Combining EMA Crossovers with MAMA and FAMA Signals

Summary

This strategy discusses combining conventional exponential moving average crossovers with MAMA and FAMA, adaptive averages derived from Hilbert-transform phase information. The document presents fast EMA crossing above or below a slow EMA as directional signals, and describes MAMA crossing FAMA as another signal that could confirm or anticipate a trend change. The supplied strategy source, however, enters long or short on MAMA/FAMA crossovers; it does not implement the EMA crossover rules described in the prose. This difference matters when interpreting or reproducing the strategy.

The text explains the adaptive calculation at a high level, including phase, estimated cycle length, and a changing smoothing weight. Backtest settings specify hourly BTC/USDT futures bars over about one month, using 15-minute base data, but no performance results are reported. The document identifies lag, whipsaws in ranging markets, and sensitivity to settings as risks. It suggests stops and additional filters, yet provides no evidence that these changes improve results. The brief test period and mismatch between description and source limit what can be concluded.

Key ideas

• The prose describes EMA trend crossovers alongside MAMA/FAMA adaptive-average crossovers as trade signals.
• MAMA and FAMA are calculated using phase information from a Hilbert-transform method and adaptive smoothing.
• The supplied strategy source trades MAMA/FAMA crosses, while the prose also describes EMA crosses.
• The published test settings cover about a month of hourly BTC/USDT futures bars and give no performance results.
• The document warns of lag, whipsaws in ranging conditions, and parameter sensitivity.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.