ma_PP

Library "ma_PP"
Summary

The Adaptive Multi-Algorithm Moving Average Suite is a professional-grade technical analysis library designed for traders who require precision and flexibility in trend identification. This tool consolidates over 40 distinct smoothing algorithms—ranging from classic statistical averages to advanced signal-processing filters—into a single, high-performance interface.

Theoretical Methodology

This suite operates on the principle that no single mathematical model can perfectly capture market trends across all volatility regimes. Instead of relying on a standard calculation, this script provides access to a diverse array of weighting methodologies.

Signal Processing Logic: Several algorithms within the suite, such as the Hybrid Convolution Filter and Damped Sine Wave Filter, treat price action as a digital signal, applying frequency-domain logic to isolate the underlying trend from market noise.

Adaptive Volatility Weighting: Advanced modules like the Fractal Adaptive MA and Kaufman Adaptive MA dynamically adjust their sensitivity based on market efficiency. When markets are trending efficiently, the filter tightens; during choppy consolidation, it increases smoothing to prevent false signals.

Zero-Lag and Corrective Estimations: The suite includes proprietary-style logic designed to reduce the inherent delay found in traditional indicators. By utilizing recursive error correction and polynomial regression, the algorithms aim to track price action closer to its current "real-time" value without overshooting.

Key Features

Extensive Algorithm Library: Includes 40+ smoothing types including Jurik, Ehlers, Hull, and Fractal-based logic.

Dynamic Sensitivity Controls: Specialized inputs for adaptive filters to define minimum and maximum smoothing thresholds.

Volume-Integrated Analysis: Features algorithms that weigh price action relative to volume participation for more robust trend confirmation.

Modular Architecture: Designed to be easily integrated as a core engine for broader trading strategies.

How to Use

Step 1: Select Your Logic: Use the "Moving Average Type" dropdown to choose a smoothing method that matches your trading style (e.g., JMA for low lag or FRAMA for adaptive trend following).

Step 2: Calibrate the Period: Adjust the "Length" parameter to align the indicator with your specific timeframe and the asset's typical cycle.

Step 3: Identify Trend Shifts: Look for price crossing the filter line or the slope of the line changing direction as a primary signal for trend momentum.

Step 4: Execute Strategy: Use the filter as a dynamic support/resistance level or as a trend-filter for your existing entry signals.

Settings & Configuration

Moving Average Type: Select from over 40 specific smoothing algorithms.

Length: The primary lookback period used for the majority of calculations.

Min/Max Length: Specific constraints for adaptive algorithms (like KAMA) to control how much the filter is allowed to speed up or slow down.