STD-Filtered, ATR-Adaptive Laguerre Filter is a standard Laguerre Filter that is first made ATR-adaptive and the passed through a standard deviation filter. This helps reduce noise and refine the output signal. Can apply the standard deviation filter to the price, signal, both or neither.
What is the Laguerre Filter?
The Laguerre RSI indicator created by...
"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...
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...
Heyo, here I made a normalized Chaikin Money Flow (CMF) indicator with Inverse Fisher Transform (IFT) and some smoothing techniques.
I had to normalize the indicator in order to fit it to the IFT range (-1 -> 1).
Moreover, the good old adaptive mode is also included in this indicator. It uses Ehlers superb dominant cycle techniques.
It also has...
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...
.. 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
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...
This is a follow up to my previous publication of Adaptive HMA+ few months ago, as a mean to provide some kind of initial backtesting tools. Which can be use to explore many possible strategies, optimise its settings to better conform user's pair/tf, and hopefully able to help tweaking your general strategy.
If you haven't read the study or use the indicator,...
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...
Dynamic Array Table.... Configurable Shape/Size Table from Arrays
Allows for any data in any size combination of arrays to join together
all possible orientations!
filling all cells contiguously and/or flipping at boundaries
vertical or horizontal rotation
x/y axis direction swapping
all types array inputs for data.
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...
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...
ACTION ZONE-ATR MOD v0.1 DOCUMENTATION
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...
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
=== Musashi-Katana ===
This tool was designed to fit my particular trading style and personal theories about the "Alchemy of the markets" and ''Harmonic Structure'.
When following a Technical approach to to surf the markets, there are teachings that must be understood before reaching a confort-zone, this usually happen the possible worst way by constant...
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;...