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!
Intro
One of Ehlers most well-known indicators! I've seen many variations of this on TradingView, however, none seem to be true to the original released by Ehlers himself.
I've taken it upon myself to simply translate the MAMA into Pinescript, instead of re-writing like some others have done.
You can use it as a very effective & adaptive moving average with...
Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility.
MT4 version is available on synapticex.com/software.html
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...
Introduction
The correlation oscillator is a technical indicator that measure the linear relationship between the market closing price and a simple increasing line, the indicator is in a (-1,1) range and rise when price is up-trending and fall when price is down-trending. Another characteristic of the indicator is its inherent smoothing which provide a noise...
Juirk-Filtered Balance of Market Power is an oscillator showing strength of the bulls versus bears measured by the ability of each to push prices to extreme levels. Positive values of the oscillator signify an uptrend, while negative ones signify a downtrend. Jurik smoothing has been applied using a Jurik Filter process using Jurik Volty to smooth the signal and...
The Kaufman Adaptive Moving Average was created by Perry Kaufman and this is a variation of that original formula created by John Ehlers. I have included a side by side with an original script (blue line) done by @HPotter that shows that Ehlers version is slightly more reactive compared to the original version. I have included strong buy and sell signals in...
Automatic moving average removes the need to set the moving average length manually. The indicator progressively finds a suitable length that minimizes the number of candle body touches and maximizes the number of wick touches.
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...
Introduction
I had the idea to make this indicator thanks to @dpanday with the support of @Coppermine and @Reika. Vwap is a non parametric indicator based on volume used by lot of traders and institutions, its non parametric particularity makes it great because it don't need to go through parameter optimization. Today i present a similar indicator called Ratio...
Level: 2
Background
John F. Ehlers introuced his DFT-ADAPTED RELATIVE STRENGTH INDEX (RSI) in Jan, 2007.
Function
In "Fourier Transform For Traders" in Jan, 2007, John Ehlers presented an interesting technique of improving the resolution of spectral analysis that could be used to effectively measure market cycles. Better resolution is obtained by a...
MAMA ( Ehlers ) MESA Adaptive Moving Average:
What it is and how it works
MESA Phasor is the most advanced futures trading program on the market!
MESA Phasor derives its name from the sinewave generator you probably recall from your high school trigonometry class. As you can see in the diagram, the rotating phasor generates a sine wave in the time domain,...
The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors
identify possible market turning points, which can be especially useful in a sideways-moving
market. It was created by technical analyst Lee Leibfarth in the article “Identify the
Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September...
Introduction
It is possible to use a wide variety of filters for the estimation of a least squares moving average, one of the them being the Kaufman adaptive moving average (KAMA) which adapt to the market trend strength, by using KAMA in an lsma we therefore allow for an adaptive low lag filter which might provide a smarter way to remove noise while preserving...
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).
The Median Average Adaptive Filter was created by John Ehlers and this is another in my current series of undiscovered gems. I'm sure you are all saying but Franklin, Ehlers doesn't have any undiscovered gems but in this case you would be wrong. This was actually an indicator so buried on the internet that I had to use the wayback machine to find the original...
The Adaptive Commodity Channel Index V1 was created by John Ehlers (Rocket Science For Traders pgs 236-237) and this is the typical Commodity Channel formula with the introduction of adaptive lengths based on his earlier work with indicators such as the Mother of Adaptive Moving Averages. For longer term signals you would get a bullish signal when CCI is above 0...
![TAIEX: [LunaOwl] 11 kinds of Adaptive MA Model](https://s3.tradingview.com/x/Xa4hVbyH_mid.png "[LunaOwl] 11 kinds of Adaptive MA Model")
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![AAPL: Ehlers Median Average Adaptive Filter [CC]](https://s3.tradingview.com/p/pq6FWb3Y_mid.png "Ehlers Median Average Adaptive Filter [CC]")
![AAPL: Ehlers Adaptive Commodity Channel Index V1 [CC]](https://s3.tradingview.com/1/1TIs3KgT_mid.png "Ehlers Adaptive Commodity Channel Index V1 [CC]")