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Adaptive MA Difference constructor [lastguru]

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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:
Adaptive MA constructor [lastguru]


The difference is normalized by dividing the difference by twice its Root mean square (RMS) over Slow MA length. Inverse Fisher Transform is then used to force the -1..1 range.

Same Postfilter options are provided as in my Adaptive Oscillator constructor:
  • Stochastic - Stochastic
  • Super Smooth Stochastic - Super Smooth Stochastic (part of MESA Stochastic ) by John F. Ehlers
  • Inverse Fisher Transform - Inverse Fisher Transform
  • Noise Elimination Technology - a simplified Kendall correlation algorithm "Noise Elimination Technology" by John F. Ehlers
  • Momentum - momentum (derivative)


Except for Inverse Fisher Transform, all Postfilter algorithms can have Length parameter. If it is not specified (set to 0), then the calculated Slow MA Length is used.
Nota Keluaran
If MA Difference Filter/MA Length is less than 2 or Postfilter Length is less than 1, they are calculated as a multiplier of Slow MA length
Nota Keluaran
  • Library update: fixed vidyaRS calculation
  • In case Length Adaptation is enabled, but Slow or Fast Cycle is 0, use static Length for that Moving Average instead
  • Two Postfilters can now be used
Nota Keluaran
New MA added: Relative Strength Super Smoother based on Vitali Apirine's RS EMA, but with Super Smoother. Looks like an excellent dynamic MA, deserving its own place in the collection!
autocorrelationDFTdominantcycleehlershannMADMESA Adaptive Moving Average (MAMA)Moving AveragesmovingaveragedifferencesupersmootherWave Analysis

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