Индикаторы: Fractal Adaptive MACD

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Fractal Adaptive MACD:

Технический индикатор Фрактальная Адаптивная Скользящая Средняя (Fractal Adaptive Moving Average, FRAMA) был разработан Джоном Эйлерсом (John Ehlers). Этот индикатор строится на основании алгоритма экспоненциальной скользящей средней, в которой фактор сглаживания вычисляется на основании текущей фрактальной размерности ценового ряда. Достоинство индикатора FRAMA — способность следовать за сильными трендовыми движениями и очень сильно замедляться в моменты ценовых консолидаций.

Автор: Mladen Rakic

 
Automated-Trading:

Fractal Adaptive MACD:

Автор: Mladen Rakic

Hello! Why does the intersection of the 0 line in your indicator not coincide with the intersection of two FRAMA indicators?

 
Evgenii Goncharov #:

Hello! Why does the intersection of the 0 line in your indicator not coincide with the intersection of two FRAMA indicators?

You should probably read the part of the indicator description about smoothing too. But then, what do I know


 

In the MACD indicator, histograms are built in such a way that when a fast moving average crosses a slow moving average, the MACD histogram crosses the zero line. Is it possible to do the same with FRAMA?

Mladen Rakic #:

You should probably read the part of the indicator description about smoothing too. But then, what do I know


 
Evgenii Goncharov #:

In the MACD indicator, histograms are built in such a way that when a fast moving average crosses a slow moving average, the MACD histogram crosses the zero line. Is it possible to do the same with FRAMA?

Please, as I have already told,  read the indicator description

Set the smoothing period to 1

 
Mladen Rakic #:

Please, as I have already told,  read the indicator description

Set the smoothing period to 1

I am writing to you about something else. Can we make another indicator? Where the slow FRAMA is the 0 level in the histogram. As in the example above?

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