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Average

Chauvenet RadiusThe Chauvenet criterion is a well-known criterion of selection and rejection of the data used by the Physics. It establishes that in an experiment is well to discard the data whose distance from the average is greater than a certain number of the delta. In the stock market if prices move away from the average with a volatility too high are suspect. This principle is embodied in the Chauvenet floor with the definition of two asymptotes and two data areas rejection. The Chauvenet Radius is the quadratic sum of the delta (distance from average) and sigmoid (volatility) and is therefore an obvious market stability index. In fact the moments when price strongly moves away from the average with high volatility coincide with the moments of high instability of the market. It can be considered an evolution of John Bollinger method introduced during the '80. Source: www.performancetrading.it
Indicatore Pine Script®
di Shizaru
4
Fractal Adaptive Moving AverageSettings: FRAMA: blue line, SC = 252, FC = 40, length = 252 EMA: orange line, length = 50 FRAMA seems to be the evolution of the current and much-used EMA. The basic strategy is simple: long if the price crosses up the line, short or exit if vice versa. The main difference between EMA and FRAMA is that the first one seems to lag much more than the first one, as we can see from the chart below (crude oil daily chart) FYI etfhq.com quantstrattrader.wordpress.com
Indicatore Pine Script®
di Shizaru
8
GEOMETRIC STANDARD DEVIATION BANDS v1 by @XeL_ArjonaGEOMETRIC STANDARD DEVIATION BANDS Ver.1 By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and ideas within this work are FREELY AND PUBLICLY available on the Web for NON LUCRATIVE ACTIVITIES and must remain as is. WHAT'S THIS? This IS NOT the wheel "Re-Invention"... This is exactly what the name says: A pair of Envelope Bands to measure "volatility", constructed at statistical relation from within price series and their Rolling back MEAN (Simple Moving Average). YES, What Mr. Bollinger did and put it's name to this simple, cleaver and popular formula. This time, I took the time to make another simple mod, but seems to me to be quite functional in REAL VOLATILE assets like in the example chart: TO USE THEIR GEOMETRIC MODE!! Cheers! Any feedback or public modification(s) are quite welcome to the community....! @XeL_Arjona Apr 28 2016
Indicatore Pine Script®
di xel_arjona
6
Double HullMA CrossThe Hull Moving Average (HMA), developed by Alan Hull, is an extremely fast and smooth moving average. In fact, the HMA almost eliminates lag altogether and manages to improve smoothing at the same time. The Hull Moving Average solves the dilemma of making a moving average more responsive to current price activity whilst maintaining curve smoothness. (hoping in less false signals). indicator doubles the input value to make the second HullMA value, then marks the crossover
Indicatore Pine Script®
di SeaSide420
5