This study is an experiment in adaptive filtering. The process in this study was inspired by KAMA and ZLEMA filtering techniques.
First, data is given an optional modification for lag reduction.
Then, an adaptive filter of your choice is calculated. There are 6 different adaptive filters to choose from in this study:
-Commodity Channel Index Adaptive Moving...
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.
Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).
![BTCUSD: Index Adaptive Keltner Channels [DW]](https://s3.tradingview.com/f/F6BVjYMH_mid.png "Index Adaptive Keltner Channels [DW]")
