adaptive

loxx Premium Aggiornato 

This is an example of what can be done by combining Legendre polynomials and analytic signals. I get a way of determining a smooth period and relative adaptive strength indicator without adding time lag. This indicator displays the following: The Least Squares fit of a polynomial to a DC subtracted time series - a best fit to a cycle. The normalized...

cheatcountry Premium Aggiornato 

The Mother Of Adaptive Moving Averages was created by John Ehlers (Rocket Science For Traders pgs 182-183) and this is definitely my favorite Ehlers moving average script. This works as a trend indicator and a typical moving average. When the mama is above the fama then the stock is in an uptrend and vice versa. Of course it is also good when the price is above...

loxx Premium Aggiornato 

Pips-Stepped MA of RSI Adaptive EMA is a pips-stepping, adaptive moving average that first, filers source input price using an EMA calculated using an RSI-modified alpha value and second, and last, its plugged into a pips-stepping algorithm to output the final chart signals. This is mainly a forex indicator although it can be used for any asset, but you must...

everget Wizard Aggiornato 

Ehlers Smoothed Adaptive Momentum script. This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).

alexgrover Wizard Aggiornato 

Introduction "You don’t put sunscreen when there is no sun, you don’t use an umbrella when there is no rain, you don’t use a kite when there is no wind, so why would you use a trend following strategy when there is no trend ?" This is how i start my 4th paper "A New Technical Indicator For Optimal Markets Detection" where i present two new technical...

everget Wizard Aggiornato 

Laguerre Filter indicator based on the John Ehler's article "Time Warp – Without Space Travel" about the Laguerre Transform

alexgrover Wizard

Introduction I had the idea to make this indicator thanks to @dpanday with the support of @Coppermine and @Reika. Vwap is a non parametric indicator based on volume used by lot of traders and institutions, its non parametric particularity makes it great because it don't need to go through parameter optimization. Today i present a similar indicator called Ratio...

kaigouthro Premium

uses range and change distance on arrays to allow for more control as well as any choice of input value as a controller for how tightly it grips the input signal.

rumpypumpydumpy Wizard

.. chameleon 🎵 Uses Kaufmann's Efficiency Ratio to generate adaptive inputs for Ehler's MAMA/FAMA. Alphas from the Hilbert transform are then used in place for the KAMA calculation. Original MAMA/FAMA by everget : link -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA

LazyBear Wizard

Another one to add to Ehlers collection. The MESA Adaptive Moving Average (MAMA) adapts to price movement based on the rate of change of phase as measured by the Hilbert Transform Discriminator. This method features a fast attack average and a slow decay average so that composite average rapidly ratchets behind price changes and holds the average value until the...

alexgrover Wizard

Introduction Lines are the most widely used figures in technical analysis, this is due to the linear trends that some securities posses (daily log SP500 for example), support and resistances are also responsible for the uses of lines, basically linear support and resistances are made with the assumption that the line connecting two local maximas or minimas will...

everget Wizard Aggiornato 

Kaufman Adaptive Moving Average script. This indicator was originally developed by Perry J. Kaufman (`Smarter Trading: Improving Performance in Changing Markets`, 1995).

LazyBear Wizard

This updates Blau's excellent Candlestick oscillator to be adaptive by using the length of a scaled stochastic indicator and an exponent (for calculating the smoothing coefficient) to obtain the moving average. Check out the options page for configurable variables. More info on Ergodic Oscillator: Book: "Momentum, Direction and Divergence" by William...

everget Wizard Aggiornato 

Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).

loxx Premium

JFD-Adaptive, GKYZ-Filtered KAMA is a Kaufman Adaptive Moving Average with the option to make it Jurik Fractal Dimension Adaptive. This also includes a Garman-Klass-Yang-Zhang Historical Volatility Filter to reduce noise. What is KAMA? Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market...

fenirlix Pro+ Aggiornato 

ACTION ZONE-ATR MOD v0.1 DOCUMENTATION Overview This tradingview pine script strategy is mainly created to enrich my coding skill. It is a combination of “CDC-ACTIONZONE” and my personal studies of trading techniques in various sources e.g.book, course or blog. This strategy purposefully built to connect with my automatic trading bot. However, It will be very...

MightyZinger Aggiornato 

INTRODUCTION This script is inspired from "Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages)" and a correction to Dynamic Volume Adaptive Moving Average (MZ DVAMA) . I have used slope filtering in order to adapt trends more precisely for better trades. Slope adaption makes it better for adaptive moving average to detect trend health;...

LazyBear Wizard

Bored of Ehlers yet? :) I still have plenty of Ehlers in my collection, was thinking of publishing one of his Fishers or Adaptive RVI next, but @ChartArt requested Smoothed Adaptive Momentum (SAM), so here we go... This is my 200th script (not including the variations and other custom scripts I shared over PM). My complete list of indicators here - bit.ly Now,...