capissimo

HMA-Kahlman Trend, DifferenceFilter & Trendlines

This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules:
- Trendlines module,
- NEW Winsorizing submodule using difference-based filtering.
- HMA-Kahlman Trend module.
The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This module substitutes the previous 'low-level' filtering implementation. This time it filters out based on difference between scaled volume and its moving average.
Tested with BTCUSD .

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Sürüm Notları: Added alerts.
Sürüm Notları: Added difference filter methods.
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great indicator thanks very much.

Q. Would there be a way to filter out some of the sideways noise. I'm thinking could we set a variable price range limit. So if price only moves up or down #bars or USD do not trigger the buy/sell signal?
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capissimo maverick81
@maverick81, check my Volume & Dollar Bars indicator for that. You can easily incorporate it yourself or use it side by side.
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maverick81 capissimo
@capissimo, Ok cool thanks, I realised I was committing on a different version of this indicator, you have a few. I'll take a look
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Amazing work!
I can't seem to find any repainting with the repainting enabled though, signals seem to be generated normally in replay mode as well unless I'm being silly, just seems like it just generates more accurate signals
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@JJosuke, thx for your feedback.
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its not fine for crude oil
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@utf200, didn't test it for that. thx for the feedback.
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always improving, good!
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Nice :)
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