MESA Adaptive Moving Average

MAMA is an adaptive moving average designed to capture trends in varying market conditions.

Method

tm.ta.mama(source, fastlimit, slowlimit)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
fastlimit	float	Fast limit for the indicator	0
slowlimit	float	Slow limit for the indicator	0

Outputs

Note

The outputs are returned as a tuple of objects. Make sure to unpack them as shown in the example usage.

Output	Type
mama	np.ndarray
fama	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out MESA Adaptive Moving Average
    mama, fama = tm.ta.mama(data.close, fastlimit=0, slowlimit=0)

    # Get the last value and print
    last_value = mama.iloc[-1]
    tm.log(f"Last value of MESA Adaptive Moving Average is {last_value}")

    # Plot the values of mama
    tm.plot(mama, title="MESA Adaptive Moving Average", overlay=False)