The following moving average adapt to the average number of highest high/lowest low made over a specific period, thus adapting to trend strength. Interesting results can be obtained when using the moving average in a MA crossover system or as a trailing support/resistance.
Length : Period of the indicator, with higher values returning smoother...
The following oscillator uses an adaptive moving average as an input for another RSI oscillator and aims to provide a way to minimize the impact of retracements over the oscillator output without introducing significant lag.
An additional trigger line is present in order to provide entry points from the crosses between the oscillator and the trigger line. More...
The Mother Of Adaptive Moving Averages was created by John Ehlers (Rocket Science For Traders pgs 182-183) and this is definitely my favorite Ehlers moving average script. This works as a trend indicator and a typical moving average. When the mama is above the fama then the stock is in an uptrend and vice versa. Of course it is also good when the price is above...
Moving average adapting to the strength of the trend, this is made possible by using the square of the vertical-horizontal filter as a smoothing factor. Alerts are included with two different types of conditions available to the user.
Length : Period of the moving average
Src : Input data for the indicator
Alerts : Types of conditions to be used...
This is a deviation scaled moving average original designed by John Ehlers. It is a new adaptive moving average that has the ability to rapidly adapt to volatility in price movement with minimal lag. Because it is so smooth and adapts to the volatility of the market it is by far a really great tool for spotting trend changes
.. 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
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BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
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.
This study is an experiment in adaptive filtering. The process in this study was inspired by KAMA and ZLEMA filtering techniques.
First, data is given an optional modification for lag reduction.
Then, an adaptive filter of your choice is calculated. There are 6 different adaptive filters to choose from in this study:
-Commodity Channel Index Adaptive Moving...
The Dynamically Adjustable Moving Average (AMA) is an adaptive moving average proposed by Jacinta Chan Phooi M’ng (1) originally provided to forecast Asian Tiger's futures markets. AMA adjust to market condition in order to avoid whipsaw trades as well as entering the trending market earlier. This moving average showed better results than...
The Moving Average Adaptive Q (MAAQ) was authored by Perry Kaufman in the Stocks and Commodities Magazine 06/1995
This is similar to his Kaufman Adaptive Moving Average with a few changes. This is a pretty close moving average which I like quite a bit. Try it and let me know what you think.
Send me a message and let me know what other indicators you would like to see!
"There are various ways to detect trends with moving averages. The moving average is a rolling filter and uptrends are detected when either the price is above the moving average or when the moving average’s slope is positive.
Given that an SMA can be well approximated by a constant-α AMA, it makes a lot of sense to adopt the AMA as the principal representative of...