Shizaru

Fractal Adaptive Moving Average (real one)

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:
  • http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/
  • http://etfhq.com/blog/2010/10/09/frama-is-it-effective/
  • http://www.quantshare.com/item-1258-fractal-adaptive-moving-average-frama
从常用脚本中删除 添加到常用脚本
//@version=2
study("Fractal Adaptive Moving Average",shorttitle="FRAMA",overlay=true)
price = input(hl2)
len = input(defval=16,minval=1)
FC = input(defval=1,minval=1)
SC = input(defval=198,minval=1)
len1 = len/2
w = log(2/(SC+1))
H1 = highest(high,len1)
L1 = lowest(low,len1)
N1 = (H1-L1)/len1
H2 = highest(high,len)[len1]
L2 = lowest(low,len)[len1]
N2 = (H2-L2)/len1
H3 = highest(high,len)
L3 = lowest(low,len)
N3 = (H3-L3)/len
dimen1 = (log(N1+N2)-log(N3))/log(2)
dimen = iff(N1>0 and N2>0 and N3>0,dimen1,nz(dimen1[1]))
alpha1 = exp(w*(dimen-1))
oldalpha = alpha1>1?1:(alpha1<0.01?0.01:alpha1)
oldN = (2-oldalpha)/oldalpha
N = (((SC-FC)*(oldN-1))/(SC-1))+FC
alpha_ = 2/(N+1)
alpha = alpha_<2/(SC+1)?2/(SC+1):(alpha_>1?1:alpha_)
out = (1-alpha)*nz(out[1]) + alpha*price
plot(out,title="FRAMA",color=blue,transp=0)

评论

can you please explain how to use it for trading ?
+6 回复
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
+2 回复
janfry MarcoValente
Has the @Shizaru indicator been updated with this correction?
+2 回复
janfry janfry
Ok MarcoValente told me that in the they found out that there is no need for this change, it's exactly the same.
回复
janfry janfry
...therefore the indicator works as it is.
+2 回复
Thanks for update on FRAMA.
回复
首页 股票筛选器 外汇筛选器 加密货币筛选器 财经日历 如何运作 图表功能 价格 推荐朋友 网站规则 帮助中心 网站 & 经纪商解决方案 插件 图表解决方案 轻量图表库 博客 & 新闻 Twitter
概览 个人资料设置 账户和账单 推荐朋友 代币 我的客服工单 帮助中心 已发表观点 粉丝 正在关注 私人消息 在线聊天 退出