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] 💬

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

Parameters

param	type	description
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

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

property	type	description
Timestamp	DateTime	Date from evaluated TBar
Mama	double	MESA adaptive moving average (MAMA)
Fama	double	Following adaptive moving average (FAMA)

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(removePeriods)

See Utilities and helpers for more information.

Chaining

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

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

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

// 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:

MamaList mamaList = new(fastLimit, slowLimit);

foreach (IBar bar in bars)  // simulating stream
{
  mamaList.Add(bar);
}

// based on `ICollection<MamaResult>`
IReadOnlyList<MamaResult> results = mamaList;

Subscribe to a BarHub for advanced streaming scenarios:

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

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<MamaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.