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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
74 lines
3.1 KiB
Plaintext
74 lines
3.1 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Ehlers MESA Adaptive Moving Average (MAMA)", "MAMA", overlay=true)
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//@function Calculates MAMA and FAMA using Ehlers' MESA adaptive algorithm
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//@param source Series to calculate MAMA from
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//@param fastLimit Maximum rate of adaptation (0.5 typical)
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//@param slowLimit Minimum rate of adaptation (0.05 typical)
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//@returns [mama, fama] array containing MAMA and FAMA values
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//@optimized Uses Hilbert Transform phase detection for O(1) complexity per bar
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mama(series float source, float fastLimit=0.5, float slowLimit=0.05) =>
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var float mama_val = na
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var float fama_val = na
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var float period = 0.0
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var float phase = 0.0
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var float smooth = na
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var float dt = na
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var float I1 = 0.0
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var float Q1 = 0.0
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var float I2 = 0.0
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var float Q2 = 0.0
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var float Re = 0.0
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var float Im = 0.0
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float TWOPI = 2.0 * math.pi
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float c1 = 0.0962
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float c2 = 0.5769
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float price = not na(source[3]) ? (4.0 * source + 3.0 * source[1] + 2.0 * source[2] + source[3]) / 10.0 : not na(source[2]) ? (4.0 * source + 3.0 * source[1] + 2.0 * source[2]) / 9.0 : not na(source[1]) ? (4.0 * source + 3.0 * source[1]) / 7.0 : source
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if na(mama_val)
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mama_val := price
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fama_val := price
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smooth := price
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else
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smooth := (4.0 * price + 3.0 * price[1] + 2.0 * price[2] + price[3]) / 10.0
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float padj = 0.075 * period + 0.54
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dt := (c1 * smooth + c2 * smooth[2] - c2 * smooth[4] - c1 * smooth[6]) * padj
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I1 := dt[3]
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Q1 := (c1 * dt + c2 * dt[2] - c2 * dt[4] - c1 * dt[6]) * padj
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float jI = (c1 * I1 + c2 * I1[2] - c2 * I1[4] - c1 * I1[6]) * padj
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float jQ = (c1 * Q1 + c2 * Q1[2] - c2 * Q1[4] - c1 * Q1[6]) * padj
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I2 := 0.2 * (I1 - jQ) + 0.8 * I2[1]
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Q2 := 0.2 * (Q1 + jI) + 0.8 * Q2[1]
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Re := 0.2 * (I2 * I2[1] + Q2 * Q2[1]) + 0.8 * Re[1]
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Im := 0.2 * (I2 * Q2[1] - Q2 * I2[1]) + 0.8 * Im[1]
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if Im != 0.0 and Re != 0.0
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period := TWOPI / math.atan(Im / Re)
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period := 0.2 * math.max(6.0, math.min(50.0, period)) + 0.8 * period[1]
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if I1 != 0.0
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phase := math.atan(Q1 / I1)
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float deltaPhase = phase[1] - phase
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if deltaPhase >= 1.0
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deltaPhase := 0.0
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if deltaPhase < 0.0
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deltaPhase += TWOPI
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float alpha = math.min(fastLimit, math.max(slowLimit, fastLimit / math.pow(deltaPhase / 0.5, 2)))
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float oneMinusAlpha = 1.0 - alpha
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mama_val := alpha * price + oneMinusAlpha * mama_val[1]
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fama_val := 0.5 * alpha * mama_val + (1.0 - 0.5 * alpha) * fama_val[1]
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[mama_val, fama_val]
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_fastLimit = input.float(0.5, "Fast Limit", minval=0.01, maxval=0.99, step=0.01)
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i_slowLimit = input.float(0.05, "Slow Limit", minval=0.001, maxval=0.5, step=0.01)
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// Calculation
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[mama_value, fama_value] = mama(i_source, i_fastLimit, i_slowLimit)
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// Plot
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plot(mama_value, "MAMA", color=color.yellow, linewidth=2)
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plot(fama_value, "FAMA", color=color.yellow, linewidth=2)
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