Список проголосовавших за комментарий "k-09, я использую AmiBroker, формула в нем такая:<br/> // FRAMA — Fractal Adaptive Moving Average <br/> Price = (H+L)/2; <br/> N = Param( «N», 16, 2, 40, 2 ); // must be even <br/> <br/> N3 = ( HHV( High, N ) — LLV( Low, N ) ) / N; <br/> <br/> HH = HHV( High, N / 2 ); <br/> LL = LLV( Low, N / 2 ); <br/> <br/> N1 = ( HH — LL ) / ( N / 2 ); <br/> <br/> HH = HHV( Ref( High, — N/2 ), N/2 ); <br/> LL = LLV( Ref( Low, — N/2 ), N/ 2 ); <br/> <br/> N2 = ( HH — LL ) / ( N / 2 ); <br/> <br/> Dimen = IIf( N1 > 0 AND N2 > 0 AND N3 > 0, ( log( N1+N2) — log( N3 ) )/log( 2 ), Null ); <br/> <br/> alpha = exp( -4.6 * (Dimen -1 ) ); <br/> alpha = Min( Max( alpha, 0.01 ), 1 ); // bound to 0.01...1 range <br/> <br/> Frama = AMA( Price, alpha ); <br/> <br/> Plot( Frama, «FRAMA(»+N+")", colorRed, styleThick );"