Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
FRAMA - Fractal Adaptive Moving Average for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
amibroker, moving average
Another form of moving Average that used the fractal theory and ploted by Adaptive Moving Average (AMA)
enjoy it good trading
Similar Indicators / Formulas
Hull Moving Average (HMA)
Submitted
by kaiji almost 15 years ago
Smoothed MA (SSMA)
Submitted
by kelvinhand over 11 years ago
Trend Scalping System
Submitted
by esnataraj over 14 years ago
Buff Volume Weighted Moving Averages
Submitted
by kaiji almost 15 years ago
Volume wieghted moving average
Submitted
by kaiji almost 15 years ago
Indicator / Formula
Copy & Paste Friendly
_SECTION_BEGIN("FRAMA");
// FRAMA - Fractal Adaptive Moving Average
Price = (H+L)/2;
N = Param( "N", 16, 2, 40, 2 ); // must be even **
N3 = ( HHV( High, N ) - LLV( Low, N ) ) / N;
HH = HHV( High, N / 2 ) ;
LL = LLV( Low, N / 2 );
N1 = ( HH - LL ) / ( N / 2 );
HH = HHV( Ref( High, - N/2 ), N/2 );
LL = LLV( Ref( Low, - N/2 ), N/ 2 );
N2 = ( HH - LL ) / ( N / 2 );
Dimen = IIf( N1 > 0 AND N2 > 0 AND N3 > 0, ( log( N1+N2) - log( N3 ) )/log( 2 ), Null );
alpha = exp( -4.6 * (Dimen -1 ) );
alpha = Min( Max( alpha, 0.01 ), 1 ); // bound to 0.01...1 range
Frama = AMA( Price, alpha );
Plot( Frama, "FRAMA("+N+")", colorRed, styleThick );
Plot( EMA( C, N ) , "EMA("+N+")", colorBlue );
Plot( C, "Close", colorBlack, styleCandle );
//-----------------------------------------------------------------------
//**Odd period inputs can be allowed with the inclusion of fol code :-
//if( (N % 2) != 0 ) //or if ( (N & 1) != 0 )N ++
_SECTION_END();0 comments
Leave Comment
Please login here to leave a comment.
Back