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.
A Moving Average With Less Whipsaws Signals The cross of the price with a moving average is one of the easiest strategy in technical analysis and could have worked if market price wasn't so noisy (In general periods of 1 to 20 produces the most whipsaws) . So it is possible to create a moving average who can manage to escape those noisy periods and produce 0...
Adapt To The Right Situation There are already some Adaptive Stochastic scripts out there, but i didn't see the concept of using different periods highest/lowest for their calculations. What we want for such oscillator is to be active when price is trending and silent during range periods. Like that the information we will see will be clear and easy to...
Another Adaptive Filter This indicator share the same structure as a classic adaptive filter using an exponential window with a smoothing constant. However the smoothing constant used is different than any previously made (Kalman Gain, Efficiency ratio, Scaled Fractal Dimension Index) , here the smoothing constant is inspired by the different formulations for...
It's a useful script for pairs where you can operate long and short. It's a combination algorithm of the Range filter and the ADX. The ADX helps to make the decision to enter to open long or short position. LG --> Long xL --> Close Long position ST --> Short xS --> close Short Position Enjoy!!!
🚀Ehler's RocketRSI by Cryptorhythms This indicator does require some tinkering in cases to line up the waveforms. Here on the 4Hr I have used an RSI LB of 14 and SSF LB of 10. Personally I find its better at picking short entries when the indicator is topping out. For bottoms it a bit less effective. I do not use this indicator by itself, but rather as...
A derivation of the famous SuperTrend indicator. My motivation for such indicator was to use more recursion in the original SuperTrend code, this work was made quite fast but feel free to modify it, as always my work is more for inspirational use than anything else so i hope it will inspire you to get more involved with the SuperTrend code or to start coding...
"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...
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
A One Dimensional Kalman Filter, the particularity of Kalman Filtering is the constant recalculation of the Error between the measurements and the estimate.This version is modified to allow more/less filtering using an alternative calculation of the error measurement. Camparison of the Kalman filter Red with a moving average Black of both period 50 Can...
A variation on the Auto-Line indicator, we allow it to get closer to the price thanks to a drift , this also allow the line to be more directional . This indicator can be used with moving averages using crosses as signals or as a band indicator by ploting a + dev as the upper band and a - dev as the lower one. For any help or suggestions feel free to send a...
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...
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.
Butterworth Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).
Gaussian Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).
Hampel Filter script. This indicator was originally developed by Frank Rudolf Hampel (Journal of the American Statistical Association, 69, 382–393, 1974: The influence curve and its role in robust estimation). The Hampel filter is a simple but effective filter to find outliers and to remove them from data. It performs better than a median filter.
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...
Ehlers Super Passband Filter script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 34:8: The Super Passband Filter).