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GC Magic(EMA/RMA) V1This is the second script I am posting on TV . This is a Trend based indicator with the option of using it as Exponential Moving Averages or Rsi Moving Averages.The RMA's are giving better signal than the Exponential Moving Averages. The script has the option to select either of them. Works on all time frames. The default options are working good on all time frames. With the help of Indicator Properties following Options can be changed a. Type of moving averages for using Guppy method b. Option to use higher time frame Signal moving average of your choice along with higher time frame c. Enable or disable to show signal EMA/RMA on chart . d. Enable or disable to show Guppy EMA/RMA on chart Indicator Properties: 1. Select to use EMA , Uncheck to use RMA: --> Check to Select EMA based Guppy or Uncheck to use RMA based Guppy 2. Fast EMA/RMA For Cross --> Fast EMA/RMA cross Length 3. Slow EMA/RMA For Cross --> Slow EMA/RMA Length 4. Signal EMA/RMA --> Moving average to use for Signal filters. This moving average will be based on the timeframe u will be selecting below 5. Time interval for Signal EMA/RMA (W, D, ) --> Which time frame moving average you want for the above Signal EMA 6. Do you want to use Signal EMA/RMA for Signals? --> Do you want to use Signal EMA as filter or just the cross of Guppy . Check to use and uncheck for just cross 7. Show Signal EMA on Chart? --> Do you want to display higher timeframe Signal EMA on chart 8. Show Guppy-Slow-Red On Chart? --> Shows/Hides Slow EMA/RMAs 9. Show Guppy-Fast-Green On Chart? --> Shows/Hides Fast EMA/RMAs Examples: GbpAud 15m GbpNzd 1hr Oil 4hr AudUSD 1hr
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GcNaif tarafından
23
Ehlers MESA Adaptive Moving Average [LazyBear]Another one to add to Ehlers collection. The MESA Adaptive Moving Average (MAMA) adapts to price movement based on the rate of change of phase as measured by the Hilbert Transform Discriminator. This method features a fast attack average and a slow decay average so that composite average rapidly ratchets behind price changes and holds the average value until the next ratchet occurs. Consider FAMA (Following AMA) as the signal. Here are some of the options: Fill MAMA/FAMA region (ribbon mode): Mark Crossovers: The above options (along with the bar colors) allow this to be used as a standalone system. BTW, John Ehlers calls MAMA, "Mother of all Adaptive Moving Averages", lemme know what you think :) More info: - MESA Adaptive Moving Average, Stocks and Commodities Magazine, August 2001 - MAMA: www.mesasoftware.com List of my public indicators: bit.ly List of my app-store indicators: blog.tradingview.com
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LazyBear tarafından
46
Ehlers Instantaneous Trend [LazyBear]One more to add to the Ehlers collection. Ehlers Instantaneous Trendline, by John Ehlers, identifies the market trend by doing removing cycle component. I think, this simplicity is what makes it attractive :) To understand Ehlers's thought process behind this, refer to the PDF linked below. There are atleast 6 variations of this ITrend. This version is from his early presentations. Is this better than a simple HMA? May be, May be not. I will leave it to you to decide :) I have added options to show this as a ribbon, and to color bars based on ITrend. Check out the options page. More info: - ITrend: www.mesasoftware.com List of my public indicators: bit.ly List of my app-store indicators: blog.tradingview.com
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LazyBear tarafından
35
TheLark LMA (Laguerre) v2 - multi timeframeWhat's new? v2 has added multi timeframe support. Blatantly stole Chris Moody's code for multi timeframe, because why re-invent the wheel? Thanks Chris ;P BUT -- modified the coloring to work correctly with higher timeframes, just another Lark hack, so it's a give and take :) _____________________________ The Laguerre Average (filter) was discovered by John Ehlers. It's a newer type of averaging that is meant to take out as much of the inherent lag that your typical EMA and SMA's give at the start of a major trend change. So what you get is an average that turns more quickly at major trend changes, and doesn't get tripped up on the noise (as much). _____________________________ Please thumbs up/ star/ whatever this script if you like it & use it! See my profile for more scripts, & be sure to follow for future releases. Sorry for my hiatus, extremely busy these days working on both my own and client work. This script was a user request.
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TheLark tarafından
24
Kaufman Moving Average Adaptive (KAMA) Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending market. During these periods, the trader is jumping in and out of positions with no profit-making trend in sight. In an attempt to overcome the problem of noise and still be able to get closer to the actual change of the trend, Kaufman developed an indicator that adapts to market movement. This indicator, an adaptive moving average (AMA), moves very slowly when markets are moving sideways but moves swiftly when the markets also move swiftly, change directions or break out of a trading range.
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HPotter tarafından
31
T3 Average This indicator plots the moving average described in the January, 1998 issue of S&C, p.57, "Smoothing Techniques for More Accurate Signals", by Tim Tillson. This indicator plots T3 moving average presented in Figure 4 in the article. T3 indicator is a moving average which is calculated according to formula: T3(n) = GD(GD(GD(n))), where GD - generalized DEMA (Double EMA) and calculating according to this: GD(n,v) = EMA(n) * (1+v)-EMA(EMA(n)) * v, where "v" is volume factor, which determines how hot the moving average’s response to linear trends will be. The author advises to use v=0.7. When v = 0, GD = EMA, and when v = 1, GD = DEMA. In between, GD is a less aggressive version of DEMA. By using a value for v less than1, trader cure the multiple DEMA overshoot problem but at the cost of accepting some additional phase delay. In filter theory terminology, T3 is a six-pole nonlinear Kalman filter. Kalman filters are ones that use the error — in this case, (time series - EMA(n)) — to correct themselves. In the realm of technical analysis, these are called adaptive moving averages; they track the time series more aggres-sively when it is making large moves. Tim Tillson is a software project manager at Hewlett-Packard, with degrees in mathematics and computer science. He has privately traded options and equities for 15 years.
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HPotter tarafından
15
[REPOST] Indicators: 3 Different Adaptive Moving Averages*** NOTE: This is a repost with updated scripts to workaround the recent script engine changes **** As the volatility rises, all Adaptive Moving Averages (AMA) become more sensitive and adapt faster to the price changes. As the volatility decreases, they slow down significantly compared to normal EMA. This makes it an excellent choice for detecting ranging markets (look for horizontal lines). I have included 3 AMAs here: - Kaufman's AMA. This makes use of Kaufman's Efficiency Ratio as the smoothing constant. - Adaptive RSI. This adapts standard RSI to a smoothing constant. - Tushar Chande's Variable Index Dynamic Average (VIDYA). This uses a pivotal smoothing constant, which is fixed, and varies the speed by using a factor based on the relative volatility to increase or decrease the value of SC. For reference, I have plotted an EMA(10). This uses a fixed smoothing constant. This is my 25th indicators post (Yayy!), so decided to include a bunch of AMAs. Enjoy :) Feel free to "Make mine" and use these in your charts. Appreciate any comments / feedback.
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LazyBear tarafından
11