Fractal Adaptive Moving Average

19 במאי 2016

Settings:

• FRAMA: blue line, SC = 252, FC = 40, length = 252
  
• EMA: orange line, length = 50
  

FRAMA seems to be the evolution of the current and much-used EMA. The basic strategy is simple: long if the price crosses up the line, short or exit if vice versa.
The main difference between EMA and FRAMA is that the first one seems to lag much more than the first one, as we can see from the chart below (crude oil daily chart)

FYI

• etfhq.com/blog/2010/10/09/frama-is-it-effective/
• quantstrattrader.wordpress.com/2014/06/22/the-continuing-search-for-robust-momentum-indicators-the-fractal-adaptive-moving-average/