Moyenne Mobile Adaptative MESA (MAMA)

IkkeOmar

Updated my previous algo on the Adaptive Trend lines, however I have added new functionalities and sorted out the settings. You can now switch between normalized and non-normalized settings, the colors have also been updated and look much better. The MAMA and FAMA These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA...

lucidreamer15

Goichi Hosoda's "Ichimoku Kinkō Hyō" is a widely used Trend Following indicator and can be defined as a "system" rather than an indicator. Published in the late 1960's, consisting of 5 lines. TenkanSen (Conversion Line) = of the last 9 bars KijunSen (Base Line) = of the last 26 bars SenkouSpanA (Leading Span A) = Average of Tenkan&KijunSen shifted -> 26...

lastguru Mis à jour 

A complimentary indicator to my Adaptive MA constructor. It calculates the difference between the two MA lines (inspired by the Moving Average Difference (MAD) indicator by John F. Ehlers). You can then further smooth the resulting curve. The parameters and options are explained here: The difference is normalized by dividing the difference by twice its Root mean...

lastguru Mis à jour 

Adaptive Moving Averages are nothing new, however most of them use EMA as their MA of choice once the preferred smoothing length is determined. I have decided to make an experiment and separate length generation from smoothing, offering multiple alternatives to be combined. Some of the combinations are widely known, some are not. This indicator is based on my...

lastguru Mis à jour 

Collection of Dominant Cycle estimators. Length adaptation used in the Adaptive Moving Averages and the Adaptive Oscillators try to follow price movements and accelerate/decelerate accordingly (usually quite rapidly with a huge range). Cycle estimators, on the other hand, try to measure the cycle period of the current market, which does not reflect price movement...

lastguru Mis à jour 

Collection of dynamic length adaptation algorithms. Mostly from various Adaptive Moving Averages (they are usually just EMA otherwise). Now you can combine Adaptations with any other Moving Averages or Oscillators (see my other libraries), to get something like Deviation Scaled RSI or Fractal Adaptive VWMA. This collection is not encyclopaedic. Suggestions are...

UnknownUnicorn19826629 Mis à jour 

This is a strategy based on the TEMA and Ehler's MAMA moving averages. Crosses of the fast and slow TEMA are commonly used for entry and exit strategies. The Ehler's Mesa Adaptive Moving Average is a trend-following price indicator that uses a Hilbert Transform. Having plotted both TEMA and eMAMA side-by-side for some time, I noticed a pattern where the...

blackcat1402 Mis à jour 

Level: 2 Background John F. Ehlers introuced MESA Adaptive Moving Average-a.k.a "MAMA" in his "Rocket Science for Traders" chapter 17. Forgive the whimsy of the name Dr. Ehlers attached to this unique indicator, but with that name he is sure you will always remember it, like KAMA and VIDYA. Function blackcat L2 Ehlers MESA Adaptive Moving Average-a.k.a...

RodrigoKazuma Mis à jour 

Hello folks! In my search for new ways to get faster and better market responses, I found this brilliant Indicator here on Trading View. I rewrite all the code with my own functions and styles. So... This is my adaptation to excellent script "Momentum adjusted Moving Average by DGT" from the user dgtrd In dgtrd's words: "A brand new Moving Average,...

cheatcountry Mis à jour 

The Mother Of Adaptive Moving Averages was created by John Ehlers (Rocket Science For Traders pgs 182-183) and this is definitely my favorite Ehlers moving average script. This works as a trend indicator and a typical moving average. When the mama is above the fama then the stock is in an uptrend and vice versa. Of course it is also good when the price is above...

rumpypumpydumpy Wizard

.. chameleon 🎵 Uses Kaufmann's Efficiency Ratio to generate adaptive inputs for Ehler's MAMA/FAMA. Alphas from the Hilbert transform are then used in place for the KAMA calculation. Original MAMA/FAMA by everget : link -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA

DasanC Mis à jour 

Intro One of Ehlers most well-known indicators! I've seen many variations of this on TradingView, however, none seem to be true to the original released by Ehlers himself. I've taken it upon myself to simply translate the MAMA into Pinescript, instead of re-writing like some others have done. You can use it as a very effective & adaptive moving average with...

KivancOzbilgic Wizard

MESA Adaptive Moving Average aka: Mother of Adaptive Moving Averages: The MESA Adaptive Moving Average ( MAMA ) adapts to price movement in an entirely new and unique way. The adapation is based on the rate change of phase as measured by the Hilbert Transform Discriminator I have previously described.1 The advantage of this method of adaptation is that it...

everget Wizard Mis à jour 

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).

vosechu

Mama/Fama with ekronin's fix: www.tradingview.com

Shizaru

etfhq.com Overall the D-AMA produced results that were near identical to that of the FRAMA but the D-AMA is a slightly faster average. It is very difficult to pick between the FRAMA and the D-AMA but becuase the FRAMA offers a slightly longer trade duration it the best Moving Average we have tested so far.

LazyBear Wizard

Another one to add to Ehlers collection. 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. 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...