Code: Select all

// FractalAMA
//
// Description:  Fractal Adaptive Moving Average - by John Ehlers
// Version 1.1 7/17/2006
//
// Heavily modified and reprogrammed by Matt Kennel (mbkennelfx@gmail.com)
//
// Notes:
// October 2005 Issue - "FRAMA - Fractal Adaptive Moving Average"
//  Length will be forced to be an even number. Odd numbers will be bumped up to the
//  next even number.
// Formula Parameters:     Defaults:
// RPeriod                              16

#property  copyright "Copyright © 2005, MrPip "  // and mbkennel
#property  link      "http://www.metaquotes.net/"

Code: Select all

enum maTypes
{
   ma_sma,     // Simple Moving Average - SMA
   ma_ema,     // Exponential Moving Average - EMA
   ma_smma,    // Smoothed Moving Average - SMMA
   ma_lwma,    // Linear Weighted Moving Average - LWMA
   ma_dsema,   // double smoothed exponential moving average - DSEMA
   ma_dema,    // double exponential moving average - DEMA
   ma_tema,    // tripple exponential moving average - TEMA
   ma_pwma,    // parabolic weighted moving average - PWMA
   ma_alxma,   // Alexander moving average - ALXMA
   ma_vwma,    // volume weighted moving average - VWMA
   ma_hull,    // Hull moving average - HMA
   ma_tma,     // triangular moving average
   ma_sine,    // sine weighted moving average
   ma_linr,    // linear regression value - LSMA
   ma_ie2,     // IE/2
   ma_nlma,    // non lag moving average
   ma_zlma,    // zero lag moving average
   ma_lead,    // leader exponential moving average
   ma_ssm,     // super smoother
   ma_smoo     // smoother
};

Code: Select all

enum ENUM_MA_MODE
{
   ALMA,                // Arnaud Legoux Moving Average
   IE_2,                // Combination of LSMA and ILRS
   EMA,                 // Exponential Moving Average
   DEMA,                // Double Exponential Moving Average by P.Mulloy
   TEMA,                // Triple Exponential Moving Average by P.Mulloy
   DsEMA,               // Double Smoothed EMA
   TsEMA,               // Triple Smoothed EMA
   EWMA,                // Exponential Weighted Moving Average
   GeoMean,             // Geometric Mean
   HMA,                 // Hull Moving Average by A.Hull
   ITrend,              // Instantaneous Trendline by J.Ehlers
   ILRS,                // Integral of Linear Regression Slope
   Laguerre,            // Laguerre filter by J.Ehlers
   LWMA,                // Linear Weighted Moving Average
   LSMA,                // Least Square Moving Average (or EPMA, Linear Regression Line)
   JSmooth,             // M.Jurik's Smoothing
   MD,                  // McGinley Dynamic
   Median,              // Moving Median
   REMA,                // Regularized EMA by C.Satchwell
   Decycler,            // Simple Decycler by J.Ehlers
   SMA_eq,              // Simplified SMA
   SMA,                 // Simple Moving Average
   SineWMA,             // Sine Weighted Moving Average
   SMMA,                // Smoothed Moving Average
   SuperSmu,            // SuperSmoother by J.Ehlers
   T3_basic,            // T3 by T.Tillson (original version)
   T3,                  // T3 by T.Tillson (correct version)
   BF3P,                // Three-pole modified Butterworth filter by J.Ehlers
   BF2P,                // Two-pole modified Butterworth filter by J.Ehlers
   TriMA,               // Triangular Moving Average
   TriMAgen,            // Triangular Moving Average generalized by J.Ehlers
   VWMA,                // Volume Weighted Moving Average
   VEMA,                // Volume-weighted Exponential Moving Average(V-EMA)
   eVWMA,               // Modified eVWMA
   Wilder,              // Wilder Exponential Moving Average
   ZeroLagEMA,          // Zero-Lag Exponential Moving Average
};