mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 10:08:05 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
76 lines
3.2 KiB
Plaintext
76 lines
3.2 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("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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if fastLimit < slowLimit or fastLimit <= 0 or slowLimit < 0
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runtime.error("MAMA: fastLimit must be > slowLimit > 0")
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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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