开始

Moving

Kaufman Adaptive Moving AverageFrom Stockcharts.com: "Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements." This is different from other users' KAMA's because it allows the user to adjust more parameters that can adjust the indicator in more precise ways without needing to change the source code.
Pine Script®指标
由jacobnie2008提供
1
SS420FXTwo Moving_Average cross's & Daily_Candle cross Based on Hull_MA Developed by Alan Hull, it is an indicator, that solves the problem with making a moving average more reactive to current price activity. The Hull Moving Average almost eliminates lag and manages to improve smoothing. The HMA manages to stick to rapid changes in price activity, as it has superior smoothing over a Simple Moving Average of the same period. The HMA employs Weighted Moving Averages (WMA) and dampens the smoothing effect. It can be calculated as follows: HMA(n) = WMA(2*WMA(n/2) – WMA(n)), sqrt(n))
Pine Script®指标
由SeaSide420提供
SS420FXTwo Moving_Average cross's & Daily_Candle cross Based on Hull_MA Developed by Alan Hull, it is an indicator, that solves the problem with making a moving average more reactive to current price activity. The Hull Moving Average almost eliminates lag and manages to improve smoothing. The HMA manages to stick to rapid changes in price activity, as it has superior smoothing over a Simple Moving Average of the same period. The HMA employs Weighted Moving Averages (WMA) and dampens the smoothing effect. It can be calculated as follows: HMA(n) = WMA(2*WMA(n/2) – WMA(n)), sqrt(n))
Pine Script®策略
由SeaSide420提供
8
Chauvenet RadiusThe Chauvenet criterion is a well-known criterion of selection and rejection of the data used by the Physics. It establishes that in an experiment is well to discard the data whose distance from the average is greater than a certain number of the delta. In the stock market if prices move away from the average with a volatility too high are suspect. This principle is embodied in the Chauvenet floor with the definition of two asymptotes and two data areas rejection. The Chauvenet Radius is the quadratic sum of the delta (distance from average) and sigmoid (volatility) and is therefore an obvious market stability index. In fact the moments when price strongly moves away from the average with high volatility coincide with the moments of high instability of the market. It can be considered an evolution of John Bollinger method introduced during the '80. Source: www.performancetrading.it
Pine Script®指标
由Shizaru提供
4
Fractal Adaptive Moving AverageSettings: FRAMA: blue line, SC = 252, FC = 40, length = 252 EMA: orange line, length = 50 FRAMA seems to be the evolution of the current and much-used EMA. The basic strategy is simple: long if the price crosses up the line, short or exit if vice versa. The main difference between EMA and FRAMA is that the first one seems to lag much more than the first one, as we can see from the chart below (crude oil daily chart) FYI etfhq.com quantstrattrader.wordpress.com
Pine Script®指标
由Shizaru提供
8
Double HullMA CrossThe Hull Moving Average (HMA), developed by Alan Hull, is an extremely fast and smooth moving average. In fact, the HMA almost eliminates lag altogether and manages to improve smoothing at the same time. The Hull Moving Average solves the dilemma of making a moving average more responsive to current price activity whilst maintaining curve smoothness. (hoping in less false signals). indicator doubles the input value to make the second HullMA value, then marks the crossover
Pine Script®指标
由SeaSide420提供
5