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everget
20 sept. 2018 16:30

Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) 

FX:USDJPY720
U.S. Dollar/Japanese YenFXCM

Description

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Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) script.

These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA Adaptive Moving Averages).

Notes de version

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Added missed radians to degrees conversion. Thanks to @sal157011

Notes de version

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Added ribbon filling

Notes de version

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Refactored

Notes de version

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  • Fixed issue with decimal step in inputs

Notes de version

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  • Refactored

Notes de version

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  • Fixed error and refactored

Notes de version

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  • Converted to v4
  • Added alerts

Notes de version

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  • Update
Trend AnalysisMoving AveragesExponential Moving Average (EMA)ehlersmesaadaptiveAdaptive Moving Average (AMA)MESA Adaptive Moving Average (MAMA)famawaveformhilbertphase
Commentaires
sal157011
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The code is wrong because in Tradestation the function atan() returns degrees while in PineScript returns radians.
To fix the problem the result of the function in degrees must be converted into radians multiplying it by 180/pi.
You must create de variable pi= 3.14159265359 first and
line 50 mesaPeriod:= 360/atan(Im/Re) must be rewritten into mesaPeriod:= 2*pi/atan(Im/Re)
line 72 phase:=atan(Q1/I1) must be rewritten into phase:= 180/pi * atan(Q1 / I1)

note: 360º = 2*pi radians

The chart should look something like this

everget
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@sal157011, thank you. My bad.
janor123
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How would you compare this to the JMA (jurik moving average)? Have you tested/compared it?
everget
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@janor123, yup
janor123
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@everget, which one seemed better?
everget
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@janor123, I have a backtester for that
tradingview.com/script/d04pccrq-STRATEGY-Moving-Average-Crossover/

Over 60 different types of moving averages are available
AlexTail
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thnax 4 update!
everget
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@Kunzat, you're welcome!
blackcat1402
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thanks for sharing this
everget
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@blackcat1402, you're welcome
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