Smoother Moving Average w/ DSL is a Smoother Filter indicator with Discontinued Signal Lines to drastically reduce noise and improve signal quality.
What is the Smoother Filter?
The Smoother filter is a faster-reacting smoothing technique which generates considerably less lag than the SMMA ( Smoothed Moving Average ). It gives earlier signals but can also...
Yo, posting it for the whole internet, took the whole day to find / to design the actual working solution for weighted percentile 'nearest rank' algorithm, almost no reliable info online and a lot of library-style/textbook-style solutions that don't provide on real world production level.
The principle:
0) initial data
data = 22, 33, 11, 44, 55
weights = 5 ...
T3 Volatility Quality Index (VQI) w/ DSL & Pips Filtering is a VQI indicator that uses T3 smoothing and discontinued signal lines to determine breakouts and breakdowns. This also allows filtering by pips.***
What is the Volatility Quality Index ( VQI )?
The idea behind the volatility quality index is to point out the difference between bad and good volatility...
Polynomial Regression Bands w/ Extrapolation of Price is a moving average built on Polynomial Regression. This indicator paints both a non-repainting moving average and also a projection forecast based on the Polynomial Regression. I've included 33 source types and 38 moving average types to smooth the price input before it's run through the Polynomial...
The Value at Risk Channel (VaR Channel) is a trading indicator designed to help traders control the level of risk exposure in their positions. The user can select a time period and a probability value, and the indicator will plot the upper and lower limits that the price can reach during the selected time period with the given probability.
CONCEPTS
The...
Polynomial-Regression-Fitted Oscillator is an oscillator that is calculated using Polynomial Regression Analysis. This is an extremely accurate and processor intensive oscillator.
What is Polynomial Regression?
In statistics, polynomial regression is a form of regression analysis in which the relationship between the independent variable x and the dependent...
Digital Kahler MACD is a MACD indicator that uses an extreme noise reduction algorithm by Philipp Kahler. For our purposes here, we call it Digital Kahler.
What is Digital Kahler?
From Philipp Kahler's article for www.traders-mag.com, August 2008. "A Classic Indicator in a New Suit: Digital Stochastic"
Digital Indicators
Whenever you study the...
Refracted EMA is a price based indicator with bands that is built on moving average.
The price range between the bands directly depends on relationship of Average True Range to Moving Average. This gives us very valuable variable constant that changes with the market moves.
So the bands expand and contract due to changes in volatility of the market, which makes...
Stepped Moving Average of CCI is a CCI that applies a stepping algorithm to smooth CCI. This allows for noice reduction and better identification of breakouts/breakdowns/reversals.
What is CCI?
The Commodity Channel Index ( CCI ) measures the current price level relative to an average price level over a given period of time. CCI is relatively high when...
Volatility Quality Index w/ Pips Filtering is a Volatility Quality Index indicator with various smoothing types and pips filtering
What is the Volatility Quality Index (VQI)?
The idea behind the volatility quality index is to point out the difference between bad and good volatility in order to identify better trade opportunities in the market. This forex...
This script is designed to help you plan your grid trading or when averaging your position in the spot market.
The script has a small error (due to the simplification of the code), it does not take into account the size of the commission.
You can set any values on all parameters on any timeframe, except for the number of orders in the grid (from 2 to 5).
The...
Pips-Stepped MA of RSI Adaptive EMA is a pips-stepping, adaptive moving average that first, filers source input price using an EMA calculated using an RSI-modified alpha value and second, and last, its plugged into a pips-stepping algorithm to output the final chart signals. This is mainly a forex indicator although it can be used for any asset, but you must...
Standard-Deviation Adaptive Smoother MA is a Smoother moving average with standard deviation adaptivity.
What is the Smoother Moving Average?
The Smoother filter is a faster-reacting smoothing technique which generates considerably less lag than the SMMA ( Smoothed Moving Average ). It gives earlier signals but can also create false signals due to its...
This indicator fits a polynomial with a user set degree to the price using least squares and then extrapolates the result.
Settings
Length: Number of most recent price observations used to fit the model.
Extrapolate: Extrapolation horizon
Degree: Degree of the fitted polynomial
Src: Input source
Lock Fit: By default the fit and extrapolated result...
Moving Average Filters Add-on w/ Expanded Source Types is a conglomeration of specialized and traditional moving averages that will be used in most of indicators that I publish moving forward. There are 39 moving averages included in this indicator as well as expanded source types including traditional Heiken Ashi and Better Heiken Ashi candles. You can read...
SigmaSpikes is an indicator created by Adam H Grimes. It's a volatility indicator which applies a standard deviation measure on candles for a set period of time, in order to find big candles/moves relative to the other candles. These big moves could be the outcome of setups being traded by market players, large market orders put in by big money players, &/or HFT...
This MACDPRO indicator is based on MACD, RSI, ADX, BB and it has LONG/SHORT alerts for signals
In script settings you can specify:
1) Dispertion value, 3 by default.
2) Noise filter smooth factor, 16 by default.
3) Enable/Disable RSIPROv5 TrendIndicator algorythm
4) Setting RSI Overbought and Oversold values
5) Enable/Disable stop loss and take profit filter for...
![USDCHF: Smoother Moving Average w/ DSL [Loxx]](https://s3.tradingview.com/b/BMrG1Uq7_mid.png "Smoother Moving Average w/ DSL [Loxx]")
![USDCHF: T3 Volatility Quality Index (VQI) w/ DSL & Pips Filtering [Loxx]](https://s3.tradingview.com/5/56Q61Aff_mid.png "T3 Volatility Quality Index (VQI) w/ DSL & Pips Filtering [Loxx]")
![DXY: Polynomial Regression Bands w/ Extrapolation of Price [Loxx]](https://s3.tradingview.com/u/Ub0Fq9AY_mid.png "Polynomial Regression Bands w/ Extrapolation of Price [Loxx]")
![ETHUSDT: Value At Risk Channel [AstrideUnicorn]](https://s3.tradingview.com/i/i2FVkAEv_mid.png "Value At Risk Channel [AstrideUnicorn]")
![USDCAD: Polynomial-Regression-Fitted Oscillator [Loxx]](https://s3.tradingview.com/z/ZKdY5nCV_mid.png "Polynomial-Regression-Fitted Oscillator [Loxx]")
![USDCAD: Digital Kahler MACD [Loxx]](https://s3.tradingview.com/n/Nb0MMGqd_mid.png "Digital Kahler MACD [Loxx]")
![USDCAD: Stepped Moving Average of CCI [Loxx]](https://s3.tradingview.com/x/xxKrWa8k_mid.png "Stepped Moving Average of CCI [Loxx]")
![USDCAD: Volatility Quality Index w/ Pips Filtering [Loxx]](https://s3.tradingview.com/x/XpgWoidY_mid.png "Volatility Quality Index w/ Pips Filtering [Loxx]")
![USDCAD: Pips-Stepped MA of RSI Adaptive EMA [Loxx]](https://s3.tradingview.com/o/OT9vDTMD_mid.png "Pips-Stepped MA of RSI Adaptive EMA [Loxx]")
![USDCAD: Standard-Deviation Adaptive Smoother MA [Loxx]](https://s3.tradingview.com/p/poj89PjL_mid.png "Standard-Deviation Adaptive Smoother MA [Loxx]")
![BTCUSD: Polynomial Regression Extrapolation [LuxAlgo]](https://s3.tradingview.com/z/zAkeVs4R_mid.png "Polynomial Regression Extrapolation [LuxAlgo]")
![USDCAD: Moving Average Filters Add-on w/ Expanded Source Types [Loxx]](https://s3.tradingview.com/x/x6otWKAc_mid.png "Moving Average Filters Add-on w/ Expanded Source Types [Loxx]")
![EURUSD: SigmaSpikes Background Highlight [vnhilton]](https://s3.tradingview.com/s/SIbD2ZAs_mid.png "SigmaSpikes Background Highlight [vnhilton]")
