filtering

alexgrover จำนวนเข้าชม 780 ・

A One Dimensional Kalman Filter, the particularity of Kalman Filtering is the constant recalculation of the Error between the measurements and the estimate.This version is modified to allow more/less filtering using an alternative calculation of the error measurement. Camparison of the Kalman filter Red with a moving average Black of both period...

alexgrover จำนวนเข้าชม 1024 ・

Introduction Indicators settings have been a major concern in trading strategies, in order to provide the best results each indicators involved in the strategy must have its settings optimized, when using only 1 indicator this task can easily be achieved, but an increasing number of indicators involve more slower computations, lot of softwares will use brute...

XaviZ จำนวนเข้าชม 1456 ・

"This is an experimental study designed to filter out minor price action for a clearer view of trends. Inspired by the QQE's volatility filter, this filter applies the process directly to price rather than to a smoothed RSI . First, a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount. Next, the filter is...

shtcoinr จำนวนเข้าชม 293 ・

Gives you an average of which side of the EMA price has close without the noise of the chart. Useful for measuring trend strength or as a trade filter (eg. only go long if above / below)

alexgrover จำนวนเข้าชม 1142 ・

Introduction Winning trades and gaining profits in trading is not impossible, however having gross profits superior to gross losses is what make trading challenging, it is logical to think that it is better to open a position when the probability of winning the trade is high, such probability can’t be measured with accuracy but a lot of metrics have been proposed...

BarsStallone จำนวนเข้าชม 2468 ・

This is a simple Kalman filter moving average. The next step is to turn this code into a linear regression model, so if someone is able to do that please let me now. It works well currently as an almost zero lag moving average, so that means it responds extremely quickly to all price movements.

everget จำนวนเข้าชม 1142 ・

Gaussian Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).

alexgrover จำนวนเข้าชม 666 ・

Introduction I already mentioned various problems associated with the lsma, one of them being overshoots, so here i propose to use an lsma using a developed and adaptive form of 1st order polynomial to provide several improvements to the lsma. This indicator will adapt to various coefficient of determinations while also using various recursions. More In Depth...

capissimo จำนวนเข้าชม 733 ・

This is a full-fledged implementation of a system presented in an unique research paper 'Profitability of Candlestick Charting Patterns in the Stock Exchange of Thailand' (2017) on candlestick charting, candlestick patterns, trend identification methods, and testing. You can easily find this paper in the Web. For example, visit:...

HPotter จำนวนเข้าชม 605 ・

The related article is copyrighted material from Stocks & Commodities Mar 2010 You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.

capissimo จำนวนเข้าชม 331 ・

This minimalistic indicator captures mid-term trends. Best to be used in conjunction with short-term trend detectors as a filter.

alexgrover จำนวนเข้าชม 697 ・

Applying a window to the filter weights provides sometimes extra control over the characteristics of the filter.In this script an hamming window is applied to the volume before being used as a weight.In general this process smooth the frequency response of a filter. Lets compare the classic vwma with hamming windowed...

alexgrover จำนวนเข้าชม 784 ・

Introduction I had the idea to make this indicator thanks to @dpanday with the support of @Coppermine and @Reika. Vwap is a non parametric indicator based on volume used by lot of traders and institutions, its non parametric particularity makes it great because it don't need to go through parameter optimization. Today i present a similar indicator called Ratio...

alexgrover จำนวนเข้าชม 602 ・

Introduction Technical indicators often have parameters settings that the user must enter, those are inconvenient when the user must design a strategy because such settings must be optimized, it must also been noted that the optimal settings at time t could change at time t+n, this is why non parametric indicators are more efficient. Today i propose a moving...

shtcoinr จำนวนเข้าชม 399 ・

For those who like to trade with the trend instead of against it. This little script shows you what side of the daily/weekly/monthly timeframe open, price is currently trading at so that you dont accidentally trade against the higher timeframe momentum. Timeframes are customizable through the indicator settings panel.

everget จำนวนเข้าชม 717 ・

Infinite Impulse Response (IIR) Filter indicator script. This indicator was originally developed by John Ehlers (Stocks & Commodities V. 20:7 (26-31): Zero-Lag Data Smoothers).

alexgrover จำนวนเข้าชม 611 ・

Introduction FIR filters (finite impulse response) are widely used in technical analysis, there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response...

capissimo จำนวนเข้าชม 1103 ・

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...