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https://github.com/mihakralj/QuanTAlib.git
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86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
77 lines
3.3 KiB
Plaintext
77 lines
3.3 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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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/mama.md
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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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