OPEN-SOURCE SCRIPT

FRAMA (Ehlers true modified calculation)

By nemozny
Updated
Credit goes to Shizaru for the original calculation. I made just a few fixes, so that the calculation is really that of Ehlers.
Fixed H2 and L2 period, fixed w natural logarithm
Release Notes
version=2 to version=4
Release Notes
fixed input(close) that was ignored in the last version
Release Notes
Converted to v5.
Replaced the awkward log w by -4.6, as in the original white paper.
Replaced the dimen by variable assignment, to make the calculation a bit more clear.
averageehlersfractalstrategyFractal Adaptive Moving Average (FRAMA)moving

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