OPEN-SOURCE SCRIPT
(MA-EWMA) with Channels
Hamming Windowed Volume-Weighted Bidirectional Momentum-Adaptive Exponential Weighted Moving Average
This script is an advanced financial indicator that calculates a Hamming Windowed Volume-Weighted Bidirectional Momentum-Adaptive Exponential Weighted Moving Average (MA-EWMA). It adapts dynamically to market conditions, adjusting key parameters like lookback period, momentum length, and volatility sensitivity based on price volatility.
Key Components:
Dynamic Adjustments: The indicator adjusts its lookback and momentum length using the ATR (Average True Range), making it more responsive to volatile markets.
Volume Weighting: It incorporates volume data, weighting the moving average based on the volume activity, adding further sensitivity to price movement.
Bidirectional Momentum: It calculates upward and downward momentum separately, using these values to determine the directional weighting of the moving average.
Hamming Window: This technique smooths the price data by applying a Hamming window, which helps to reduce noise in the data and enhances the accuracy of the moving average.
Channels: Instead of plotting a single line, the script creates dynamic channels, providing more context for support and resistance levels based on the market's behavior.
The result is a highly adaptive and sophisticated moving average indicator that responds dynamically to both price momentum and volume trends.
This script is an advanced financial indicator that calculates a Hamming Windowed Volume-Weighted Bidirectional Momentum-Adaptive Exponential Weighted Moving Average (MA-EWMA). It adapts dynamically to market conditions, adjusting key parameters like lookback period, momentum length, and volatility sensitivity based on price volatility.
Key Components:
Dynamic Adjustments: The indicator adjusts its lookback and momentum length using the ATR (Average True Range), making it more responsive to volatile markets.
Volume Weighting: It incorporates volume data, weighting the moving average based on the volume activity, adding further sensitivity to price movement.
Bidirectional Momentum: It calculates upward and downward momentum separately, using these values to determine the directional weighting of the moving average.
Hamming Window: This technique smooths the price data by applying a Hamming window, which helps to reduce noise in the data and enhances the accuracy of the moving average.
Channels: Instead of plotting a single line, the script creates dynamic channels, providing more context for support and resistance levels based on the market's behavior.
The result is a highly adaptive and sophisticated moving average indicator that responds dynamically to both price momentum and volume trends.
نص برمجي مفتوح المصدر
قام مؤلف هذا النص البرمجي بنشره وجعله مفتوح المصدر، بحيث يمكن للمتداولين فهمه والتحقق منه، وهو الأمر الذي يدخل ضمن قيم TradingView. تحياتنا للمؤلف! يمكنك استخدامه مجانًا، ولكن إعادة استخدام هذا الرمز في المنشور يخضع لقواعدقوانين الموقع. يمكنك جعله مفضلاً لاستخدامه على الرسم البياني.
هل تريد استخدام هذا النص البرمجي على الرسم البياني؟
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