Summary
MesaAdaptiveMovingAverage is RTTA's streaming implementation of: Ehlers MAMA/FAMA adaptive moving averages driven by dominant cycle phase.
Update API
result = rtta.MesaAdaptiveMovingAverage().update(value)
The update(...) call consumes one observation using value. advance(...)
uses the same inputs when the caller wants to update state without materializing
a Python return value.
Theory Of Operation
MesaAdaptiveMovingAverage is a causal smoother or average. It updates compact rolling or exponential state with the newest observation and returns the current smoothed estimate.
Recurrence
Let \(z_t = value_t\) denote the observation consumed by one
update(...) call and let \(\theta\) denote constructor parameters such as
window lengths, thresholds, and smoothing constants.
update(...) returns a result struct with fields mama, fama.
Implementation Notes
The recurrence is implemented in src/rtta/indicator.cpp in class MesaAdaptiveMovingAverage.