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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/trends_IIR/mama/Mama.md
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- MAMA (MESA Adaptive Moving Average) is a unique adaptive moving average that uses the Hilbert Transform to determine the phase rate of change of th...
- Parameterized by `fastlimit` (default 0.5), `slowlimit` (default 0.05).
- Output range: Tracks input.
- Requires `50` bars of warmup before first valid output (IsHot = true).
- **Similar:** [FRAMA](../frama/frama.md), [KAMA](../kama/kama.md) | **Complementary:** FAMA crossover | **Trading note:** MESA Adaptive MA by Ehlers; Hilbert Transform cycle-adaptive smoothing.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
MAMA (MESA Adaptive Moving Average) is a unique adaptive moving average that uses the Hilbert Transform to determine the phase rate of change of the market cycle. It produces two outputs: MAMA (the adaptive average) and FAMA (Following Adaptive Moving Average), which acts as a slower, confirming signal.
@@ -359,4 +357,4 @@ MAMA works best when combined with indicators that cover its blind spots:
5. **Precision Expectations**: Don't expect your MAMA to match TradingView or TA-Lib to the sixth decimal. It won't. Those implementations have accumulated rounding errors from 20 years of cargo-cult porting. Your values will be more accurate but numerically different. If this breaks your backtests, the backtests were fragile.
6. **Ignoring the Alpha Output**: Many traders only look at MAMA and FAMA values. The adaptive alpha itself is valuable information—it tells you how confident MAMA is in its cycle estimate. High alpha (near FastLimit) means rapid phase change and uncertainty. Low alpha (near SlowLimit) means stable, established trend.
6. **Ignoring the Alpha Output**: Many traders only look at MAMA and FAMA values. The adaptive alpha itself is valuable information—it tells you how confident MAMA is in its cycle estimate. High alpha (near FastLimit) means rapid phase change and uncertainty. Low alpha (near SlowLimit) means stable, established trend.