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...
Introduction
Not be confused with non-parametric statistics, i define a "non-parametric" indicator as an indicator who does not have any parameter input. Such indicators can be useful since they don't need to go through parameter optimization. I present here a non parametric adaptive moving average based on exponential averaging using a modified ratio of...
Introduction
Inspired from the Kalman filter this indicator aim to provide a good result in term of smoothness and reactivity while letting the user the option to increase/decrease smoothing.
Optimality And Dynamical Adjustment
This indicator is constructed in the same manner as many adaptive moving averages by using exponential averaging with a smoothing...
This is combo strategies for get
a cumulative signal. Result signal will return 1 if two strategies
is long, -1 if all strategies is short and 0 if signals of strategies is not equal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The...
Indicator to fill the ZONE between two EMAs (9 and 21 is the default)
RULES of completion:
CLOSE above "EMAs" and "EMA SLOW", and "EMA FAST" > "EMA SLOW" = green fill
CLOSE below "EMAs" and "EMA SLOW" ,and "EMA FAST" < "EMA SLOW" = red fill
CLOSE between EMAs = white fill
Introduction
There are tons of filters, way to many, and some of them are redundant in the sense they produce the same results as others. The task to find an optimal filter is still a big challenge among technical analysis and engineering, a good filter is the Kalman filter who is one of the more precise filters out there. The optimal filter theorem state that :...
Introduction
There is a lot of indicators similar to this one, however i think this one don't share the same calculation method and this is why i share it. This indicator aim to forecast price direction using an exponential filter architecture using highest and lowest information for the estimation of a smoothing variable. This filter is similar to the average...
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...
![EURUSD: Zero Phase Filtering [Repaint] - Experimental](https://s3.tradingview.com/t/TXxo2k1f_mid.png "Zero Phase Filtering [Repaint] - Experimental")
