JFD-Adaptive, GKYZ-Filtered KAMA is a Kaufman Adaptive Moving Average with the option to make it Jurik Fractal Dimension Adaptive. This also includes a Garman-Klass-Yang-Zhang Historical Volatility Filter to reduce noise. What is KAMA? Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market...
STD-Adaptive T3 is a standard deviation adaptive T3 moving average filter. This indicator acts more like a trend overlay indicator with gradient coloring. What is the T3 moving average? Better Moving Averages Tim Tillson November 1, 1998 Tim Tillson is a software project manager at Hewlett-Packard, with degrees in Mathematics and Computer Science. He has...
Adaptive Two-Pole Super Smoother Entropy (Math) MACD is an Ehlers Two-Pole Super Smoother that is transformed into an MACD oscillator using entropy mathematics. Signals are generated using Discontinued Signal Lines. What is Ehlers; Two-Pole Super Smoother? From "Cycle Analytics for Traders Advanced Technical Trading Concepts" by John F. Ehlers A...
Softmax Normalized Jurik Filter Histogram is a Jurik Filter that is morphed into a normalized oscillator from -1 to 1. What is the Softmax function? The softmax function, also known as softargmax: or normalized exponential function, converts a vector of K real numbers into a probability distribution of K possible outcomes. It is a generalization of the...
Fractal-Dimension-Index-Adaptive Trend Cipher Candles is a candle coloring indicator that shows both trend and trend exhaustion using Fractal Dimension Index Adaptivity. To do this, we first calculate the dynamic period outputs from the FDI algorithm and then we injection those period inputs into a correlation function that correlates price input price to the...
FDI-Adaptive, Jurik-Filtered, TMA w/ Price Zones is a Triangular Moving Average that is Fractal Dimension Index Adaptive with Jurik Smoothing. You'll notice that this combination not only smooths out the signal but also catches bottoms better than other FIR digital filters. This is a multi-layered adaptive moving average. Price zones are calculated using a...
FDI-Adaptive Supertrend w/ Floating Levels is a Fractal Dimension Index adaptive Supertrend indicator. This allows Supertrend to better adaptive to volatility of the market. This also includes floating levels that act as support and resistance, stop loss or take profit, or indication of market reversal. Additional signal types will be added in the future based...
FDI-Adaptive Fisher Transform is a Fractal Dimension Adaptive Fisher Transform indicator. What is the Fractal Dimension Index? The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that...
End-pointed SSA of FDASMA is a modification of Fractal-Dimension-Adaptive SMA (FDASMA) using End-Pointed Singular Spectrum Analysis. This is a multilayer adaptive indicator. What is the Fractal Dimension Index? The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of...
Fractal Dimension Index Adaptive Period is the adaptive period out of Fractal Dimension Index Adaptivity. This isn't an indicator that shows a signal, instead, it's to be used as auxiliary support and an educational tool to create other indicators. This value can be injected into other indicators to make those indicators Fractal Dimension Index Adaptive. What...
Fractal-Dimension-Adaptive SMA (FDASMA) w/ DSL is a fractal-dimension-index-adaptive SMA. The SMA is accelerated during a trend and slowed down during a sideways market, so as to avoid false signals. This indicator uses the fractal dimension to compute an ingest period length into the SMA to output the FDASMA. What is the Fractal Dimension Index? The goal of...
Deviation Scaled Moving Average w/ DSL as described in the “The Deviation-Scaled Moving Average.” article of July 2018 TASC . This is an adaptive moving average average that has the ability to rapidly adapt to volatility in price movement. This version adds Discontinued Signal Lines create the buy/sell signals. What are DSL Discontinued Signal Line? A lot...
STD-Filtered, Adaptive Exponential Hull Moving Average is a Kaufman Efficiency Ratio Adaptive Hull Moving Average that uses EMA instead of WMA for its computation. I've also added standard deviation stepping to further smooth the signal. Using EMA instead of WMA turns the Hull into what's called the AEHMA. You can read more about the EHMA here:...
Variety N-Tuple Moving Averages w/ Variety Stepping is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 2 different moving average types. For example, using "50" as the depth will give you Quinquagintuple Moving Average. If you'd...
Adaptive Deviation is an educational/conceptual indicator that is a new spin on the regular old standard deviation. By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually...
Adaptive-Lookback Stochastic is an adaptive stochastic indicator. The Adaptive lookback is truly a market-driven period input used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure. It is based on the frequency of market swings - the time between swing highs or swing lows. A swing high is defined...
STD-Filtered, ATR-Adaptive Laguerre Filter is a standard Laguerre Filter that is first made ATR-adaptive and the passed through a standard deviation filter. This helps reduce noise and refine the output signal. Can apply the standard deviation filter to the price, signal, both or neither. What is the Laguerre Filter? The Laguerre RSI indicator created by...
The Adaptive Rebound Line (ARL) focuses on the rebound of price action according to the trend. While it does not focus on showing the trend, it does help in anticipating price rebounds. It achieves this by adapting quickly and by reducing lag. It is recommended to use this with a trend-identifying indicator. It was inspired by the Hull Moving Average and the...