Adaptive MA Difference constructor [lastguru]

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:
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.
版本注释: 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
  • 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
版本注释: 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!

Tips in TradingView Coins are appreciated

本着真正的TradingView精神,该脚本的作者将其开源发布,以便交易者可以理解和验证它。为作者喝彩!您可以免费使用它,但在出版物中重复使用此代码受网站规则的约束。 您可以收藏它以在图表上使用。