indicator · on price · protected
Fractal Adaptive Moving Average
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About
Fractal Adaptive Moving Average (FRAMA) estimates the local Hurst exponent via the ratio of half-window to full-window ranges and sets an EMA smoothing constant from it. Very smooth in trends, very flat in ranges.
- Use a even
Length(default 16) so half/quarter ranges are integers. - Best on noisy intraday charts and on assets with frequent regime shifts.
- Excellent as a slow leg in a crossover system.
Source code
The author chose to keep this script's code private. You can still add it to your chart, change its inputs, backtest it and create alerts from it — it runs on Deepwick's servers.
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