adaptive

EmpiricalFX

This indicator is a huge upgrade to my original MTF MESA Plots are now extremely smooth and accurate on all timeframes ** Missing data points are automatically filled with the "best fit" This is a Trend indicator and should be used to trade "top-down" aka: Start with the Daily chart to confirm a trend Move to 4H 2H Etc... Use your favorite entry...

cheatcountry

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...

alexgrover

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. Settings Length : Period of the moving average Src : Input data for the indicator Alerts : Types of conditions to be used...

mortdiggiddy

// Constructs the trailing ATR stop above or below the price, and switches // directions when the source price breaks the ATR stop. Uses the Average // Directional Index (ADX) to switch between ATR multipliers. The higher // multiplier is used when the ADX is rising, and the lower ATR multiplier // is used with the ADX is falling. This ADX criteria further widens...

DonovanWall

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...

LazyBear

Another one to add to Ehlers collection. The MESA Adaptive Moving Average (MAMA) adapts to price movement based on the rate of change of phase as measured by the Hilbert Transform Discriminator. This method features a fast attack average and a slow decay average so that composite average rapidly ratchets behind price changes and holds the average value until the...

LazyBear

This updates Blau's excellent Candlestick oscillator to be adaptive by using the length of a scaled stochastic indicator and an exponent (for calculating the smoothing coefficient) to obtain the moving average. Check out the options page for configurable variables. More info on Ergodic Oscillator: Book: "Momentum, Direction and Divergence" by William...

LazyBear

Bored of Ehlers yet? :) I still have plenty of Ehlers in my collection, was thinking of publishing one of his Fishers or Adaptive RVI next, but @ChartArt requested Smoothed Adaptive Momentum (SAM), so here we go... This is my 200th script (not including the variations and other custom scripts I shared over PM). My complete list of indicators here -...

Noldo

I realized that the zone changes in the stoploss remained slow, so I couldn't make enough use of the characteristics of technical indicators when opening positions. This pushed me to keep stop-loss under the influence of a dependent variable. This script helped me a lot (everget) : I've redesigned the...

HPotter

Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending...

LunaOwl

作品: 11種自適應性平滑模型 It integrates eleven kinds of adaptive moving average method. At first, I just wanted to make a ATR. Later, the price series ±N*ATR mult, to form two series. Then use the concept of support/resistance breakthrough to design it, and then two adaptive series formation channels were formed. Take the average of the two series as the signal. When...

everget

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.

everget

Variable Index Dynamic Average indicator script based on the original version by Tushar Chande.

EmpiricalFX

This is my most successful strategy to date! Please enjoy and join the Open Source movement by sharing your code and ideas online! OPERATING PRINCIPLE The strategy is based on Ehlers idea that any indicator can be turned into a signal-producing trade system through smoothing and other filtering processes. In fact, I'm using his Zero Lag EMA (ZLEMA) as a baseline...

alexgrover

Introduction Lines are the most widely used figures in technical analysis, this is due to the linear trends that some securities posses (daily log SP500 for example), support and resistances are also responsible for the uses of lines, basically linear support and resistances are made with the assumption that the line connecting two local maximas or minimas will...

LazyBear

Lets go with another adaptive indicator today. BTW, this is my 199th script (1 more and I am planning to work on my other backlogs). This is the adaptive version of Ehlers' Center Of Gravity (CG) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In...

ChuckBanger

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

mortdiggiddy

Constructs the trailing ATR stop above or below the price, and switches directions when the source price breaks the ATR stop. Uses the Average Directional Index (ADX) to switch between ATR multipliers. The higher multiplier is used when the ADX is rising, and the lower ATR multiplier is used with the ADX is falling. This ADX criteria further widens the gap between...