D07-F01-A14 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Fractal Adaptive Moving Average (FRAMA)
Can measured path roughness choose a recursive smoothing speed? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
D=(log(N1+N2)-log(N3))/log(2); alpha=clip(exp(-4.6(D-1)), alpha_min, 1); F_t=alpha P_t+(1-alpha)F_(t-1)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
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