adaptive

io72signals

One challenging issue for beginner traders is to differentiate market conditions, whether or not the current market is giving best possibility to stack profits, as earliest, in shortest time possible, or not. On intraday, we've seen some big actions by big banks are somewhat can be defined --or circling around-- by HMA 200 . I've been thinking on to make the...

blackcat1402

Level: 2 Background John F. Ehlers introuced his DFT-ADAPTED RELATIVE STRENGTH INDEX (RSI) in Jan, 2007. Function In "Fourier Transform For Traders" in Jan, 2007, John Ehlers presented an interesting technique of improving the resolution of spectral analysis that could be used to effectively measure market cycles. Better resolution is obtained by a...

DonovanWall

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...

LazyBear

Another one to add to Ehlers collection. The MESA Adaptive Moving Average (MAMA) adapts to price movement based on the rate of change of phase as measured by the Hilbert Transform Discriminator. This method features a fast attack average and a slow decay average so that composite average rapidly ratchets behind price changes and holds the average value until the...

mortdiggiddy

// Constructs the trailing ATR stop above or below the price, and switches // directions when the source price breaks the ATR stop. Uses the Average // Directional Index (ADX) to switch between ATR multipliers. The higher // multiplier is used when the ADX is rising, and the lower ATR multiplier // is used with the ADX is falling. This ADX criteria further widens...

LazyBear

This updates Blau's excellent Candlestick oscillator to be adaptive by using the length of a scaled stochastic indicator and an exponent (for calculating the smoothing coefficient) to obtain the moving average. Check out the options page for configurable variables. More info on Ergodic Oscillator: Book: "Momentum, Direction and Divergence" by William...

EmpiricalFX

This is my most successful strategy to date! Please enjoy and join the Open Source movement by sharing your code and ideas online! OPERATING PRINCIPLE The strategy is based on Ehlers idea that any indicator can be turned into a signal-producing trade system through smoothing and other filtering processes. In fact, I'm using his Zero Lag EMA (ZLEMA) as a baseline...

LazyBear

Another famous Ehlers indicator. This is the adaptive version of Ehlers' Cyber Cycle (CC) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In adaptive cyber cycle, Ehlers uses the dominant cycle period as the length in computation of...

everget

Ehlers Instantaneous Trendline script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 10: The Instantaneous Trendline).

alexgrover

Moving average adapting to the strength of the trend, this is made possible by using the square of the vertical-horizontal filter as a smoothing factor. Alerts are included with two different types of conditions available to the user. Settings Length : Period of the moving average Src : Input data for the indicator Alerts : Types of conditions to be used...

everget

Ehlers Smoothed Adaptive Momentum script. This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).

everget

Ehlers Deviation-Scaled Moving Average indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).

alexgrover

An adaptive filtering technique allowing permanent re-evaluation of the filter parameters according to price volatility. The construction of this filter is based on the formula of moving ordinary least squares or lsma , the period parameter is estimated by dividing the true range with its highest. The filter will react faster during high volatility periods and...

HPotter

Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending...

mortdiggiddy

Constructs the trailing ATR stop above or below the price, and switches directions when the source price breaks the ATR stop. Uses the Average Directional Index (ADX) to switch between ATR multipliers. The higher multiplier is used when the ADX is rising, and the lower ATR multiplier is used with the ADX is falling. This ADX criteria further widens the gap between...

everget

This indicator was originally developed by Mark Jurik. NOTE: If Mr. Jurik ask me to remove this indicator from public access then I will do it.

LazyBear

Bored of Ehlers yet? :) I still have plenty of Ehlers in my collection, was thinking of publishing one of his Fishers or Adaptive RVI next, but @ChartArt requested Smoothed Adaptive Momentum (SAM), so here we go... This is my 200th script (not including the variations and other custom scripts I shared over PM). My complete list of indicators here -...

Noldo

I realized that the zone changes in the stoploss remained slow, so I couldn't make enough use of the characteristics of technical indicators when opening positions. This pushed me to keep stop-loss under the influence of a dependent variable. This script helped me a lot (everget) : I've redesigned the...