Introduction Heyo guys, here is a new adaptive fisherized indicator of me. I applied Inverse Fisher Transform, Ehlers dominant cycle analysis, smoothing and divergence analysis on the Know Sure Thing (KST) indicator. Moreover, the indicator doesn't repaint.
Usage I didn't backtest the indicator, but I recommend the 5–15 min timeframe. It can be also used on other timeframs, but I have no experience with that.
The indicator has no special filter system, so you need to find an own combo in order to build a trading system. A trend filter like KAMA or my Adaptive Fisherized Trend Intensity Index could fit well. If you find a good combo, let me know it in the comments pls.
Signals Zero Line KST crossover 0 => Enter Long KST crossunder 0 => Enter Short
Cross KST crossover KST MA => Enter Long KST crossunder KST MA => Enter Short
Cross Filtered KST crossover KST MA and KST above 0 => Enter Long KST crossunder KST MA and KST under 0 => Enter Short KST crossunder 0 => Exit Long KST crossover 0 => Exit Short
Removed superflous Kalman filter, because it ripped the calculation.
Release Notes
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Removed VIDYA, ZLSMA and COVWMA Removed superflous code Made a bug fix in the vwma function which prevented consuming volume of other timeframes
Release Notes
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Updated the default values
Release Notes
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Avoided that adaptive length caps the period in the core algorithm Added gradient NET and Hann Window Smoothing can now be applied at the same time, because it is not a classic way to smooth and this allows you to better experiment with it. Added JMA and T3 and removed a lot of deprecated MAs Reworked input groups Improved indicator core calculation logic (where the different techniques get applied) Removed one ma in the calculation of KST to make it more responsive (somehow the original calculation uses two times the SMA)