Implement Mesa Adaptive Moving Average (MAMA) Indicator #8428
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- Implemented the MAMA indicator. - Created methods with overloads to support custom and default fastLimit/slowLimit - Included necessary logic to calculate the mesa adaptive moving average based on John's formula. - Created unit tests to validate MAMA's behaviour.
…ature-2986-mesa-adaptive-moving-average-indicator # Conflicts: # Tests/QuantConnect.Tests.csproj
- Separated the logic into smaller functions for better maintainability. - Improved variable names to reflec their purpose. - Updated comments to reflect changes and improve readability. - Consolidated MAMA method overlaod by using default parameters values.
Martin-Molinero
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Nov 27, 2024
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- Renamed variables for better clarity.
- Updated method to use 'IBaseDataBar' instead of 'TradeBar'
- Used 'MAMA({fastLimit}, {slowLimit}) instead of just 'MAMA'
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Description
This pull request introduces the Mesa Adaptive Moving Average (MAMA) indicator, a dynamic moving average that adapts its period based on market volatility. The indicator is designed to adjust its speed for both trending and non-trending markets, making it more responsive in different market conditions.
Related Issue
Closes #2986
Motivation and Context
The change introduces the MAMA indicator, which improves market analysis by providing a more adaptive moving average.
Requires Documentation Change
Yes, the documentation needs to be updated to include usage instructions for the Mesa Adaptive Moving Average (MAMA), including its configuration parameters (fast and slow limits), as well as an explanation of the indicator's adaptive behavior.
How Has This Been Tested?
The MAMA indicator has been tested on historical price data.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>