Kaufman Moving Average Adaptive Strategy by MKB by muratkbesiroglu
By muratkbesiroglu
Performance Metrics
- Author: muratkbesiroglu
- Symbol: BINANCE:ETHUSDT
- Timeframe: 1 day
- Win Rate: 32.7%
- Profit Factor: 1.351
Description
KAMA Momentum Strategy is a trend-following momentum strategy based on the Kaufman Adaptive Moving Average.The strategy is designed to capture strong upside momentum by entering only when price breaks above the KAMA plus a volatility-based standard deviation filter. This helps reduce weak signals and filters out some of the noise that often appears in sideways markets.The exit condition remains simple and disciplined: the position is closed when price crosses back below the KAMA. This allows the strategy to follow momentum while still using the adaptive moving average as the main trend reference.In my tests, the strategy works best on the daily timeframe. It is especially effective in cryptocurrency markets, where strong momentum phases and volatility expansions are common.Key features:Kaufman Adaptive Moving Average trend filterStandard deviation-based entry confirmationMomentum-focused long-only structureDesigned primarily for daily chartsWorks well on crypto assetsSingle-position logic with no pyramidingSuggested starting settings:KAMA Length: 21Standard Deviation Length: 20Standard Deviation Multiplier: 0.5This strategy is intended for backtesting, research, and educational purposes. It should not be considered financial advice. Always test different assets and market conditions before using any strategy in live trading.Release NotesKAMA Momentum Strategy is a trend-following momentum strategy based on the Kaufman Adaptive Moving Average.The strategy is designed to capture strong upside momentum by entering only when price breaks above the KAMA plus a volatility-based standard deviation filter. This helps reduce weak signals and filters out some of the noise that often appears in sideways markets.The exit condition remains simple and disciplined: the position is closed when price crosses back below the KAMA. This allows the strategy to follow momentum while still using the adaptive moving average as the main trend reference.In my tests, the strategy works best on the daily timeframe. It is especially effective in cryptocurrency markets, where strong momentum phases and volatility expansions are common.Key features:* Kaufman Adaptive Moving Average trend filter* Standard deviation-based entry confirmation* Momentum-focused long-only structure* Designed primarily for daily charts* Works well on crypto assets* Single-position logic with no pyramidingSuggested starting settings:* KAMA Length: 21* Standard Deviation Length: 20* Standard Deviation Multiplier: 0.5This strategy is intended for backtesting, research, and educational purposes. It should not be considered financial advice. Always test different assets and market conditions before using any strategy in live trading.