HMA-Kahlman Trend, DifferenceFilter & Trendlines

1 ก.ย. 2019

This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules:
- Trendlines module,
- NEW Winsorizing submodule using difference-based filtering.
- HMA-Kahlman Trend module.
The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This module substitutes the previous 'low-level' filtering implementation. This time it filters out based on difference between scaled volume and its moving average.
Tested with BTCUSD.

1 ก.ย. 2019

เอกสารเผยแพร่

Added alerts.

1 ก.ย. 2019

เอกสารเผยแพร่

Added difference filter methods.