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On 2nd thoughts, scrub round that...there's a script in the members
zone that works just fine...
--- In amibroker@xxxxxxxxxxxxxxx, "ian_rosbif" <ian_rosbif@xxx> wrote:
>
> Hi,
> I copied & translated this from
> <https://www.sierrachart.com/supportboard/archive/index.php/t-
> 17446.html>. It's not quite right though. It looks OK till you
click
> on the chart or scroll it, then it seems to re-calculate & plot a
> plateau. I'd appreciate someone else's input, as it looks as if it
> could prove quite useful.
> Cheers,
> Ian
>
> Price = Close;
> SmoothPeriod = Smooth = Detrender = Q1 = I1 = j1 = jQ = I2 = Q2 =
Re
> = Im = Period = SmoothPeriod = Phase = 0;
> FastLimit = 0.5;
> SlowLimit = 0.05;
> MAMA = 0;
> FAMA = 0;
>
> // smooth
> Smooth = (4*Price + 3*Ref(Price,-1) + 2*Ref(Price,-2) + Ref(Price,-
> 3))/10;
>
> for (i = 6; i < BarCount -1; i++)
> {
> // detrender
> Detrender[i] = (0.0962*Smooth[i] + 0.5769*Smooth[i-2] -
0.5769*Smooth
> [i-4] - 0.0962*Smooth[i-6])*(0.075*Period[i-1] + 0.54);
>
> // compute InPhase and Quadrature components
> Q1[i] = (0.0962*Detrender[i] + 0.5769*Detrender[i-2] -
> 0.5769*Detrender[i-4] - 0.0962*Detrender[i-6])*(0.075*Period[i-1] +
> 0.54);
> I1[i] = Detrender[i-3];
>
> // Advance the phase of I1 and Q1 by 90 degrees
> jI[i] = (0.0962*I1[i] + 0.5769*I1[i-2] - 0.5769*I1[i-4] - 0.0962*I1
[i-
> 6])*(0.075*Period[i-1] + 0.54);
> jQ[i] = (0.0962*Q1[i] + 0.5769*Q1[i-2] - 0.5769*Q1[i-4] - 0.0962*Q1
[i-
> 6])*(0.075*Period[i-1] + 0.54);
>
> // Phasor addition for 3 bar averaging
> I2[i] = I1[i] - jQ[i];
> Q2[i] = Q1[i] + jI[i];
>
> // Smooth the I and Q components before applying the discriminator
> I2[i] = 0.2*I2[i] + 0.8*I2[i-1];
> Q2[i] = 0.2*Q2[i] + 0.8*Q2[i-1];
>
> // Homodyne Discriminator
> Re[i] = I2[i]*I2[i-1] + Q2[i]*Q2[i-1];
> Im[i] = I2[i]*Q2[i-1] - Q2[i]*I2[i-1];
> Re[i] = 0.2*Re[i] + 0.8*Re[i-1];
> Im[i] = 0.2*Im[i] + 0.8*Im[i-1];
>
> if (Im[i] != 0.0 AND Re[i] != 0.0)
> {
> Period[i] = 360/(57.3*atan(Im[i]/Re[i]));
> }
> if (Period[i] > 1.5*Period[i-1])
> {
> Period[i] = 1.5*Period[i-1];
> }
> if (Period[i] < 0.67*Period[i-1])
> {
> Period[i] = 0.67*Period[i-1];
> }
> if (Period[i] < 6)
> {
> Period[i] = 6;
> }
> if (Period[i] > 50)
> {
> Period[i] = 50;
> }
> Period[i] = 0.2*Period[i] + 0.8*Period[i-1];
> SmoothPeriod[i] = 0.33*Period[i] + 0.67*SmoothPeriod[i-1];
>
> if (I1[i] != 0)
> {
> Phase[i] = 57.3*atan(Q1[i]/I1[i]);
> }
> DeltaPhase = Phase[i-1] - Phase[i];
>
> if (IsNull(DeltaPhase) OR DeltaPhase < 1)
> {
> DeltaPhase = 1;
> }
> alpha = FastLimit / DeltaPhase ;
> if (IsNull(alpha) OR alpha < SlowLimit)
> {
> alpha = SlowLimit;
> }
>
> MAMA[i] = alpha*Price[i] + (1 - alpha)*MAMA[i-1];
> FAMA[i] = 0.5*alpha*MAMA[i] + (1 - 0.5*alpha)*FAMA[i-1];
> }
>
> Plot(MAMA, "MAMA", colorBrightGreen, styleLine+styleThick);
> Plot(FAMA, "FAMA", colorBlue, styleLine+styleThick);
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ihumbleone" <ihumbleone@> wrote:
> >
> > Hi all,
> > Im a newbie to AFL programming.
> >
> > May you anyone kindly assist me i have been searching Amibroker
> AFL
> > Formula for for Ehlers MESA Adaptive Moving Average (MAMA and
FAMA)
> > with buy sell signals and Kaufman's Adaptive Moving Average KAMA
> but
> > in vain.
> >
> > It would be great if you can share the formulas if you have them.
> >
> >
> > "The MESA Adaptive Moving Average (MAMA) adapts to price movement
> > based on the rate of change of phase as measured by the Hilbert
> > Transform Discriminator (Technical Analysis of Stocks and
> Commodities
> > magazine, December 2000). This method features a fast attack
> average
> > and a slow decay average so that composite average rapidly
ratchets
> > behind price changes and holds the average value until the next
> > ratchet occurs." The crossing of the MAMA and FAMA lines can be
> used
> > to generate Buy and Sell signals. When the MAMA crosses above the
> > FAMA a buy signal is given. Alternatively, when the MAMA crosses
> > below the FAMA a sell signal is given.
> >
> > As for KAMA, Developed by Perry Kaufman, this indicator is a
moving
> > average that automatically adjusts its speed based on market
> > volatility.
> >
> > Sincere Thanks
> > Warmest Rgds
> > Ihumbleone
> >
>
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