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Adaptive Fisherized KST

simwai تم تحديثه   
Introduction
Heyo guys, here is a new adaptive fisherized indicator of me.
I applied Inverse Fisher Transform, Ehlers dominant cycle analysis,
smoothing and divergence analysis on the Know Sure Thing (KST) indicator.
Moreover, the indicator doesn't repaint.

Usage
I didn't backtest the indicator, but I recommend the 5–15 min timeframe.
It can be also used on other timeframs, but I have no experience with that.

The indicator has no special filter system, so you need to find an own combo in order to build a trading system.
A trend filter like KAMA or my Adaptive Fisherized Trend Intensity Index could fit well.
If you find a good combo, let me know it in the comments pls.

Signals
Zero Line
KST crossover 0 => Enter Long
KST crossunder 0 => Enter Short

Cross
KST crossover KST MA => Enter Long
KST crossunder KST MA => Enter Short

Cross Filtered
KST crossover KST MA and KST above 0 => Enter Long
KST crossunder KST MA and KST under 0 => Enter Short
KST crossunder 0 => Exit Long
KST crossover 0 => Exit Short

More to read: KST Explanation

Enjoy and let me know your opinion!

--

Credits to
- @tista
- @blackcat1402
- @DasanC
- @cheatcountry
ملاحظات الأخبار:
Removed superflous Kalman filter, because it ripped the calculation.
ملاحظات الأخبار:
Removed VIDYA, ZLSMA and COVWMA
Removed superflous code
Made a bug fix in the vwma function which prevented consuming volume of other timeframes
ملاحظات الأخبار:
Updated the default values
ملاحظات الأخبار:
Avoided that adaptive length caps the period in the core algorithm
Added gradient
NET and Hann Window Smoothing can now be applied at the same time, because it is not a classic way to smooth and this allows you to better experiment with it.
Added JMA and T3 and removed a lot of deprecated MAs
Reworked input groups
Improved indicator core calculation logic (where the different techniques get applied)
Removed one ma in the calculation of KST to make it more responsive (somehow the original calculation uses two times the SMA)
ملاحظات الأخبار:
Added signal label overlay option
Fixed signal logic bug
Did some minor refactoring
ملاحظات الأخبار:
Adder upper, lower and breakout bands
Restructured inputs
ملاحظات الأخبار:
Restructured inputs
Used MA of ROC instead of pure ROC, too stick closer to the original KST
Added inputs for the 4 MAs of the 4 ROCs used in KST
Optimized adaptive lengths
Fixed bar_index bug
Instead of normalization, I simply divide KST through 100 to get it on 1 to -1 scale
Fixed wrong signal order bug

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