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MESA Adaptive Moving Average (MAMA)

Created by John Ehlers, the MAMA indicator is a 5-period adaptive moving average of high/low price that uses classic electrical radio-frequency signal processing algorithms to reduce noise. [Discuss]

// usage
IEnumerable<MamaResult> results =
  quotes.GetMama(fastLimit, slowLimit);

Parameters

fastLimit double - Fast limit threshold. Must be greater than slowLimit and less than 1. Default is 0.5.

slowLimit double - Slow limit threshold. Must be greater than 0. Default is 0.05.

Historical quotes requirements

You must have at least 50 periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<MamaResult>

• This method returns a time series of all available indicator values for the quotes provided.
• It always returns the same number of elements as there are in the historical quotes.
• It does not return a single incremental indicator value.
• The first 5 periods will have null values for Mama since there’s not enough data to calculate.

Convergence warning: The first 50 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

MamaResult

Date DateTime - Date from evaluated TQuote

Mama decimal - MESA adaptive moving average (MAMA)

Fama decimal - Following adaptive moving average (FAMA)

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(qty)

See Utilities and helpers for more information.

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = quotes
    .Use(CandlePart.HL2)
    .GetMama(..);

Results can be further processed on Mama with additional chain-enabled indicators.

// example
var results = quotes
    .GetMama(..)
    .GetRsi(..);