About This Indicator
This was one of my first indicators, its also the first indicator i made a preprint paper about, i strongly encourage you to read the paper i made here : hal.archives-ouvertes.fr
Dont be triggered by the lack of quality of the paper, i only did it for fun. I might further develop this preprint thus ending with...
This is my latest bandpass filter - used to determine if a security is in a trend or cycle.
Now with an adaptive period setting! I use Ehlers in-phase & quadrature dominant cycle measurement (IQ IFM) method to set the period dynamically.
This method favors longer periods which tend to produce smoother, albeit laggier bandpass oscillator plots. From my quick tests,...
Inspired from the Kalman filter this indicator aim to provide a good result in term of smoothness and reactivity while letting the user the option to increase/decrease smoothing.
Optimality And Dynamical Adjustment
This indicator is constructed in the same manner as many adaptive moving averages by using exponential averaging with a smoothing...
The Dynamically Adjustable Moving Average (AMA) is an adaptive moving average proposed by Jacinta Chan Phooi M’ng (1) originally provided to forecast Asian Tiger's futures markets. AMA adjust to market condition in order to avoid whipsaw trades as well as entering the trending market earlier. This moving average showed better results than classical...
I am working on this adaptive SMA. It has its pros and cons. It is a work in progress and I welcome any one that wants to add or change it. If you add or make positive changes please let me know. It is based off of daily range. Currently it is set to the open three days prior to the current open.
This is the Adaptive Ehlers Filter.
I had to unroll the for loops and array because TV is missing crucial data structures and data conversions (Arrays and series to integer conversion for values).
I'm in the process of releasing some scripts. This is a very old script I had. This contains volatility ranges and can be used as trading signals. You can also see...
This is a low-lag EMA, colorized to help identify turn around points. You have the option of making it adaptive as well, different methods
of signal processing or simply an average of the two.
See my previous script to understand how these adaptive methods work