Hello everyone,

i'm tryiing to convert in metastock language the modified FRAMA formula.The process is indicated here  http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/

The original FRAMA formula is:

y:=Input("sample time periods",1,1000,8);
y2:=2*y;
n1:=(HHV(H,y)-LLV(L,y))/y;
n2:=Ref((HHV(H,y)-LLV(L,y))/y,-y);
n3:=(HHV(H,y2)-LLV(L,y2))/y2;
x:=(Log(n1+n2)-Log(n3))/Log(2);
xt:=Exp(-4.6*(x-1));
x1:=If(xt<0.01,0.01,If(xt>1,1,xt));
x2:=1-x1;
If(Cum(1)=y2,
(C * x1) + (Ref(C,-1) * x2),
(C * x1) + (PREV * x2))

My modified FRAMA formula is:

y:=Input("sample time periods",1,1000,63);
Len:=Input("Lentaped",1,1000,252);
Vel:=Input("Veloceped",1,1000,126);
a:=(Len-Vel)/2;
pd:=If(a=Int(a),a,Int(a)+1);
ped:=pd+Vel;
y2:=2*y;
n1:=(HHV(H,y)-LLV(L,y))/y;
n2:=Ref((HHV(H,y)-LLV(L,y))/y,-y);
n3:=(HHV(H,y2)-LLV(L,y2))/y2;
x:=(Log(n1+n2)-Log(n3))/Log(2);
b:=Log(2/(Len+1));
xt:=Exp(b*(x-1));
OrN:=(2-xt)/xt;
NewN:=((Len-Vel)*((OrN-1)/(Len-1)))+Vel;
Newxt:=2/(NewN+1);
x1:=If(Newxt<(2/(Len+1)),2/(Len+1),If(Newxt>1,1,Newxt));
x2:=1-x1;
If(Cum(1)=y2,
(C * x1) + (Ref(ExtFml( "Forum.Sum",C ,ped )/ped,-1) * x2),
(C * x1) + (PREV * x2))

I'm not sure my formula is correct.

Could you help me?

Thanks

Roy,

"Ehlers rigidly set the FRAMA to shift between a Fast EMA of 1 period (lets call it FC) and a Slow EMA of 198 days (lets call it SC)".

"With the modified version i want to be able to specifically define the “FC” and “SC” of my choice".

(http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/)

But i’m not sure if I’ve correctly written the formula.