snappyfrog
653 posts
msg #146980
- Ignore snappyfrog |
3/18/2019 9:31:06 AM
A search in forums found zilch on this subject. Fractal Adaptive Moving Average aka FRAMA by John Ehlers.
Each FRAMA requires a setting be specified for the Fast Moving Average (FC), Slow Moving Average (SC) and the FRAMA period itself. We tested trades going Long and Short, using Daily and Weekly data, taking End Of Day (EOD) and End Of Week (EOW) signals~ analyzing all combinations of:
FC = 1, 4, 10, 20, 40, 60
SC = 100, 150, 200, 250, 300
FRAMA = 10, 20, 40, 80, 126, 252
Overall the best annualized returns on the Long side of the market came from a FRAMA period of 126 days which is equivalent to about six months in the market, while a “FC” of just 1 to 4 days proved to be most effective.
Here is the link to the setup. Wondering if this is even possible in SF.
http://systemtradersuccess.com/frama-is-it-effective/?fbclid=IwAR2SY3lpkJOQCubJlxOg8yoS1oESAUABbnTfBtYlL2KA8pUtYUMZVN5hY_A
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