FRAMA (Ehlers true modified calculation)
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Credit goes to Shizaru for the original calculation. I made just a few fixes, so that the calculation is really that of Ehlers .
Fixed H2 and L2 period, fixed w natural logarithm
Fixed H2 and L2 period, fixed w natural logarithm
dalescher
thank you for this version. One comment though, log in pine script stands for "ln"( natural logarithm). log10 stands for real "log". That's really counter intuitive at first glance
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jlseagull
Thank you for this nemozny. I am trying to convert it into Python for backtesting an algo strategy but I am confused by the calculation of OUT on line 31. How can OUT = its previous self out? I do not understand how OUT can use itself in its own calculation before it has been defined. I guess I must be missing something as your indicator works perfectly. Is there a different way to write that last calculation of out? Perhaps I could understand it better if you could break it into a few more lines. Would really appreciate it if you could! thank you
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jlseagull
jlseagull
@jlseagull, sorry I mistyped - what I mean is how can the calculation for out call out in its own definition?
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