Using conditions in filters is a way to make them adapt to those, i already used this methodology in one of my proposed indicators ARMA which gave a really promising adaptive filter, ARMA tried to have a flat response when dealing with ranging market while following the price when the market where trending or exhibiting volatile movements, the filter...
This is an experimental adaptive trend following study inspired by Giorgos Siligardos's Reverse Engineering RSI and Tushar S. Chande's Variable Moving Average.
In this study, reverse engineered RSI levels are calculated and used to generate a volatility index for VMA calculation.
First, price levels are calculated for when RSI will equal 70 and 30. The...
The efficient trend-step indicator is a trend indicator that make use of the efficiency ratio in order to adapt to the market trend strength, this indicator originally aimed to remain static during ranging states while fitting the price only when large variations occur. The trend step indicator family unlike most moving averages has a boxy appearance...
Adaptive Laguerre Filter indicator script.
The Adaptive Laguerre Filter was originally developed and described by John Ehlers in his paper `Time Warp – Without Space Travel`.
Thanks to @apozdnyakov for the sorting solution.
One of Ehlers most well-known indicators! I've seen many variations of this on TradingView, however, none seem to be true to the original released by Ehlers himself.
I've taken it upon myself to simply translate the MAMA into Pinescript, instead of re-writing like some others have done.
You can use it as a very effective & adaptive moving average with other...
Ehlers Smoothed Adaptive Momentum script.
This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
The ability the Kaufman adaptive moving average (KAMA) has to be flat during ranging markets and close to the price during trending markets is what make this moving average one of the most useful in technical analysis. KAMA is calculated by using exponential averaging using the efficiency ratio (ER) as smoothing variable where 1 > ER > 0. An...
People often ask me what is my best indicators, i can't really respond to this question with a straight answer but i would say you to check this indicator. The Autonomous Recursive Moving Average (ARMA) is an adaptive moving average that try to minimize the sum of squares thanks to a ternary operator, this choice can seem surprising since most of the...
The ability to adapt to possible markets states is important in technical analysis, this is why making adaptive indicator might help get better results. I propose a trailing stop indicator using recursion that can adapt to the efficiency ratio. I have added alerts since it's a often requested feature.
Its quite classical, bands are...
This indicator adds a level of adaptivity to the simple Donchian Channel by adjusting the sensitivity (lookback periods) of the channel's upper and lower bounds based on the amount of time that has elapsed since the price has hit/expanded the channel boundaries. Comparing the results of this indicator to the standard Donchian Channel, the readier level of...
Bands are quite efficient in technical analysis, they can provide support and resistance levels, provide breakouts points, trailing stop loss/take profits positions and can show the current market volatility to the user. Most of the time bands are made from a central tendency estimator like a moving average plus/minus a volatility indicator....
The Moving Average Adaptive Q (MAAQ) was authored by Perry Kaufman in the Stocks and Commodities Magazine 06/1995
This is similar to his Kaufman Adaptive Moving Average with a few changes. This is a pretty close moving average which I like quite a bit. Try it and let me know what you think.
Send me a message and let me know what other indicators you would like to see!
The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors
identify possible market turning points, which can be especially useful in a sideways-moving
market. It was created by technical analyst Lee Leibfarth in the article “Identify the
Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September...