Adaptive MA Function

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 21 — KAMA-style adaptive MA via user-defined efficiency-ratio function
// Purpose: parity test for a user-defined function (`calcEfficiencyRatio`) that
// chains math.abs + math.sum and a `[length]` history reference inside the body.
//
//@version=6
strategy("Adaptive MA Function", overlay=true, initial_capital=1000000, process_orders_on_close=false, pyramiding=1, commission_type=strategy.commission.percent, commission_value=0, slippage=0, default_qty_type=strategy.fixed, default_qty_value=1)

// === Inputs ===
len     = input.int(14, "Length", minval=2)
fastLen = input.int(2, "Fast Alpha Period", minval=1)
slowLen = input.int(30, "Slow Alpha Period", minval=5)

// === User-defined function: Kaufman Adaptive MA (KAMA-style) ===
calcEfficiencyRatio(src, length) =>
    direction = math.abs(src - src[length])
    volatilitySum = math.sum(math.abs(src - src[1]), length)
    er = volatilitySum != 0 ? direction / volatilitySum : 0
    er

// === Calculate KAMA ===
er = calcEfficiencyRatio(close, len)

fastAlpha = 2.0 / (fastLen + 1)
slowAlpha = 2.0 / (slowLen + 1)

// Scaled smoothing constant
sc = math.pow(er * (fastAlpha - slowAlpha) + slowAlpha, 2)

// KAMA
var float kama = close
kama := nz(kama[1]) + sc * (close - nz(kama[1]))

// === Trend direction ===
kamaUp   = kama > kama[1]
kamaDown = kama < kama[1]

// === Signals ===
longCond  = kamaUp and not kamaUp[1]
shortCond = kamaDown and not kamaDown[1]

if longCond
    strategy.entry("Long", strategy.long)
if shortCond
    strategy.entry("Short", strategy.short)

plot(kama, "KAMA", color=kamaUp ? color.green : color.red, linewidth=2)