Moving Average Adaptive Filter

The Moving Avg Adaptive Filter (MAAF) was authored by Perry Kaufman in the Stocks and Commodities Magazine 03/1998

This is a volatility based indicator so when this indicator goes up, sell in the direction of how that stock is going. In other words go short when it is rising and the stock price is below the ema or go long when it is rising and the stock price is above the ema . Lower volatility means it is trading sideways or the current price action is about to reverse.

Send me a message and let me know what other indicators you would like to see!
Release Notes: Changed buy/sell signal check
Release Notes: added categories
Release Notes: updated to match with my other indicators
Release Notes: fixed issue with default resolution
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

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I'd like an opensource Historical Volatility & SMA. Nice work
sig = ema(src, length) AND src > sig ?
levith levith
@levith, O,I SEE