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plot commands for MAMA/FAMA:-
Plot(sbMAMA(C,0.5,0.005),"MAMA",4,1);
Plot(sbFAMA,"FAMA",6,1);
in tools plug-ins make sure you have loaded plug-in
named "indicators".
--- walkegra <walkegra@xxxxxxxxxxxx> wrote:
> 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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