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. At the moment, it is limited to the 600-period cap; just using the logic of the two indicators in one hits runs into the...
Results after a long period of research This strategy uses CTA Trend Tracking Strategy, which is given to the person who is close to you. And add filter with fractal dimension. Please note that any strategy is correct and wrong. Please accept the loss list calmly so as to make a big profit when the trend comes. It works better with Heikinashi chart.
@ChartArt got my attention to this idea. This type of moving average was originally developed by Michael R. Bryant (Adaptrade Software newsletter, April 2014). Mr. Bryant suggested a new approach, so called Variable Efficiency Ratio (VER), to obtain adaptive behaviour for the moving average. This approach is based on Perry Kaufman' idea with Efficiency Ratio...
This is Jurik RSX version that accepts price preliminarily filtered using the best original JMA' clone on TradingView . As Mr. Jurik noticed: "A smooth (low noise) trend is more efficient than a noisy trend. Given that RSX measures market trend direction and efficiency, it stands to reason that RSX would respond better (display larger dynamic range) when fed...
An oscillator form of the crossover system that was recommended by Mark Jurik. The oscillator is based on the Jurik Moving Average (JMA) and Double Weighted Moving Average (DWMA) convergence/divergence. I use the best original JMA' clone on TradingView that has the almost identical behaviour as the original one. I made it more pretty and added alerts for the...
Intro One of Ehlers most well-known indicators! I've seen many variations of this on TradingView, however, none seem to be true to the original released by Ehlers himself. I've taken it upon myself to simply translate the MAMA into Pinescript, instead of re-writing like some others have done. You can use it as a very effective & adaptive moving average with...
The last of Ehlers Instantaneous Frequency Measurement methods. This is a more robust version of this script. I wrote it as a function, so you can simply copy and paste it into any script to add an adaptive period setting capability. Cheers, DasanC
This is my most successful strategy to date! Please enjoy and join the Open Source movement by sharing your code and ideas online! OPERATING PRINCIPLE The strategy is based on Ehlers idea that any indicator can be turned into a signal-producing trade system through smoothing and other filtering processes. In fact, I'm using his Zero Lag EMA (ZLEMA) as a baseline...
This is a low-lag EMA, colorized to help identify turn around points. You have the option of making it adaptive as well, different methods of signal processing or simply an average of the two. See my previous script to understand how these adaptive methods work
This is my latest bandpass filter - used to determine if a security is in a trend or cycle. Now with an adaptive period setting! I use Ehlers in-phase & quadrature dominant cycle measurement (IQ IFM) method to set the period dynamically. This method favors longer periods which tend to produce smoother, albeit laggier bandpass oscillator plots. From my quick tests,...
Behold! A strategy that makes use of Ehlers research into the field of signal processing and wins so consistently, on multiple time frames AND on multiple currency pairs. The Adaptive Zero Lag EMA (AZLEMA) is based on an informative report by Ehlers and Ric . I've modified it by using Cosine IFM, a method by Ehlers on determining the dominant cycle period without...
Hi everyone! Introduction A popular use for moving averages is to develop simple trading systems based on moving average crossovers. A trading system using two moving averages would give a buy signal when the shorter (faster) moving average advances above the longer (slower) moving average. A sell signal would be given when the shorter moving average crosses...
This is my best attempt to reproduce the original Jurik Moving Average. It differs from Jurik's a little bit, but in most cases it behaves like the original. Jurik Moving Average is known as a superior noise elimination (causal, nonlinear and adaptive) filter and a world class moving average that tracks and smoothes price charts or any market-related time...
This is an experimental adaptive trend following study inspired by Giorgos Siligardos's Reverse Engineering RSI and Tushar S. Chande's Variable Moving Average. In this study, reverse engineered RSI levels are calculated and used to generate a volatility index for VMA calculation. First, price levels are calculated for when RSI will equal 70 and 30. The...
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...
Hey there! This tool will help you to choose a moving average/filter that has the lowest lag throughout the whole history for the specified period. What does it do? It calculates the mean absolute errors for each moving average or filter and shows histogram with results. The lower error the lower lag of the moving average. So, the best average will be at the...