This is the Adaptive Ehlers Filter. I had to unroll the for loops and array because TV is missing crucial data structures and data conversions (Arrays and series to integer conversion for values). I'm in the process of releasing some scripts. This is a very old script I had. This contains volatility ranges and can be used as trading signals. You can also see...
Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) script. These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA Adaptive Moving Averages).
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).
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).
Ahrens Moving Average indicator script. This indicator was originally developed by Richard D. Ahrens (Stocks & Commodities V.31:11 (26-30): Build A Better Moving Average).
Adaptive Laguerre Filter indicator script. The Adaptive Laguerre Filter was originally developed and described by John Ehlers in his paper `Time Warp – Without Space Travel`. Thanks to @apozdnyakov for the sorting solution.
Sharp Modified Moving Average indicator script. This indicator was originally developed by Joe Sharp (Stocks & Commodities, V.18:1, More Responsive Moving Averages).
Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).
Laguerre Filter indicator based on the John Ehler's article "Time Warp – Without Space Travel" about the Laguerre Transform
Zero Lag Exponential Moving Average indicator script based on the original version by John Ehlers and Ric Way
Regularized Exponential Moving Average indicator script based on the original version by Chris Satchwell
T3 Moving Average indicator script based on the article `Smoothing Techniques For More Accurate Signals` by Tim Tillson (Stocks & Commodities V16:1 (33-37))
Variable Index Dynamic Average indicator script based on the original version by Tushar Chande.
Fractal Adaptive Moving Average indicator script
This indicator adds a level of adaptivity to the simple Donchian Channel by adjusting the sensitivity (lookback periods) of the channel's upper and lower bounds based on the amount of time that has elapsed since the price has hit/expanded the channel boundaries. Comparing the results of this indicator to the standard Donchian Channel, the readier level of...
The KAMA will not change when the interval changes from day to something like 5 minutes or 30 minutes. Allows for more precise trading with the same indicator on a different interval.
From Stockcharts.com: "Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This...