Shizaru

Fractal Adaptive Moving Average (real one)

Ignore the other one (it contains some errors).

On this FRAMA you can play with length, SC and FC .
Just read on below links to understand more about this super useful moving average:
  • http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/
  • http://etfhq.com/blog/2010/10/09/frama-is-it-effective/
  • http://www.quantshare.com/item-1258-fractal-adaptive-moving-average-frama
Favori Komutlardan Çıkart Favori Komutlara Ekle
//@version=2
study("Fractal Adaptive Moving Average",shorttitle="FRAMA",overlay=true)
price = input(hl2)
len = input(defval=16,minval=1)
FC = input(defval=1,minval=1)
SC = input(defval=198,minval=1)
len1 = len/2
w = log(2/(SC+1))
H1 = highest(high,len1)
L1 = lowest(low,len1)
N1 = (H1-L1)/len1
H2 = highest(high,len)[len1]
L2 = lowest(low,len)[len1]
N2 = (H2-L2)/len1
H3 = highest(high,len)
L3 = lowest(low,len)
N3 = (H3-L3)/len
dimen1 = (log(N1+N2)-log(N3))/log(2)
dimen = iff(N1>0 and N2>0 and N3>0,dimen1,nz(dimen1[1]))
alpha1 = exp(w*(dimen-1))
oldalpha = alpha1>1?1:(alpha1<0.01?0.01:alpha1)
oldN = (2-oldalpha)/oldalpha
N = (((SC-FC)*(oldN-1))/(SC-1))+FC
alpha_ = 2/(N+1)
alpha = alpha_<2/(SC+1)?2/(SC+1):(alpha_>1?1:alpha_)
out = (1-alpha)*nz(out[1]) + alpha*price
plot(out,title="FRAMA",color=blue,transp=0)

Yorumlar

I think still 1 error on line 18, is aduot Fractal Dimension ane I check for formula.

D = (Log(HL1 + HL2) – Log(HL)) / Log(2)

XXXX Note: Log(2) = Log(N / (½N)) XXXXX ___ Look at Log(2) _____

HL1 = (Max(High,½N..N) – Min(Low,½N..N)) / ½N

HL2 = (Max(High,½N) – Min(Low,½N)) / ½N

HL = (Max(High,N) – Min(Low,N)) / N

N = Periods

If D < 1 then D = 1

If D > 2 then D = 2
+1 Cevap Gönder
janfry MarcoValente
Has the @Shizaru indicator been updated with this correction?
+1 Cevap Gönder
janfry janfry
Ok MarcoValente told me that in the they found out that there is no need for this change, it's exactly the same.
Cevap Gönder
janfry janfry
...therefore the indicator works as it is.
+2 Cevap Gönder
Thanks for update on FRAMA.
Cevap Gönder
can you please explain how to use it for trading ?
+3 Cevap Gönder
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