Hareketli Ortalama Fractal AMA (FRAMA)

Fractal AMA (FRAMA)

D:=Input("Period of Fractal AMA (even 2!)",4,60,16);
Pr:=(H+L)/2;
N3:=(HHV(H,D)-LLV(L,D))/D;
N2:=(HHV(H,D/2)-LLV(L,D/2))/(D/2);
N1:=(Ref(HHV(H,D/2),-D/2)-Ref(LLV(L,D/2),-D/2))/(D/2);
Dimen:=If(N1>0 AND N2>0 AND N3>0, (Log(N1+N2)-Log(N3))/Log(2),0);
alpha:=Exp(-4.6*(Dimen-1));
SC:=If(alpha<.01, .01, If(alpha>1, 1, alpha));
FRAMA:=if(Cum(1)<=2*D, Pr, Pr*SC+PREV*(1-SC));
FRAMA;