OPEN-SOURCE SCRIPT

Signal/Noise Adaptive Moving Average [Jwammo12]

Updated
This is an adaptive moving average based on a signal noise ratio. It's inspiration is frm Eugene Durenard's book Professional Automated Trading Theory and Practice. Shout out to CryptoStatistical for his implemenation of Durenard's concepts that became the basis for this script.

Check out my breakout strategy based on this concept here.
Release Notes
bug fixes
adaptivedurenardMoving AveragesTrend AnalysisVolatility

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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Software Engineer and FX, Options, Crypto Trader. Previously worked at large options market maker. If you like my scripts and would like to donate:
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