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 havenull
values forMama
since there’s not enough data to calculate.
âšž 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
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(..);