Following Adaptive Moving Average (FAMA)

Author
John F. Ehlers

Reference
Book Rocket Science for Traders: Digital Signal Processing Applications [Amazon.com]
by John F. Ehlers; John Wiley & Sons. ISBN:0471405671

Product Implementation	Function / Formula / Script / Source Code
TA-Lib [ta-lib.org]	C/C++ Source Code - TA_MAMA()
Wealth-Lab [wealth-lab.com]	ChartScripts using FAMA [wealth-lab.com]