adaptive

alexgrover Wizard

Introduction The ability the Kaufman adaptive moving average (KAMA) has to be flat during ranging markets and close to the price during trending markets is what make this moving average one of the most useful in technical analysis. KAMA is calculated by using exponential averaging using the efficiency ratio (ER) as smoothing variable where 1 > ER > 0 . An...

alexgrover Wizard

Introduction Bands are quite efficient in technical analysis, they can provide support and resistance levels, provide breakouts points, trailing stop loss/take profits positions and can show the current market volatility to the user. Most of the time bands are made from a central tendency estimator like a moving average plus/minus a volatility indicator....

alexgrover Wizard

Introduction The ability to adapt to possible markets states is important in technical analysis, this is why making adaptive indicator might help get better results. I propose a trailing stop indicator using recursion that can adapt to the efficiency ratio. I have added alerts since it's a often requested feature. The Indicator Its quite classical, bands are...

alexgrover Wizard

Introduction Technical indicators often have parameters settings that the user must enter, those are inconvenient when the user must design a strategy because such settings must be optimized, it must also been noted that the optimal settings at time t could change at time t+n , this is why non parametric indicators are more efficient. Today i propose a moving...

acatwithcharts Aktualisiert 

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. This is 4 of 4 in a series of Hi-Res indicators from 14-600 that are intended to be used in concert weaved together. Some...

acatwithcharts Aktualisiert 

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. This is 3 of 4 in a series of Hi-Res indicators from 14-600 that are intended to be used in concert weaved together. Some...

acatwithcharts Aktualisiert 

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. This is 2 of 4 in a series of Hi-Res indicators from 14-600 that are intended to be used in concert weaved together. Some...

acatwithcharts Aktualisiert 

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. This is 1 of 4 in a series of Hi-Res indicators from 14-600 that are intended to be used in concert weaved together. Some...

alexgrover Wizard

About This Indicator This was one of my first indicators, its also the first indicator i made a preprint paper about, i strongly encourage you to read the paper i made here : hal.archives-ouvertes.fr Dont be triggered by the lack of quality of the paper, i only did it for fun. I might further develop this preprint thus ending with something more readable.

alexgrover Wizard Aktualisiert 

Introduction Trailing stop are important indicators in technical analysis, today i propose a new trailing stop A2RTS based on my last published indicator A2RMA (1), this last indicator directly used an error measurement thus providing a way to create enveloppes, which provide a direct way to create trailing stops based on highest/lowest rules. The Indicator ...

alexgrover Wizard

Introduction Using conditions in filters is a way to make them adapt to those, i already used this methodology in one of my proposed indicators ARMA which gave a really promising adaptive filter, ARMA tried to have a flat response when dealing with ranging market while following the price when the market where trending or exhibiting volatile movements, the...

InSilico Aktualisiert 

Triple Layer Adaptive BB SD Band based pullback and pivoting signals ♘♝ Macro Trend sentiment - Outer deviations coloring Micro trend - Mean Value and normal +/- st.dev colors Candle Colors - Median Trend Col Coded Primitive(Basic) Squeeze detection Sensitive micro break out/down signals derived from basic Mean line crossing (Added some Whipsaw Protection)...

DasanC

This script has been updated to Pine v4. Original script by JustUncleL (link in code)

everget Wizard Aktualisiert 

It was planned as an addition to Moving Average Smoothness Benchmark and Profitable Moving Average Crossover , but can be used standalone. Supports 62 types of well-known moving averages and allows full-featured customization. Supported types of averages and filters: AEMA , Adaptive Exponential MA (by Vitali Apirine) AHMA , Ahrens MA (by Richard...

everget Wizard

This indicator was originally developed by Vitali Apirine (Stocks & Commodities V. 37:5 (April, 2019): Adaptive Exponential Moving Average ). This is his second modification of Kaufman Moving Average. In essence, the idea remains the same as in the previous ( ): the smoothing constant is calculated as a special ratio between the current price and...

alexgrover Wizard

Introduction People often ask me what is my best indicators, i can't really respond to this question with a straight answer but i would say you to check this indicator. The Autonomous Recursive Moving Average (ARMA) is an adaptive moving average that try to minimize the sum of squares thanks to a ternary operator, this choice can seem surprising since most of...

everget Wizard Aktualisiert 

This is Jurik Research's original moving average and a predecessor of the well-known Jurik Moving Average (JMA). It was developed by Mark Jurik in 1994. The purpose was the same: to create the best noise reduction filter. The algorithms of JAMA and JMA have big differences. JAMA is less responsive than JMA - sometimes it makes it better than JMA but closely...

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...