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Fractal MACD

The FRAMACD indicator is a modern analog of the classic MACD, with the only difference that FRAMACD is based on Fractal Adaptive Moving Averages instead of the usual MA. (Here we use not the conventional "Fractals" by Bill Williams, but the real mathematical Fractal Theory and Fractal Dimension Formula by Hurst)

Fractal Adaptive Moving Average (FRAMA) was developed by John Ehlers. This indicator is built on the basis of the exponential moving average algorithm, where the smoothing factor is calculated based on the current fractal dimension of the price range. The FRAMA indicator follows strong trend movements and slows down significantly during price consolidation.

Fractal theory allows adapting the moving average to different market conditions. The indicator can be used both for visual analysis and for creating trading algorithms.

All types of analysis used to work with the conventional MACD can be applied to this indicator as well.


Input parameters

  • Fast FRAMA Period - period of the fast Fractal Adaptive Moving Average.
  • FastPriceType - price type for the fast Fractal Adaptive Moving Average.
  • Slow FRAMA Period - period of the slow Fractal Adaptive Moving Average.
  • SlowPriceType - price type for the slow Fractal Adaptive Moving Average.
  • Signal SMA Period - period of the signal moving average.
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