Fractal AMA indicator

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Fractal AMA indicator

Postby Alexander.Gettinger » Sat Aug 18, 2018 9:18 pm

Formulas:
AMA[i]=Alpha*Close[i]+(1-Alpha)*AMA[i-1],
Signal[i]=AlphaS*AMA[i]+(1-AlphaS)*Signal[i-1], where
Aplha=Exp(-Multiplier*(DE-1)),
AlphaS=Exp(-SMultiplier*(DE-1)),
DE=(ln(R1+R2)-ln(R3))/ln(2),
R1 - price range from (i-Period/2) to i,
R2 - price range from (i-i-Period) to (i-Period/2),
R3 - price range from (i-Period) to i.

FractalAMA.PNG


Download:
FractalAMA_JS.jsl
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Alexander.Gettinger
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