This Indicator allows for a ‘Optimal Length’ to be inputted within the Settings as a Source. Unlike most Indicators and/or Strategies that rely on either Static Lengths or Internal calculations for the length, this Indicator relies on the Length being derived from an external Indicator in the form of a Source Input.
This may not sound like much, but this...
This Indicator, will rate multiple different lengths of RSIs to determine which RSI to RSI MA cross produced the highest profit within the lookback span. This ‘Optimal RSI’ is then passed back, and if toggled will then be thrown into a Machine Learning calculation. You have the option to Filter RSI and RSI MA’s within the Machine Learning calculation. What this...
The Optimal Weighted Moving Average was created by Thomas Hutchinson and Peter G. Zhang, Ph.D. (Stocks & Commodities V. 11:12 (500-505)) and it is very similar to a classic weighted moving average but it uses the correlation between the input and the optimal weighted moving average output to use as the weights. Buy when the line turns green and sell when it turns...
Introduction
"You don’t put sunscreen when there is no sun, you don’t use an umbrella when there is no rain, you don’t use a kite when there is no wind, so why would you use a trend following strategy when there is no trend ?"
This is how i start my 4th paper "A New Technical Indicator For Optimal Markets Detection" where i present two new technical...
Stolen from Madrid Moving Average Ribbon : 2.0 : MMAR
madridjourneyonws.blogspot.com
Adapted for 4H optimal EMAs
This plots a moving average ribbon, please use the exponential not the standard.
It is based on a constant calculation of the most profitable EMAs to trade on the 4H time frame for Ethereum!
Thus the values will be updated with time as they change.
As...
//
// Stolen from Madrid Moving Average Ribbon : 2.0 : MMAR
// madridjourneyonws.blogspot.com
// Adapted for 4H optimal EMAs
//
// This plots a moving average ribbon, please use the exponential not the standard.
// It is based on a constant calculation of the most profitable EMAs to trade on the 4H time frame for Ethereum!
// Thus the values will be updated with...
This indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.18:7 (July, 2000): "Optimal Detrending").
Mr. Ehlers didn't stop and improved his Optimum Elliptic Filter. To reduce the effects of lag he added the one day momentum of the price to the price value.
This modification produce a better response.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.18:7 (July, 2000): "Optimal Detrending").
Mr. Ehlers worked on the smoother that could have no more than a one-bar lag. An elliptic filter provides the maximum amount of smoothing under the constraint of a given lag.
![BTCUSDT: Optimal Length BackTester [YinYangAlgorithms]](https://s3.tradingview.com/p/PtSznKiX_mid.png "Optimal Length BackTester [YinYangAlgorithms]")
![BTCUSDT: Machine Learning: Optimal RSI [YinYangAlgorithms]](https://s3.tradingview.com/b/bLOzFkhi_mid.png "Machine Learning: Optimal RSI [YinYangAlgorithms]")
