FTB-C000339 / Formula component

Phase-Rate Alpha

Phase-Rate Alpha is MAMA's time-varying smoothing coefficient derived from the estimated rate of phase change.

Also known asMAMA adaptive alpha

Advanced 1 linked topicPublished

Definitions

In plain terms

Faster phase movement and the declared limits determine how responsive the recursive update becomes.

Technical

The exact transformation, fast limit, slow limit, phase clamp, state, warm-up, and zero-change policy must match the pinned method.

Scope

It is not Kaufman's efficiency-ratio smoothing constant.

Examples

  • A governed lesson uses Phase-Rate Alpha only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • It is not Kaufman's efficiency-ratio smoothing constant.

Concept relationships

Prerequisites

Related

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F01-A09 Important

Evidence and governance

  1. MESA Adaptive Moving Averages John F. Ehlers / Technical Analysis of Stocks and Commodities · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: The abstract alone is insufficient for code parity; exact coefficients, state, clamps, and warm-up require a pinned implementation contract.

Reviewed by
fintech-builder-batch-006
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.