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...
Making lines is great in technical analysis since it can highlights principal movements and make the analysis of the price easier when using certain methodologies (Elliott Waves, patterns).
However most of the indicators making lines (Zig-Zag, simple linear regression) are non causal (repaint), this is the challenge i tried to overcome, making an...
The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.
In detail, this strategy includes:
23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
This is a full-fledged implementation of a system presented in an unique research paper 'Profitability of Candlestick Charting Patterns in the Stock Exchange of Thailand' (2017) on candlestick charting, candlestick patterns, trend identification methods, and testing.
You can easily find this paper in the Web. For example, visit:...
There is a lot of indicators similar to this one, however i think this one don't share the same calculation method and this is why i share it. This indicator aim to forecast price direction using an exponential filter architecture using highest and lowest information for the estimation of a smoothing variable. This filter is similar to the average...
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...
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 identify underlying price activity using a series of Laguerre Filters.
Two different modes are included within this script:
-Ribbon Mode - A ribbon of 18 Laguerre Filters with separate Gamma values is calculated.
-Band Mode - An average of the 18 filters generates the basis line. Then, Golden Mean ATR over the specified...
This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers.
Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver.
The goal in applying roofing filters to a price signal is to...
Using conditions in filters is a way to make them adapt to those, i already used this methodology in one of my proposed indicators ARMA which gave a really promising adaptive filter, ARMA tried to have a flat response when dealing with ranging market while following the price when the market where trending or exhibiting volatile movements, the...
This indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.33:10 (September, 2015): "Decyclers").
The idea is still the same as for the Simple Decycler.
Mr. Ehlers suggested to virtually eliminate lag by getting rid of the very low-frequency components. So, he applied the high-pass filter to the simple decycler.
Mr. Ehlers recommended to...
Channels indicators are widely used in technical analysis, they provide lot of information. In general, technical indicators giving upper/lower extremities are calculated by adding/subtracting a volatility component to a central tendency estimator. This is the case with Bollinger bands, using the rolling standard deviation as volatility estimator...
- Hurst Exponent Signal Filter -
The Hurst Exponent Signal Filter is meant to be used with an external signal source, this can be any indicator with a signal plot output (-1 Sell / 1 Buy)
It filters out a lot of noisy signals and improves the performance of many indicators.
- Example: How to Use -
1. Add a trend Indicator like Trend Index MTF to your...
"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...
Envelopes indicators consist in displaying one upper and one lower extremity on the price chart. They are most of the time built by adding/subtracting a volatility estimator (rolling stdev, atr, range...etc) to a central tendency estimator (SMA, EMA, LSMA...etc) . Their interpretation is often subject to debate amongst technical analyst, some...