Entered HLC · fractal-dimension smoothing

Fractal Adaptive Moving Average Calculator

Calculate the published FrAMA recurrence from two adjacent entered high-low windows with dimension, alpha and warm-up state visible.

Runs in your browserPublished un-clipped alphaNo trend or trade signal

Enter ordered high-low-close bars

Use completed bars from one symbol, timeframe and broker feed.

Entered

One completed bar per line. Commas, semicolons or tabs are accepted.

FrAMA boundary: Fractal dimension and alpha are arithmetic window outputs. Zero full-window range is rejected because its logarithm is undefined; no replacement signal is invented.

Latest fractal adaptive state

Entered Adaptive Moving Averages 1.0.0.

Derived
No FrAMA values calculated yetEnter at least twice the selected period of ordered HLC bars, or load the audited example.

How the source-profile FrAMA is calculated

D[i] = (ln(N1 + N2) − ln(N3)) ÷ ln(2)
Alpha[i] = exp(−4.6 × (D[i] − 1))
FrAMA[i] = Alpha[i] × Close[i] + (1 − Alpha[i]) × FrAMA[i − 1]

N1 and N2 normalize the high-low ranges of the current and prior N-row halves. N3 normalizes the combined 2N-row range.

Version 1.0.0 follows the MetaQuotes published source by using entered closes as warm-up seeds and not clamping alpha. The first reportable index is 2N minus 1.

Assumptions and limits

  • Period must be a supported integer of at least two, and at least 2N ordered bars are required.
  • Every close must lie between its row low and high.
  • A zero combined high-low range makes the logarithmic dimension undefined and is rejected.
  • Rows must be oldest to newest and use one symbol, timeframe and feed.
  • Slope, price position, crossovers, trend, entries and exits are withheld.

Worked example from the audited fixture

Reproduce it with “Load audited example”The 12-bar fixture uses half-period 3. Its final normalized ranges are N1 = 2.000000, N2 = 1.666667 and N3 = 1.166667. They produce fractal dimension 1.652077, alpha 0.049809 and a current FrAMA of 106.018002.

How to interpret the result

The small alpha gives the latest entered close limited weight in this recurrence. Because this source profile does not clamp alpha, different range geometry can produce a materially different response. The result is an entered-series average, not a market-regime or direction label.

Frequently asked questions

  • Enter a period and at least twice that number of ordered high-low-close bars from one symbol, timeframe and feed.
  • Each value is the high-low range of one adjacent N-row half divided by N.
  • It is the high-low range across the combined 2N-row window divided by 2N.
  • The natural log of N1 plus N2 minus the natural log of N3 is divided by the natural log of two.
  • The published formula uses exp of negative 4.6 multiplied by the fractal dimension minus one.
  • The logarithmic dimension is undefined when the combined range or both half ranges are zero, so the page rejects that row.
  • Entered closes are used through warm-up, and the first reportable recurrence is index 2N minus 1.
  • No. The page reports arithmetic state without slope, trend, crossover, entry or exit labels.

Sources and methodology

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.