filter

DonovanWall

This is an experimental study designed to filter out minor price action for a clearer view of trends. Inspired by the QQE's volatility filter, this filter applies the process directly to price rather than to a smoothed RSI. First, a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount. Next, the filter is...

nilux

A simple yet powerful way to filter out choppy ranges or sideways moves without missing out on good trades It calculates the %-distance of the price to a moving average so you can ignore buy/sell signals around the center line. The upper and lower line are thresholds to catch reversals of the trend when the distance to moving average is increasing. Thanks...

NXT2017

HI BIG PLAYERS, this script I wrote for an enquiry of a tradingview-user. It should represent the Filtered Waves idea from Arthur Merril and used by Linda Raschke. It's similar like a visualization of Elliott Waves. On YouTube title "MTA UK Chapter Presentation with Linda Raschke" between 34-36 minutes Linda Raschke shows the rules for her Filterd Waves. Any...

alexgrover

A quadratic regression is the process of finding the equation that best fits a set of data.This form of regression is mainly used for smoothing data shaped like a parabola. Because we can use short/midterm/longterm periods we can say that we use a Quadratic Least Squares Moving Average or a Moving Quadratic Regression. Like the Linear Regression (LSMA) a...

PineCoders

When designing filters it can be interesting to have information about their characteristics, which can be obtained from the set of filter coefficients (weights). The following script analyzes the impulse response of a filter in order to return the following information: Lag Smoothness via the Herfindahl index Percentage Overshoot Percentage Of Positive...

alexgrover

A derivation of the Kalman Filter. Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters. The Gain parameter can be decimal numbers. Kalman Smoothing With Gain = 20 For any questions/suggestions feel free to contact me

alexgrover

Removing irregular variations in the closing price remain a major task in technical analysis, indicators used to this end mostly include moving averages and other kind of low-pass filters. Understanding what kind of variations we want to remove is important, irregular (noisy) variations have mostly a short term period, fully removing them can be complicated if the...

alexgrover

Introduction Today i propose an hybrid filter that use a classical FIR architecture while using recursion. The proposed method aim to reduce the lag generated by fir filters. This particular filter is a sine weighted moving average, but you can change it since the indicator is built with the custom filter template (1). Even if it use recursion it still is a FIR...

theheirophant

Time Series Lag Reduction Filter by Cryptorhythms Description A little filter to reduce lag on any time series data. Here we use an EMA to demonstrate how it works, but you could use it in many different ways/appications. This method can cause overshoot if you get too aggressive with the "lagReduce" setting. In this case lower the lagReduce variable. 👍 We...

ChrisMoody

Famous Filtered Pivots Indicator -Many TimeFrames Available CM_Pivot Points_M-W-D-4H-1H_Filtered ***Special Thanks to TheLark...AKA...The Coding Genius For Providing His Expertise... ***New Feature - Ability to turn On/Off Pivot Moving Average ***New Feature - Ability to turn On/Off Filtered Pivots (Explained Below) Available Timeframes (Change In Inputs...

LazyBear

Roofing filters, first discussed by Mr.John Ehlers, act as a passband, filtering out unwanted noise from market data and accentuating turning points. I have included 2 indicators with filters enabled. Both support double smoothing via options page. All the parameters are configurable. Info on Roofing Filter and Ehlers Super...

JustUncleL

Even though there are a many other Fractal and Level indicators, this indicator has some unique features. The indicator will display Fractals, fractal levels and HH/LL points, they will only be drawn after they have completed. Also the indicator has options to : Show Ideal Fractals Only. Use Renko Style Fractals, where open/close values are used instead of...

DonovanWall

This study is an experiment utilizing the Ehlers Gaussian Filter technique combined with lag reduction techniques and true range to analyze trend activity. Gaussian filters, as Ehlers explains it, are simply exponential moving averages applied multiple times. First, beta and alpha are calculated based on the sampling period and number of poles specified. The...

LuxAlgo

The new array feature is extremely powerful, as it will allow pinescript users to do more complex things, or compute existing calculations more efficiently, it will also be possible to shine some light to some already existing functions, one of them being percentile_nearest_rank . We have been working on this new feature with our pal alexgrover, and made this...

everget

This indicator was originally developed by Mark Jurik. NOTE: If Mr. Jurik ask me to remove this indicator from public access then I will do it.

alexgrover

Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator". Time series forecasting is an area dealing with the prediction of future values of a series by using a...

scarf

Check the settings to see how the filters work. I added alerts and a feature that shows the divergences that have been filtered, but as faded "ghost" divergences. Spooooky. This is useful for tuning the script to a particular market. All credit to RicardoSantos for the original.

capissimo

This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules: - Trendlines module, - NEW Winsorizing submodule using difference-based filtering. - HMA-Kahlman Trend module. The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This...