FRAMA — Fractal Adaptive MA
Ehlers' Fractal Adaptive Moving Average. It estimates the fractal dimension of recent price action from the ranges of two half-windows and the full window. Trending price (dimension near 1) makes the average fast; ragged, sideways price (dimension near 2) makes it slow. A slow-limit input keeps it from freezing completely in ranges.
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How to use it
Close above a rising FRAMA = bullish, below a falling FRAMA = bearish. Arrows mark closes crossing the line once it has turned. Length 16 is Ehlers' value (must be even); the slow limit of 200 bars caps how flat it may get (classic FRAMA would allow ~ 400+). Concept: J. Ehlers, "FRAMA — Fractal Adaptive Moving Average", Stocks & Commodities (Oct 2005).
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