stock indicatorsfor .NET

MESA Adaptive Moving Average (MAMA) ​

Created by John Ehlers, the MAMA indicator is a 5-period adaptive moving average of high/low price that uses classic electrical radio-frequency signal processing algorithms to reduce noise. [Discuss] 💬

Loading chart data...
csharp
// C# usage syntax
IReadOnlyList<MamaResult> results =
  bars.ToMama(fastLimit, slowLimit);

Parameters ​

paramdescription
fastLimit
double		Fast limit threshold. Must be greater than slowLimit and less than 1. Default is 0.5.
slowLimit
double		Slow limit threshold. Must be greater than 0. Default is 0.05.

Historical price bars requirements ​

You must have at least 50 periods of bars to cover the warmup and convergence periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<MamaResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first 5 periods will have null values for Mama since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first 50 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

MamaResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Mama
double?		MESA adaptive moving average (MAMA)
Fama
double?		Following adaptive moving average (FAMA)

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToMama(..);

Results can be further processed on Mama with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToMama(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
MamaList mamaList = new(fastLimit, slowLimit);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => mamaList.Add(bar);

// based on `ICollection<MamaResult>`; fills as the handler runs
IReadOnlyList<MamaResult> results = mamaList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
MamaHub observer = barHub.ToMamaHub(fastLimit, slowLimit);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<MamaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.