Kendall Rank Correlation NET on SMA is an SMA that uses Kendall Rank Correlation to form a sort of noise elimination technology to smooth out trend shifts. You'll notice that the slope of the SMA line doesn't always match the color of the SMA line. This is behavior is expected and is the NET that removes noise from the SMA.
What is Kendall Rank Correlation?...
Adaptive, Double Jurik Filter Moving Average (AJFMA) is moving average like Jurik Moving Average but with the addition of double smoothing and adaptive length (Autocorrelation Periodogram Algorithm) and power/volatility {Juirk Volty) inputs to further reduce noise and identify trends.
What is Jurik Volty?
One of the lesser known qualities of Juirk smoothing...
This indicator builds upon the previously posted Nadaraya-Watson smoothers. Here we have created an envelope indicator based on Kernel Smoothing with integrated alerts from crosses between the price and envelope extremities. Unlike the Nadaraya-Watson estimator, this indicator follows a contrarian methodology.
Please note that by default this indicator can be...
The following tool smoothes the price data using various methods derived from the Nadaraya-Watson estimator, a simple Kernel regression method. This method makes use of the Gaussian kernel as a weighting function.
Users have the option to use a non-repainting as well as a repainting method, see the USAGE section for more information.
🔶 USAGE
🔹 Non...
The Adaptive Relative Strength Index was created by John Ehlers and this is his first version. I will of course publish his updated version at a later date along with publishing the final script from Jim Sloman's Ocean Theory book. I have changed his script to include extra smoothing to provide clear buy and sell signals. This is a version of a RSI that is very...
Introducing HARSI - the RSI based Heikin Ashi candle oscillator.
...that's right, you read it correctly. This is Heikin Ashi candles in an oscillator
format derived from RSI calculations, aimed at smoothing out some of the
inherent noise seen with standard RSI indicators.
Science!
We likes it we does.
Included plot options for standard RSI plot overlay, and...
This code is based on Smoothed HA candle which will work on all chart types
condition for BUY:
1. When close crosses Smoothed HA
2.Close should be in side upper band
3.BBW must be greater than the average
vice versa for sell
this code takes data from HA chart so that it can be applied on all chart type.
Bollinger band and Bollinger band width conditions added...
Description : This SwissArmyKnife - MultiPurposeIndicator allows user to modify the Directional index based on one of filtering tools proposed by John F.Ehlers .
Details of each filtering type can be read in Ehlers Technical Papers: "Swiss Army Knife Indicator" and/or his book "Cybernetics Analysis for Stock and Futures"
Disclaimer:
These study scripts was built...
Introduction
Who doesn't like smooth things? I'd like a smooth market price for christmas! But i can't get it, instead its so noisy...so you apply a filter to smooth it, such filters are called low-pass filters, they smooth and its great but they have lag, so nobody really use them, but they are pretty to look at.
Its on a childish note that i will introduce...
Introduction
Indicators settings have been a major concern in trading strategies, in order to provide the best results each indicators involved in the strategy must have its settings optimized, when using only 1 indicator this task can easily be achieved, but an increasing number of indicators involve more slower computations, lot of softwares will use brute...
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...
Introduction
FIR filters (finite impulse response) are widely used in technical analysis, there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response...
Introduction
The Hull smoothing method aim to reduce the lag of a moving average by using a simple calculation involving smoothing with a moving average of period √p the subtraction of a moving average of period p/2 multiplied by 2 with another moving average of period p , however it is possible to extend this calculation by introducing more terms thus...
Introduction
I already mentioned various problems associated with the lsma, one of them being overshoots, so here i propose to use an lsma using a developed and adaptive form of 1st order polynomial to provide several improvements to the lsma. This indicator will adapt to various coefficient of determinations while also using various recursions.
More In Depth ...
Introduction
There are tons of filters, way to many, and some of them are redundant in the sense they produce the same results as others. The task to find an optimal filter is still a big challenge among technical analysis and engineering, a good filter is the Kalman filter who is one of the more precise filters out there. The optimal filter theorem state that :...
Introduction
Edge-preserving smoothing is often used in image processing in order to preserve edge information while filtering the remaining signal. I introduce two concepts in this indicator, edge preservation and an adaptive cumulative average allowing for fast edge-signal transition with period increase over time. This filter have nothing to do with classic...
Important !
The indicator is for experimental purpose only, it must not be used as a decisional tool but only as a visual one (like Zig-Zag, Fractal etc). The information this indicator display is uncertain and subject to drastic changes over time. If you have further question feel free to pm me.
Introduction
Most of the filters you will find are causal,...
This type of moving average was originally developed by Bruno Pio in 2010. I just ported the original code from MetaTrader 5. The method uses a linear combination of EMA cascades to achieve better smoothness. Well, actually you can create your own X-uple EMA, but be sure that the combination' coefficients are valid.
![USDCAD: Kendall Rank Correlation NET on SMA [Loxx]](https://s3.tradingview.com/n/neh5f526_mid.png "Kendall Rank Correlation NET on SMA [Loxx]")
![BTCUSDT: Adaptive, Double Jurik Filter Moving Average (AJFMA) [Loxx]](https://s3.tradingview.com/3/3sSmbpS7_mid.png "Adaptive, Double Jurik Filter Moving Average (AJFMA) [Loxx]")
![TSLA: Nadaraya-Watson Envelope [LuxAlgo]](https://s3.tradingview.com/i/Iko0E2kL_mid.png "Nadaraya-Watson Envelope [LuxAlgo]")
![BTCUSD: Nadaraya-Watson Smoothers [LuxAlgo]](https://s3.tradingview.com/a/amRCTgFw_mid.png "Nadaraya-Watson Smoothers [LuxAlgo]")
![AAPL: Ehlers Adaptive Relative Strength Index V1 [CC]](https://s3.tradingview.com/r/r7at5V3c_mid.png "Ehlers Adaptive Relative Strength Index V1 [CC]")
![EURUSD: Zero Phase Filtering [Repaint] - Experimental](https://s3.tradingview.com/t/TXxo2k1f_mid.png "Zero Phase Filtering [Repaint] - Experimental")
