[RT] Gen - Ehler's MamaFama from Sept TASC

["BobR" <bobrabcd@xxxxxxxxxxxxx>]

Plots two lines that trend with price and cross over near turning points.

{by John Ehlers TASC September 2001}

Inputs:  Price((H+L)/2),FastLimit(0.5),SlowLimit(0.05);
Vars:
 Smooth(0),
 Detrender(0),
 I1(0),
 Q1(0),
 jI(0),
 jQ(0),
 I2(0),
 Q2(0),
 Re(0),
 Im(0),
 Period(0),
 SmoothPeriod(0),
 Phase(0),
 DeltaPhase(0),
 alpha(0),
 MAMA(0),
 FAMA(0);

If CurrentBar>5 then begin
 Smooth=(4*Price+3*Price[1]+2*Price[2]+Price[3])/10;

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

{Compute InPhase and Quadrature components}
Q1=(0.0962*Detrender+0.5769*Detrender[2]-0.5769*Detrender[4]-0.0962*Detrende
r[6])*(0.075*Period[1]+0.54);
I1=Detrender[3];

{Advance the phase of I1 and Q1 by 90 degrees}
jI=(0.0962*I1+0.5769*I1[2]-0.5769*I1[4]-0.0962*I1[6])*(0.075*Period[1]+0.54)
;
jQ=(0.0962*Q1+0.5769*Q1[2]-0.5769*Q1[4]-0.0962*Q1[6])*(0.075*Period[1]+0.54)
;

{Phasor addition for 3-bar averaging}
I2=I1-jQ;
Q2=Q1+jI;

{Smooth the I and Q components before applying the discriminator}
I2=0.2*I2+0.8*I2[1];
Q2=0.2*Q2+0.8*Q2[1];

{Homodyne Discriminator}
Re=I2*I2[1]+Q2*Q2[1];
Im=I2*Q2[1]-Q2*I2[1];
Re=0.2*Re+0.8*Re[1];
Im=0.2*Im+0.8*Im[1];
If Im<>0 and Re<>0 then Period=360/ArcTangent(Im/Re);
If Period>1.5*Period[1] then Period=1.5*Period[1];
If Period<0.67*Period[1] then Period=0.67*Period[1];
If Period<6 then Period=6;
If Period>50 then Period=50;
Period=0.2*Period+0.8*Period[1];
SmoothPeriod=0.33*Period+0.67*SmoothPeriod[1];

If I1<>0 then Phase=(ArcTangent(Q1/I1));
DeltaPhase=Phase[1]-Phase;
If DeltaPhase<1 then DeltaPhase=1;
alpha=FastLimit/DeltaPhase;
If alpha<SlowLimit then alpha=SlowLimit;
If alpha>FastLimit then alpha=FastLimit;
MAMA=alpha*Price+(1-alpha)*MAMA[1];
FAMA=0.5*alpha*MAMA+(1-0.5*alpha)*FAMA[1];

Plot1(MAMA,"MAMA");
Plot2(FAMA,"FAMA");

End;


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