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).
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).
Kaufman Adaptive Moving Average script.
This indicator was originally developed by Perry J. Kaufman (`Smarter Trading: Improving Performance in Changing Markets`, 1995).
This is the Adaptive Ehlers Filter.
I had to unroll the for loops and array because TV is missing crucial data structures and data conversions (Arrays and series to integer conversion for values).
I'm in the process of releasing some scripts. This is a very old script I had. This contains volatility ranges and can be used as trading signals. You can also see...
Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) script.
These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA Adaptive Moving Averages).
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).
Holt Exponential Moving Average indicator script.
This indicator was originally developed by Charles C. Holt (International Journal of Forecasting 20(1):5-10, March 2004: Forecasting seasonals and trends by exponentially weighted moving averages).
Ahrens Moving Average indicator script.
This indicator was originally developed by Richard D. Ahrens (Stocks & Commodities V.31:11 (26-30): Build A Better Moving Average).
Adaptive Laguerre Filter indicator script.
The Adaptive Laguerre Filter was originally developed and described by John Ehlers in his paper `Time Warp – Without Space Travel`.
Thanks to @apozdnyakov for the sorting solution.
Sharp Modified Moving Average indicator script. This indicator was originally developed by Joe Sharp (Stocks & Commodities, V.18:1, More Responsive Moving Averages).
Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).
T3 Moving Average indicator script based on the article `Smoothing Techniques For More Accurate Signals` by Tim Tillson (Stocks & Commodities V16:1 (33-37))
