THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER DESIGNED FOR CRYPTO TRADE (another version available for stocks also: Super Smoothed MACD for STOCKS by KIVANÇ fr3762) Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used. The default values of BAND EDGE's (periods) of these Super Smoothed Prices...
John Ehler's MESA Stochastic uses super smoothing to give solid signals. This indicator uses the same rules as every other Stochastic indicator so it would be worth looking into if you are not already familiar with reading a Stochastic. There are 4 different lengths displayed to give traders an edge on reading the market. This is a great tool to analyze waves and...
This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers. Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver. The goal in applying roofing filters to a price signal is to...
THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER DESIGNED FOR STOCKS (another version available for CRYPTO TRADE: Super Smoothed MACD for CRYPTO by KIVANÇ fr3762) Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used. The default values of BAND EDGE's (periods) of these Super Smoothed Prices are...
This is an experimental study designed to calculate polynomial regression for any order polynomial that TV is able to support. This study aims to educate users on polynomial curve fitting, and the derivation process of Least Squares Moving Averages (LSMAs). I also designed this study with the intent of showcasing some of the capabilities and potential applications...
This is an experimental study that calculates filter values at user defined sample rates. This study is aimed to provide users with alternative functions for filtering price at custom sample rates. First, source data is resampled using the desired rate and cycle offset. The highest possible rate is 1 bar per sample (BPS). There are three resampling methods to...
Rocket RSI indicator script. This indicator was originally developed by John Ehlers (Stocks & Commodities V.36:6, RocketRSI - A Solid Propellant For Your Rocket Science Trading).
Ehlers Smoothed Adaptive Momentum script. This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
Ehlers Fisherized Deviation-Scaled Oscillator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:11: Probability - Probably A Good Thing To Know).
Ehlers Deviation-Scaled Moving Average indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).
// This is a modification of Supersmoothed MACD (created by KIVANC using EHLERS' SUPER SMOOTHER FILTER) and sharpenned with Ehler fisher transform //all lengths and parameters are completely configurable, tune the length according to your instrument //give me what you think
Ehlers Stochastic script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
Ehlers Super Smoother Filter script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 13: `Super Smoothers`).
Adaptive Moving Averages are nothing new, however most of them use EMA as their MA of choice once the preferred smoothing length is determined. I have decided to make an experiment and separate length generation from smoothing, offering multiple alternatives to be combined. Some of the combinations are widely known, some are not. This indicator is based on my...
A better version of Apirine's RS EMA by using a superior MA: Ehlers Super Smoother. In January 2022 edition of TASC Vitaly Apirine introduced his Relative Strength Exponential Moving Average. A concept not entirely new, as Tushar Chande used a similar calculation for his VIDYA moving average. Both are based on the idea to change EMA length depending on the...
A complimentary indicator to my Adaptive MA constructor. It calculates the difference between the two MA lines (inspired by the Moving Average Difference (MAD) indicator by John F. Ehlers). You can then further smooth the resulting curve. The parameters and options are explained here: The difference is normalized by dividing the difference by twice its Root mean...
The Deviation Scaled Super Smoother was created by John Ehlers and this is an excellent moving average that changes direction very quickly and can keep up with the current underlying trend. This indicator works by applying a Hann Windowed Moving Average to the stock's momentum and scaling that by the Root Mean Square and then using that value in the input for a ...
Level:2 Background The third-order super smoother low-pass butterworth filter (3 pole) is a classic J.F Ehlers indicator. Function I have found many places where the algorithms are not uniform and some are even wrong. So, I did some research and wrote a low pass filter that I think is correctly defined. This indicator is often used as one of the basic...