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MarcoValente
6 ott 2018 18:00

Deviation Scaled Moving Average  

FX:SPX50060
S&P 500 index of US listed sharesFXCM

Descrizione

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The" Deviation-Scaled Moving Average” developped by the author John Ehlers, introduces a new adaptive moving average that has the ability to rapidly adapt to volatility in price movement. The author explains that due to its design, it has minimal lag yet is able to provide considerable smoothing. He suggest to combine 2 dsma with different period (40 and 100) to buy/sell at the cross.
Moving Averages
Commenti
Heroturk
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Working very well in Turkish , German markets .thanks
imam9825
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V5 Convertion:
Tested.

//@version=5
//Deviation Scaled Moving Average by John Ehlers
indicator('Deviation Scaled Moving Average ', shorttitle='DSMA', overlay=true)
Period = input(40)
PI = 3.1415926
a1 = math.exp(-1.414 * PI / (0.5 * Period))
b1 = 2 * a1 * math.cos(1.414 * PI / (0.5 * Period))
c2 = b1
c3 = -a1 * a1
c1 = 1 - c2 - c3

Zeros = close - close[2]
// SuperSmoother Filter
Filt = 0.0
Filt := c1 * (Zeros + Zeros[1]) / 2 + c2 * nz(Filt[1]) + c3 * nz(Filt[2])
// Compute Standard Deviation
RM = math.sum(Filt * Filt, Period)
RMS = math.sqrt(RM / Period)
// Rescale Filt in terms of Standard Deviations
ScaledFilt = Filt / RMS
alpha1 = math.abs(ScaledFilt) * 5 / Period
DSMA = 0.0
DSMA := alpha1 * close + (1 - alpha1) * nz(DSMA[1])
plot(DSMA, color=color.new(color.blue, 0))

// 2 moving average

Period2 = input(100)
a12 = math.exp(-1.414 * PI / (0.5 * Period2))
b12 = 2 * a12 * math.cos(1.414 * PI / (0.5 * Period2))
c22 = b12
c32 = -a12 * a12
c12 = 1 - c22 - c32

//Zeros = close - close[2]
// SuperSmoother Filter
Filt2 = 0.0
Filt2 := c12 * (Zeros + Zeros[1]) / 2 + c22 * nz(Filt2[1]) + c32 * nz(Filt2[2])
// Compute Standard Deviation
RM2 = math.sum(Filt2 * Filt2, Period2)
RMS2 = math.sqrt(RM2 / Period2)
// Rescale Filt in terms of Standard Deviations
ScaledFilt2 = Filt2 / RMS2
alpha12 = math.abs(ScaledFilt2) * 5 / Period2
DSMA2 = 0.0
DSMA2 := alpha12 * close + (1 - alpha12) * nz(DSMA2[1])
plot(DSMA2, color=color.new(color.red, 0))
devil_machine
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Upgrade to V5!

//@version=5
indicator('Deviation Scaled Moving Average ', shorttitle='DSMA', overlay=true)
Period = input(40)
PI = 3.1415926
a1 = math.exp(-1.414 * PI / (0.5 * Period))
b1 = 2 * a1 * math.cos(1.414 * PI / (0.5 * Period))
c2 = b1
c3 = -a1 * a1
c1 = 1 - c2 - c3

Zeros = close - close[2]
// SuperSmoother Filter
Filt = 0.0
Filt := c1 * (Zeros + Zeros[1]) / 2 + c2 * nz(Filt[1]) + c3 * nz(Filt[2])
// Compute Standard Deviation
RM = math.sum(Filt * Filt, Period)
RMS = math.sqrt(RM / Period)
// Rescale Filt in terms of Standard Deviations
ScaledFilt = Filt / RMS
alpha1 = math.abs(ScaledFilt) * 5 / Period
DSMA = 0.0
DSMA := alpha1 * close + (1 - alpha1) * nz(DSMA[1])
plot(DSMA, color=color.new(color.blue, 0))

// 2 moving average

Period2 = input(100)
a12 = math.exp(-1.414 * PI / (0.5 * Period2))
b12 = 2 * a12 * math.cos(1.414 * PI / (0.5 * Period2))
c22 = b12
c32 = -a12 * a12
c12 = 1 - c22 - c32

//Zeros = close - close[2]
// SuperSmoother Filter
Filt2 = 0.0
Filt2 := c12 * (Zeros + Zeros[1]) / 2 + c22 * nz(Filt2[1]) + c32 * nz(Filt2[2])
// Compute Standard Deviation
RM2 = math.sum(Filt2 * Filt2, Period2)
RMS2 = math.sqrt(RM2 / Period2)
// Rescale Filt in terms of Standard Deviations
ScaledFilt2 = Filt2 / RMS2
alpha12 = math.abs(ScaledFilt2) * 5 / Period2
DSMA2 = 0.0
DSMA2 := alpha12 * close + (1 - alpha12) * nz(DSMA2[1])
plot(DSMA2, color=color.new(color.red, 0))
dpanday
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CAn't see a line is displayed
vaicru
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Any timeframe ?
vaicru
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Hi Marco
I follow you.
MarcoValente
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@vaicru, nice to hear about you again...yes i guess any timeframe..
check yourself at: traders.com/Documentation/FEEDbk_docs/2018/07/TradersTips.html
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