Indicator Lab · MAMA · Trend and price
MESA Adaptive Moving Average
Uses phase-related filter states for adaptive price smoothing and calculates a trailing comparison line.
BTCUSDC · 1h · latest 30 complete days · shared snapshot · no account required
How do adaptive MAMA and its FAMA comparison line respond to estimated phase changes?
Uses phase-related filter states for adaptive price smoothing and calculates a trailing comparison line.
One dataset, the same parameters and the same candle for application and explanation.
BTCUSDC · confirmed hourly candles
Snapshot retrieved: 11 Oct 2026, 15:52 UTC · stored snapshot · background refresh scheduled · age when opened: 3,138.1 min
11 Sept 2026, 15:00 — 11 Oct 2026, 15:00 UTC · 720 evaluation candles · 3000 earlier candles for warm-up only. Your opened snapshot stays fixed. A visit can refresh a stale cache in the background for later visitors; fetching fresh is not a tick stream.
Parameters and precise application
Explicit formula parameter of the calculation convention described below.
Explicit formula parameter of the calculation convention described below.
Directional rule · long or cash
Line pair: MAMA / FAMA. BUY when the first line crosses the second from below; SELL on the reverse cross. Confirmed closes only; cash start, no shorts/pyramiding. Fills no earlier than the next open with fees and slippage. Thresholds are analysis conventions, not optimized recommendations.
Shared capital and cost model
Includes the buy fee; the remainder stays in cash.
One adverse markup/markdown. Do not add spread a second time.
1 = next open. No retroactive trade at the signal close.
Preparing the calculation module. The shared market snapshot is already available.
Calculation and interpretation of the same candle
The order of MAMA and FAMA can be examined as an explicitly defined state or crossing event.
MAMAₜ=αₜ·Cₜ+(1−αₜ)·MAMAₜ₋₁; FAMA uses αₜ/2; αₜ follows Hilbert phase change
TA-Lib C standard; null during warm-up. No claim of parity with a deployed unCoded engine.
Estimated market phases are not observed stable cycles; initialization and smoothing limits affect the lines.
Checked sources and reproducibility
- TA-Lib · MAMA · v0.6.4
Original C reference implementation. Custom scaling and additional lines are described separately. · checked 2026-10-11
- pandas-ta 0.4.71b0 · pandas_ta/overlap/mama.py
Verified original file from the versioned library; the implemented convention and deliberate differences accompany the formula. · checked 2026-10-11
- The Probability of Backtest Overfitting
Why selection across many historical trials can produce misleading results. This tool does not estimate PBO or claim out-of-sample profitability. · checked 2026-10-11
Data source, versions and hash
- Market data source
- https://data-api.binance.vision/api/v3/klines?symbol=BTCUSDC&interval=1h&startTime=1778338800000&endTime=1791730799999
- Specification
- indicator-library-1.0.0
- Execution model
- signal-simulation-1.0.0
- Data hash
- 42ac75e03e017bcac023d319dabb0928e0562fda0e51f4bfa5549ac50e3e8be4
- Disclosed candles including warm-up
- 3720
The sources support definitions and methodological limits. They do not establish profit for this specific BTCUSDC rule. This analysis is descriptive; parameter trials on the same history are not independent out-of-sample evidence. Parity with a deployed unCoded engine is not claimed.