Introduction This is a modification of an old indicator i made. This filter aim to adapt to market trend by creating a smoothing constant using highest and lowest functions. This filter is visually similar to the edge-preserving filter, this similarity can make this filter quite good for MA cross strategies. On The Filter Code a = nz(a ) + alpha*nz(error )...
The Savitzky-Golay Filter is a polynomial smoothing filter. This version implements 3rd degree polynomials using coefficients from Savitzky and Golay's table, specifically the coefficients for a 5-, 7-, 9-, 15- and 25-point window moving averages. The filters are offset to the left by the number of coefficients (n-1)/2 so it smooths on top of the actual...
Important ! The indicator is for experimental purpose only, it must not be used as a decisional tool but only as a visual one (like Zig-Zag, Fractal etc). The information this indicator display is uncertain and subject to drastic changes over time. If you have further question feel free to pm me. Introduction Most of the filters you will find are causal,...
Introduction Making lines is great in technical analysis since it can highlights principal movements and make the analysis of the price easier when using certain methodologies (Elliott Waves, patterns). However most of the indicators making lines (Zig-Zag, simple linear regression) are non causal (repaint), this is the challenge i tried to overcome, making an...
This indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.33:10 (September, 2015): "Decyclers"). The idea is still the same as for the Simple Decycler. Mr. Ehlers suggested to virtually eliminate lag by getting rid of the very low-frequency components. So, he applied the high-pass filter to the simple decycler. Mr. Ehlers recommended to...
This indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.33:10 (September, 2015): "Decyclers"). Mr. Ehlers suggested a way to improve trend identification using high-pass filters. The basic smoothers like SMA, low-pass filters, have considerable lag in their display. Mr. Ehlers applied the high-pass filter and subtracted the high-pass...
This indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.18:7 (July, 2000): "Optimal Detrending"). Mr. Ehlers didn't stop and improved his Optimum Elliptic Filter. To reduce the effects of lag he added the one day momentum of the price to the price value. This modification produce a better response.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.18:7 (July, 2000): "Optimal Detrending"). Mr. Ehlers worked on the smoother that could have no more than a one-bar lag. An elliptic filter provides the maximum amount of smoothing under the constraint of a given lag.
Introduction The last indicators i posted where about estimating the least squares moving average, the task of estimating a filter is a funny one because its always a challenge and it require to be really creative. After the last publication of the 1LC-LSMA , who estimate the lsma with 1 line of code and only 3 functions i felt like i could maybe make something...
Even Shorter Estimation I know that i'am insistent with the lsma but i really like it and i'm happy to deconstruct it like a mad pinescript user. But if you have an idea about some kind of indicator then dont hesitate to contact me, i would be happy to help you if its feasible. My motivation for such indicator was to use back the correlation function (that i...
Estimating the LSMA Without Classics Parameters I already mentioned various methods in order to estimate the LSMA in the idea i published. The parameter who still appeared on both the previous estimation and the classic LSMA was the sample correlation coefficient. This indicator will use an estimate of the correlation coefficient using the standard score thus...
Check the settings to see how the filters work. I added alerts and a feature that shows the divergences that have been filtered, but as faded "ghost" divergences. Spooooky. This is useful for tuning the script to a particular market. All credit to RicardoSantos for the original.
A Moving Average With Less Whipsaws Signals The cross of the price with a moving average is one of the easiest strategy in technical analysis and could have worked if market price wasn't so noisy (In general periods of 1 to 20 produces the most whipsaws) . So it is possible to create a moving average who can manage to escape those noisy periods and produce 0...
Adapt To The Right Situation There are already some Adaptive Stochastic scripts out there, but i didn't see the concept of using different periods highest/lowest for their calculations. What we want for such oscillator is to be active when price is trending and silent during range periods. Like that the information we will see will be clear and easy to...
Another Adaptive Filter This indicator share the same structure as a classic adaptive filter using an exponential window with a smoothing constant. However the smoothing constant used is different than any previously made (Kalman Gain, Efficiency ratio, Scaled Fractal Dimension Index) , here the smoothing constant is inspired by the different formulations for...
A derivation of the famous SuperTrend indicator. My motivation for such indicator was to use more recursion in the original SuperTrend code, this work was made quite fast but feel free to modify it, as always my work is more for inspirational use than anything else so i hope it will inspire you to get more involved with the SuperTrend code or to start coding...
"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...
A derivation of the Kalman Filter. Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters. The Gain parameter can be decimal numbers. Kalman Smoothing With Gain = 20 For any questions/suggestions feel free to contact me