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...
Hey there! This tool will help you to choose a moving average/filter that has the lowest lag throughout the whole history for the specified period. What does it do? It calculates the mean absolute errors for each moving average or filter and shows histogram with results. The lower error the lower lag of the moving average. So, the best average will be at the...
This is an experimental study designed to filter out minor price action for a clearer view of trends. Inspired by the QQE's volatility filter, this filter applies the process directly to price rather than to a smoothed RSI. First, a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount. Next, the filter is...
🥢 Crypto-Sticks™: Ehler's Adaptive Center of Gravity A new series of indicators brought to you by Cryptorthyhms...giving you an alternate look at your trusted favorites! Follow me, there are still 2 dozen Crypto-Sticks indicators planned - all will be released in public library. 🚀 Indicator Specific Info 🐻Thanks to Lazybear for posting the original EACG...
🥢 Crypto-Sticks™: Ehler's Adaptive Cyber Cycle A new series of indicators brought to you by Cryptorthyhms...giving you an alternate look at your trusted favorites! Follow me, there are still 2 dozen Crypto-Sticks indicators planned - all will be released in public library. 🚀 Indicator Specific Info 🐻Thanks to Lazybear for posting the original EACC code I...
This indicator was originally developed by Mark Jurik. NOTE: If Mr. Jurik ask me to remove this indicator from public access then I will do it.
An adaptive filtering technique allowing permanent re-evaluation of the filter parameters according to price volatility. The construction of this filter is based on the formula of moving ordinary least squares or lsma , the period parameter is estimated by dividing the true range with its highest. The filter will react faster during high volatility periods and...
Ehlers Smoothed Adaptive Momentum script. This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
Ehlers Instantaneous Trendline script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 10: The Instantaneous Trendline).
Kaufman Adaptive Moving Average script. This indicator was originally developed by Perry J. Kaufman (`Smarter Trading: Improving Performance in Changing Markets`, 1995).
This is the Adaptive Ehlers Filter. I had to unroll the for loops and array because TV is missing crucial data structures and data conversions (Arrays and series to integer conversion for values). I'm in the process of releasing some scripts. This is a very old script I had. This contains volatility ranges and can be used as trading signals. You can also see...
Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) script. These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA Adaptive Moving Averages).
Adaptive strategy for strong move starting points. When it capture signal stay in that direction until lost momentum or get a counter signal
Ehlers Deviation-Scaled Moving Average indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).
Holt Exponential Moving Average indicator script. This indicator was originally developed by Charles C. Holt (International Journal of Forecasting 20(1):5-10, March 2004: Forecasting seasonals and trends by exponentially weighted moving averages).
Ahrens Moving Average indicator script. This indicator was originally developed by Richard D. Ahrens (Stocks & Commodities V.31:11 (26-30): Build A Better Moving Average).
Adaptive Laguerre Filter indicator script. The Adaptive Laguerre Filter was originally developed and described by John Ehlers in his paper `Time Warp – Without Space Travel`. Thanks to @apozdnyakov for the sorting solution.
Sharp Modified Moving Average indicator script. This indicator was originally developed by Joe Sharp (Stocks & Commodities, V.18:1, More Responsive Moving Averages).