adaptive

alexgrover Wizard

Introduction I have been asked by @Coppermine and @Verbena to make bands that use volume to provide adaptive results. My first approach was to use exponential averaging, in order to do so i needed to quantify volume movement using rescaling with the objective to make the bands go away from each others when there is low volume, this approach is efficient and can...

alexgrover Wizard

Introduction Not be confused with non-parametric statistics, i define a "non-parametric" indicator as an indicator who does not have any parameter input. Such indicators can be useful since they don't need to go through parameter optimization. I present here a non parametric adaptive moving average based on exponential averaging using a modified ratio of...

alexgrover Wizard Aggiornato 

Introduction Inspired from the Kalman filter this indicator aim to provide a good result in term of smoothness and reactivity while letting the user the option to increase/decrease smoothing. Optimality And Dynamical Adjustment This indicator is constructed in the same manner as many adaptive moving averages by using exponential averaging with a smoothing...

alexgrover Wizard Aggiornato 

Introduction 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...

alexgrover Wizard Aggiornato 

Introduction This is a modification of an old indicator i made. This filter aim to adapt to market trend by creating a smoothing constant using highest and lowest functions. This filter is visually similar to the edge-preserving filter, this similarity can make this filter quite good for MA cross strategies. On The Filter Code a = nz(a ) + alpha*nz(error )...

theheirophant

♒ RBCI - Range Bound Channel Index by Cryptorhythms Intro This is my best approximation of the RBCI. Its not perfect, but it does the job well enough. A good way to use it is to enter when the singal line (light blue) RE ENTERS the channel from below. I circled these points on the indicator in green. Description Information to create was gathered mostly...

alexgrover Wizard Aggiornato 

Introduction The Dynamically Adjustable Moving Average (AMA) is an adaptive moving average proposed by Jacinta Chan Phooi M’ng (1) originally provided to forecast Asian Tiger's futures markets. AMA adjust to market condition in order to avoid whipsaw trades as well as entering the trending market earlier. This moving average showed better results than...

acatwithcharts Aggiornato 

This is the corresponding period length tracker for ACAT (2000-4000 Std-Res). The constraints of Pinescript make it necessary to plot a separate indicator in a separate window to actually read out the period numbers without massively skewing the chart by default. My volatility indicators are available by subscription in several packages through...

acatwithcharts Aggiornato 

Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into. The best solution I've managed to find to the variable count limits in Pinescript is to split the indicator into two that...

acatwithcharts Aggiornato 

(This is a reupload to help standardize the names in the invite-only indicators listing, which was otherwise doomed to be forever confusing.) Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators...

acatwithcharts Aggiornato 

(This is a reupload to help standardize the names in the invite-only indicators listing, which was otherwise doomed to be forever confusing.) Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two...

acatwithcharts Aggiornato 

This is the corresponding period length tracker for ACAT (14-2000 Half-Res). The constraints of Pinescript make it necessary to plot a separate indicator in a separate window to actually read out the period numbers without massively skewing the chart by default. Taking some lessons from how subscribers ended up making best use of the period length trackers for my...

acatwithcharts Aggiornato 

This is the corresponding period length tracker for ACAT (14-600 Std-Res). The constraints of Pinescript make it necessary to plot a separate indicator in a separate window to actually read out the period numbers without massively skewing the chart by default. Taking some lessons from how subscribers ended up making best use of the period length trackers for my...

acatwithcharts Aggiornato 

This is the corresponding period length tracker for ACAT (600-2000 Std-Res). The constraints of Pinescript make it necessary to plot a separate indicator in a separate window to actually read out the period numbers without massively skewing the chart by default. Taking some lessons from how subscribers ended up making best use of the period length trackers for my...

acatwithcharts Aggiornato 

Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into. As I've looked into ways to lower variable count and optimize ACAT, I've found that decreasing the resolution in half to...

alexgrover Wizard

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...

Little_Rabbit

This is my latest strategy integration. It is a combination of trend tracking strategy and visualization trend. I believe it will bring you a clear trend discrimination and relatively reliable trading signal hints. (Note: This strategy parameter has special parameter debugging and Optimization for BTC1h/BIANACE Heikin-ashi chart. It works best here. Other trade...

acatwithcharts Aggiornato 

Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into. The best solution I've managed to find to the variable count limits in Pinescript is to split the indicator into two that...