John F. Ehlers introuced Zero Mean Roofing Filter in his "Cycle Analytics for Traders" chapter 7 on 2013.
The HP-LP Roofing Filter output still contains all of these frequency components. The only way we can reduce the effect of these lower-frequency components is to introduce another high-pass filter, adding an additional 6 dB...
The Impossible RSI is built on original RSI. If users want traditional RSI value, they can choose "Traditional RSI" in RSI mode. Untick "Log transform" ,"Error Correcting Smoothing " and "show columns" options in settings.
Orginal RSI allows negative price as input. By using the log transform on input price, we eliminate the negative price scenario.
Mom is a momentum indicator calculated based on the EWMA historical volatility.
It calculates the difference between the upward volatility and downward volatility.
An advanced smoothing technique is used to smooth the indicator for people who want to get rid of noises. It has error-correcting property and limits overshoot. The lag is limited while still...