Class FramaRTIndicator

java.lang.Object
com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
All Implemented Interfaces:
Resettable, RTIndicator
public class FramaRTIndicator extends AbstractRTIndicator
Fractal Adaptive Moving Average (FRAMA) by John Ehlers.

Adapts the EMA smoothing factor based on the fractal dimension of price: 

  N1 = (max(first half) - min(first half)) / (N/2)
  N2 = (max(second half) - min(second half)) / (N/2)
  N3 = (max(full) - min(full)) / N
  D  = (ln(N1 + N2) - ln(N3)) / ln(2)
  alpha = exp(-4.6 * (D - 1))   clamped to [0.01, 1.0]
  FRAMA = alpha * price + (1 - alpha) * prevFRAMA

When prices are trending (D near 1), alpha is high and FRAMA reacts quickly. When prices are noisy (D near 2), alpha is very small and FRAMA is smooth.

  • Constructor Details

    • FramaRTIndicator

      public FramaRTIndicator()

    • FramaRTIndicator

      public FramaRTIndicator(int periods)

  • Method Details

    • getPeriods

      public int getPeriods()

    • getFractalDimension

      public double getFractalDimension()

    • getAlpha

      public double getAlpha()

    • isReady

      public boolean isReady()
      Description copied from interface: RTIndicator
      Returns whether this indicator has received enough data to produce meaningful values.

      During the warmup period, RTIndicator.getValue() may return 0 or a partial estimate that should not be used for trading decisions. Once this method returns true, the indicator's output is statistically valid.

      The default implementation returns true for backward compatibility. Indicators with warmup requirements should override this method.

      For composite indicators (e.g. Bollinger Bands, MACD), readiness is determined by the slowest internal component.

      Returns:
      true if the indicator has completed its warmup period

    • reset

      public void reset()
      Specified by:
      reset in interface Resettable
      Overrides:
      reset in class AbstractRTIndicator

    • update

      public double update(double newValue)
      Specified by:
      update in interface RTIndicator
      Overrides:
      update in class AbstractRTIndicator