Fractal Adaptive Moving Average (FRAMA)

Measures the fractal dimension of the price curve over the interval and adapts its smoothing accordingly: it hugs prices almost one-to-one when they travel in a straight line and turns as sluggish as a 200-period average in dense congestion, flattening out whipsaws.

Live Demo

Pick a market regime to see how FRAMA(16) reacts:

Usage

import {FRAMA} from 'trading-signals';
 
// FRAMA yields results once 16 inputs have been added
const frama = new FRAMA(16);