OPEN-SOURCE SCRIPT

HMA-Kahlman Trend, DifferenceFilter & Trendlines

已更新
This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules:
- Trendlines module,
- NEW Winsorizing submodule using difference-based filtering.
- HMA-Kahlman Trend module.
The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This module substitutes the previous 'low-level' filtering implementation. This time it filters out based on difference between scaled volume and its moving average.
Tested with BTCUSD.
版本注释
Added alerts.
版本注释
Added difference filter methods.
differencefilteringHMAkahlmanMoving AveragessmatrendTrend AnalysisVolume

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