Kaufman Efficiency Ratio

Definition

Net price change over a window divided by the sum of absolute period-to-period changes.

Boundary

It is sensitive to window length, and short windows are noisy.

Role distribution

Market regimes

Common parameters

No parameter samples.

Frequent co-occurrence

• EMA8
• Cross Below5
• Cross Above5
• False Signal5
• Breakout3
• MACD3
• Momentum3
• Overbought3
• Simple Moving Average3
• Add Position2

Semantic relations

• Basis ← Rate of ChangeKaufman efficiency compares net displacement with total path length.

Evidence strategies

• 多重指标波动率交易RSI-EMA-ATR策略-Multi-Indicator-Volatility-Trading-RSI-EMA-ATR-StrategyFilter
• 基于时间序列数据的自适应动态阈值策略-Time-Series-Adaptive-Dynamic-Threshold-Strategy-Based-on-Equity-DataTrigger
• 综合技术指标策略Multi-indicator-Combination-StrategyFilterInferred
• 基于自适应移动平均线的趋势跟踪策略Trend-Following-Strategy-Based-on-Adaptive-Moving-AverageFilterInferred
• 多指标综合分析量化交易策略趋势动量与波动性协同预测模型-Multi-Indicator-Comprehensive-Analysis-Quantitative-Trading-Strategy-Trend-Momentum-and-Volatility-Collaborative-Prediction-ModelFilterInferred
• RSI-and-BBand-simultaneously-OverSoldRegimeInferred
• 移动平均线结合的高效量化交易策略The-Efficient-Quant-Trading-Strategy-CombiningFilterInferred
• 三重SMA自适应K线交叉长线策略Twisted-SMA-Adaptive-Crossover-Long-Line-StrategyFilterInferred
• HTF-锯齿形路径策略HTF-Zigzag-Path-StrategyFilterInferred
• Utility-LoggerFilterInferred
• 三均线交叉动量策略Three-SMA-Crossover-Momentum-StrategyFilterInferred
• 基于均线和移动平均的穿楼锯式止盈止损策略Floor-Crossing-Sawtooth-Profit-Stop-Strategy-Based-on-Moving-AverageFilterInferred
• MACD-V和斐波那契多时间框架动态止盈策略-MACD-V-and-Fibonacci-Multi-Timeframe-Dynamic-Take-Profit-StrategyContextInferred
• 一种定期购买加密货币的策略Simple-Holder-StrategyContextInferred
• 高频翻转百分比追踪动量策略-High-Frequency-Flip-Percentage-Tracking-Momentum-StrategyContextInferred
• 发明者APP图表测试策略ContextInferred

Corpus quotes