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InvestitoreComune
Jun 2, 2016 8:13 AM
Fractal Adaptive Moving Average (real one)
NYMEX:CL1!
240
Crude Oil Futures
NYMEX
Description
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Jun 2, 2016 8:13 AM
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:
etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/
etfhq.com/blog/2010/10/09/frama-is-it-effective/
quantshare.com/item-1258-fractal-adaptive-moving-average-frama
Fractal Adaptive Moving Average (FRAMA)
average
Moving Averages
simple
Fractal
moving
profit
easy
easytouse
BEST
bestmovingaverage
Kaufman's Adaptive Moving Average (KAMA)
fama
Comments
bobbyxue
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Jun 2, 2016 4:40 PM
can you please explain how to use it for trading ?
MarcoValente
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Jun 14, 2016 6:20 AM
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
janfry
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Oct 27, 2016 7:26 AM
Has the @Shizaru indicator been updated with this correction?
janfry
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Oct 27, 2016 7:51 AM
Ok MarcoValente told me that in the they found out that there is no need for this change, it's exactly the same.
janfry
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Oct 27, 2016 7:52 AM
...therefore the indicator works as it is.
AMBRISH
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Jun 3, 2016 11:02 AM
Thanks for update on FRAMA.
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