[amibroker] Amibroker Code for MAMA adaptive moving average

["walkegra" <walkegra@xxxxxxxxxxxx>]

Easy-Language code for MAMA adaptive moving average (ref: 
www.mesasoftware.com) is posted in the files section tilted MAMA.doc.
Following is my attempted AB implementation of this code but it does 
not produce anything like the expected moving averages.  Can anyone 
point out and correct the errors in my AB code?

Thank you.


//MAMA  Adaptive MA

Pr = (H + L)/2;
FastLimit = 0.5;
SlowLimit = 0.05;

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

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

Q1 = (0.0962 * Detrender + 0.5769 * Ref(Detrender,-2) -  0.5769 * Ref
(Detrender,-4) -  0.0962 * Ref(Detrender,-6))* (0.075 * Ref(Pr,-1) + 
0.54);

I1 = Ref(Detrender,-3);

jI = (0.0962 * I1 + 0.5769 * Ref(I1,-2) -  0.5769 * Ref(I1,-4) -  
0.0962 * Ref(I1,-6))* (0.075 * Ref(Pr,-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(Pr,-1) + 0.54);

I2 = I1 - jQ;
Q2 = Q1 + jI;

I2 = 0.2 * I2 + 0.8 * Ref(I2,-1);
Q2 = 0.2 * Q2 + 0.8 * Ref(Q2,-1);

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 AND RE != 0, 360/atan(Im/Re),0);

Period = IIf(Period > 1.5 * Ref(Period,-1), 1.5 * Ref(Period,-
1),Period);
	IIf(Period < 0.67 * Ref(Period,-1),0.67 * Ref(Period,-
1),Period);
	IIf(Period < 6, 6,Period);
	IIf(Period > 50, 50, Period);

Phase = IIf(I1 != 0, atan(Q1/I1),0);
DeltaPhase = Ref(Phase,-1) - Phase;
DeltaPhase = IIf(DeltaPhase < 1, 1, DeltaPhase);
Alpha = FastLimit/DeltaPhase;
Alpha = IIf(Alpha < SlowLimit, SlowLimit, Alpha);
MAMA = Alpha * Pr;
MAMA = Alpha * Pr + (1 - Alpha) + Ref(MAMA,-1);
FAMA = 0.5 * Alpha * MAMA;
FAMA =  0.5 * Alpha * MAMA + (1 - 0.5 * Alpha) * Ref(FAMA,-1);

Plot(C,"Price",1,styleCandle);
Plot(MAMA,"MAMA",2);
Plot(FAMA,"FAMA",3);






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