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lucidreamer15
2022年4月4日午後4時14分

IchiMAMA (Experimental) 

Ethereum / TetherUS PERPETUAL CONTRACTBinance

詳細

Goichi Hosoda's "Ichimoku Kinkō Hyō" is a widely used Trend Following indicator and can be defined as a "system" rather than an indicator.

Published in the late 1960's, consisting of 5 lines.

TenkanSen (Conversion Line) = [Highest High + Lowest Low/2] of the last 9 bars
KijunSen (Base Line) = [Highest High + Lowest Low/2] of the last 26 bars
SenkouSpanA (Leading Span A) = Average of Tenkan&KijunSen shifted -> 26 bars
SenkouSpanB (Leading Span B) = [Highest High + Lowest Low/2] of the last 52 bars
ChikouSpan (Lagging Span) = Price shifted <- 26 bars

On the other hand, Mesa Adaptive Moving Average developed by John Ehlers around early 2000's shows similarities with Hosoda's Tenkan and KijunSen using a different calculation method. For futher info: mesasoftware.com/papers/MAMA.pdf

I find MAMA superior to TenkanSen and KijunSen in terms of crossing signals.

Ichimoku:


Thus, decided to replace TenkanSen and KijunSen of regular Ichimoku with MAMA&FAMA of Ehlers and calculated SenkouSpanA accordingly. SenkouSpanB and ChikouSpan stays the same as per Ichimoku's logic. (Periods are 30 by default for cryptocurrencies. If stocks then 26)

IchiMAMA:


This is purely experimental and educational. Hope you'll like it :)

I'd like to thank @everget for MAMA&FAMA
and @KivancOzbilgic for Ichimoku Kinkō Hyō and Volume Based Colored Bars


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exzenty
emeğinize sağlık ustad senden bı konuda yardımcı olursanız sevinirim lonesometheblue hocamıza benim adıma dm atabilirmisin indikatör erişimi için 😊
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