Any Trade Station Coders Out There?

[Tom McDaniel <tmtempe@xxxx>]

Hi all-

I have attempted to code John Ehlers' Mesa Adaptive Moving Averages
(MAMA) from the TradeStation code presented in the September 2001 issue
of Technical Analysis of Stocks and Commodities. The code is presented
below. The results appear to be off by perhaps a scaling factor (or
something(?!).

I also do not claim to be proficient with AFL so there could be some
glaring errors there.

Any help or suggestions would be appreciated.

Regards,
-Tom McDaniel

/* MESA Adaptive Moving Averages (MAMA) */
/* and Following Adaptive Moving Average (FAMA) */
/* From John Ehlers' article in Sept. 2001 issue of */
/* Technical Analysis of Stocks and Commodities */
/* AFL code by T. L. McDaniel, August, 2001 */

FastLimit = 0.5;
SlowLimit = 0.05;
Value = ((H+L)/2);
Period = 0;
SmoothPeriod = 0;
Phase = 0;
MAMA = 0;
FAMA = 0;

/* Plot OHLC */
Graph0Style = 128;
Graph0 = Close;

/* CurrentBar ? */
Smooth = (4*Value+3*(Ref(Value,-1))+2*(Ref(Value,-2))+Ref(Value,-3))/10;

Detrender = (0.0962*Smooth + 0.5769*Ref(Smooth,-2) -
0.5769*Ref(Smooth,-4) - 0.0962*Ref(Smooth,-6))*(0.075*Ref(Period,-1) +
0.54);

/* Compute InPhase and Quadriture Components */
Q1 = (0.0962*Detrender + 0.5769*(Ref(Detrender,-2)) -
0.5769*(Ref(Detrender, -4)) - 0.0962*(Ref(Detrender,
-6)))*(0.075*(Ref(Period,-1) + 0.54));
I1 = Ref(Detrender,-3);

/* Advance the Phase of I1 and Q1 by 90 degrees */
J1 = (0.0962*I1 + 0.5769*(Ref(I1,-2)) - 0.5769*(Ref(I1,-4)) -
0.0962*(Ref(I1,-6)))*(0.075*(Ref(Period,-1)) + 0.54);
JQ = (0.0962*Q1 + 0.5769*(Ref(Q1,-2)) - 0.5769*(Ref(Q1,-4)) -
0.0962*(Ref(Q1,-6)))*(0.075*(Ref(Period,-1)) + 0.54);

/* Phasor addition for three bar averaging */
I2 = I1 - JQ;
Q2 = Q1 + J1;

/* Smooth the I and Q components before applying the discriminator */
I2 = 0.2*I2 + 0.8*(Ref(I2,-1));
Q2 = 0.2*Q2 + 0.8*(Ref(Q2,-1));

/* Homodyne Discriminator */
Re = I2*(Ref(I2,-1)) + Q2*(Ref(Q2,-1));
Im = I2*(Ref(Q2,-1)) - Q2*(Ref(I2,-1));
Re = 0.2*Re + 0.8*(Ref(Re,-1));
Im = 0.2*Im +0.8*(Ref(Im,-1));
Period = Iif((((Im > 0) or (Im < 0) )and ((Re < 0) or (Re > 0))),
360/Atan(Im/Re),0);
Period = Iif(Period > 1.5*(Ref(Period,-1)), 1.5*(Ref(Period,-1)),
Period);
Period = Iif(Period < 0.67*(Ref(Period,-1)), 0.67*(Ref(Period,-1)),
Period);
Period = Iif(Period < 6, 6, Period);
Period = Iif(Period > 50, 50, Period);
Period = 0.2*Period + 0.8*(Ref(Period,-1));
SmoothPeriod = 0.33*Period + 0.67*(Ref(SmoothPeriod,-1));

Phase = Iif(I1 < 0 or I1 > 0, Atan(Q1/I1), Phase);
DeltaPhase = Ref(Phase, -1) - Phase;
DeltaPhase = Iif(DeltaPhase < 1, 1, DeltaPhase);
alpha = FastLimit/DeltaPhase;
alpha = Iif(alpha < SlowLimit, SlowLimit, alpha);
alpha = Iif(alpha > FastLimit, FastLimit, alpha);
MAMA = alpha * Value + (1 - alpha)*(Ref(MAMA,-1));
FAMA = 0.5 * alpha * MAMA + (1- 0.5 * alpha)*(Ref(FAMA,-1));

/* Plot MAMA */
Graph1Style = 1;
Graph1 = MAMA;
Graph2Style = 1;
Graph2 = FAMA;