Tag Archives: Kaufman

Kaufman Efficiency Ratio

Sometimes called the Price Headley Efficiency Ratio made popular by his Big Trends web site and book. In actuality it is the Kaufman Efficiency Ratio. Continue reading

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Kaufman’s Adaptive Moving Average Binary Wave

Based on Kaufman’s Adaptive Moving Average. It’s pretty simple: 1 = buy, -1 = sell, 0 = neutral. You can experiment with the filter percentage and period to suit your taste. Continue reading

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