Kaufman's Adaptive Moving Average (KAMA) - calculation issue

import yfinance as yf
from pandas_ta.overlap import kama
import mplfinance as mpf

ticker = yf.Ticker("SPY")
minute_data = ticker.history(period="7d", interval="1m")

kama_results = kama(minute_data["Close"])
addplot = [
    mpf.make_addplot(kama_results, color='blue')
]
mpf.plot(minute_data, volume=True, type='candle', addplot=addplot)

I tried using the Kama indicator (snippet and picture above), seems like there’s a bug with the calculate the Kama. The initial Kama value relies on the previous value which I believe from the snippet below returns zero for the first value.

https://github.com/twopirllc/pandas-ta/blob/bc3b292bf1cc1d5f2aba50bb750a75209d655b37/pandas_ta/overlap/kama.py#L34

This doc was referenced on a comment in the kama.py file and suggests that “the first KAMA is just a simple moving average”.

Is there anyway we can add another arg for starting_kama or generate some sma based on the “slow” length?

[onachassi]

Doh! 🤦🏼‍♂️ Sorry. I thought I updated the development branch! Got some stuff to do right now, but I’ll let you know when I actually update it this time.

😅 Thought i was going crazy for a sec.

@twopirllc seems to be working, great job and thank you!

[twopirllc]

@onachassi,

Doh! 🤦🏼‍♂️ Sorry. I thought I updated the development branch! Got some stuff to do right now, but I’ll let you know when I actually update it this time.

If you want to test your local copy, you can add/edit the following:

from pandas_ta.overlap.ma import ma

def kama(close, length=None, fast=None, slow=None, mamode=None, drift=None, offset=None, **kwargs):
    # ...
    valid_ma = [
        "ema", "fwma", "linreg", "midpoint", "pwma", "rma",
        "sinwma", "sma", "swma", "trima", "wma"
    ]
    if isinstance(mamode, str) and mamode.lower() in valid_ma:
        mamode = mamode.lower()
    else:
        mamode = "sma"
    # ...

    ma0 = ma(mamode, close.iloc[:length], length=length, **kwargs).iloc[-1] # 
    result = [npNaN for _ in range(0, length - 1)] + [ma0] # replace the old result with this one

Don’t forget to also update kama in core.py with the new mamode argument.

Apologies, KJ