWCANDLE(open,high,low,close) COLOURED(205,0,0,255) BORDERCOLOR(238,238,0,255) //ROSSO (incrocio ribassista)
ELSIF x1 THEN
DRAWCANDLE(open,high,low,close) COLOURED(238,232,170,160) BORDERCOLOR(0,0,0,0) //VERDE tenue (PREZZO > media veloce)
ELSIF y1 THEN
DRAWCANDLE(open,high,low,close) COLOURED(244,164,96,160) BORDERCOLOR(0,0,0,0) //ROSSO tenue (PREZZO < media veloce)
ENDIF
RETURN