John Ehlers MAMA – The Mother of Adaptive Moving Average

• 12/14/2016 at 8:30 AM #18502
  fabriziomerlo

  Buongiorno Nicolas,

  come faccio a trasformare questo interessantissimo indicatore in uno screener long/short testando un incrocio di 2 medie mobili?

   

  Grazie,

  Fabrizio

  

  fabriziomerlo

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  12/14/2016 at 5:55 PM #18524
  Nicolas

  Di seguito riportiamo il codice screener della traversata MAMA sopra o sotto il FRAMA, secondo la vostra richiesta.

  Price = (High+Low)/2 Fastlimit = 0.5 SlowLimit = 0.05 if(barindex>5) then Smooth = (4*Price + 3*Price[1] + 2*Price[2] + Price[3]) / 10 Detrender = (.0962*Smooth + .5769*Smooth[2] - .5769*Smooth[4] - .0962*Smooth[6])*(.075*Period[1] + .54) Q1 = (.0962*Detrender + .5769*Detrender[2] - .5769*Detrender[4] - .0962*Detrender[6])*(.075*Period[1] + .54) I1 = Detrender[3] jI = (.0962*I1 + .5769*I1[2] - .5769*I1[4] - .0962*I1[6])*(.075*Period[1] + .54) jQ = (.0962*Q1 + .5769*Q1[2] - .5769*Q1[4] - .0962*Q1[6])*(.075*Period[1] + .54) I2 = I1 - jQ Q2 = Q1 + jI I2 = .2*I2 + .8*I2[1] Q2 = .2*Q2 + .8*Q2[1] Re = I2*I2[1] + Q2*Q2[1] Im = I2*Q2[1] - Q2*I2[1] Re = .2*Re + .8*Re[1] Im = .2*Im + .8*Im[1] If Im <> 0 and Re <> 0 then Period = 360/ATAN(Im/Re) endif If Period > 1.5*Period[1] then Period = 1.5*Period[1] endif If Period < .67*Period[1] then Period = .67*Period[1] endif If Period < 6 then Period = 6 endif If Period > 50 then Period = 50 endif Period = .2*Period + .8*Period[1] SmoothPeriod = .33*Period + .67*SmoothPeriod[1] if(I1<>0) then Phase = ATAN(Q1 / I1) endif DeltaPhase = Phase[1] - Phase If DeltaPhase < 1 then DeltaPhase = 1 endif alpha = FastLimit / DeltaPhase If alpha < SlowLimit then alpha = SlowLimit endif MAMA = alpha*Price + (1 - alpha)*MAMA[1] FAMA = .5*alpha*MAMA + (1 - .5*alpha)*FAMA[1] endif condition = MAMA crosses over FAMA or MAMA crosses under FAMA SCREENER [condition]

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  Price = (High+Low)/2 Fastlimit = 0.5 SlowLimit = 0.05   if(barindex>5) then Smooth = (4*Price + 3*Price[1] + 2*Price[2] + Price[3]) / 10 Detrender = (.0962*Smooth + .5769*Smooth[2] - .5769*Smooth[4] - .0962*Smooth[6])*(.075*Period[1] + .54)   Q1 = (.0962*Detrender + .5769*Detrender[2] - .5769*Detrender[4] - .0962*Detrender[6])*(.075*Period[1] + .54) I1 = Detrender[3]   jI = (.0962*I1 + .5769*I1[2] - .5769*I1[4] - .0962*I1[6])*(.075*Period[1] + .54) jQ = (.0962*Q1 + .5769*Q1[2] - .5769*Q1[4] - .0962*Q1[6])*(.075*Period[1] + .54)   I2 = I1 - jQ Q2 = Q1 + jI   I2 = .2*I2 + .8*I2[1] Q2 = .2*Q2 + .8*Q2[1]   Re = I2*I2[1] + Q2*Q2[1] Im = I2*Q2[1] - Q2*I2[1] Re = .2*Re + .8*Re[1] Im = .2*Im + .8*Im[1] If Im <> 0 and Re <> 0 then Period = 360/ATAN(Im/Re) endif If Period > 1.5*Period[1] then Period = 1.5*Period[1] endif If Period < .67*Period[1] then Period = .67*Period[1] endif If Period < 6 then Period = 6 endif If Period > 50 then Period = 50 endif   Period = .2*Period + .8*Period[1] SmoothPeriod = .33*Period + .67*SmoothPeriod[1]   if(I1<>0) then Phase = ATAN(Q1 / I1) endif   DeltaPhase = Phase[1] - Phase If DeltaPhase < 1 then DeltaPhase = 1 endif   alpha = FastLimit / DeltaPhase If alpha < SlowLimit then alpha = SlowLimit endif   MAMA = alpha*Price + (1 - alpha)*MAMA[1] FAMA = .5*alpha*MAMA + (1 - .5*alpha)*FAMA[1]   endif   condition = MAMA crosses over FAMA or MAMA crosses under FAMA   SCREENER [condition]

  Il file di codice è anche collegato a questo post. Godere.

   

  

  Nicolas

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  12/16/2016 at 11:02 PM #18694
  fabriziomerlo

  Grazie Mille;

  Buona serata,

  Fabrizio

  

  fabriziomerlo

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