OPEN-SOURCE SCRIPT

Pips Stepped VHF-Adaptive VMA w/ Expanded Source Types [Loxx]

アップデート済

Pips Stepped VHF-Adaptive VMA w/ Expanded Source Types [Loxx] is a volatility adaptive Variable Moving Average (VMA) with stepping by pips.

What is Variable Moving Average (VMA)?
VMA (Variable Moving Average) is often mistakenly confused with the VIDYA (Volatility Index Dynamic Average) which is not strange since Tushar Chande took part in developing both. But the VMA was preceding the VIDYA and should not be mistaken for it.

What is Vertical Horizontal Filter (VHF)?
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.

VMA, as is, is a "good candidate" for this type of filtering since it tends to produce prolonged periods of nearly horizontal values when the volatility of the market is low, so, when the step filtering is applied to it, the small slope changes that are happening as a results of the semi EMA calculation are filtered out, and signals are becoming more usable.

Included:
-Color bars
-Show signals
-Long/short alerts

リリースノート

Small error fix

リリースノート

Small fix.

リリースノート

Fixed errors

リリースノート

Fixed errors

オープンソーススクリプト

TradingViewの精神に則り、このスクリプトの作者は、トレーダーが理解し検証できるようにオープンソースで公開しています。作者に敬意を表します！無料で使用することができますが、このコードを投稿で再利用するには、ハウスルールに準拠する必要があります。お気に入りに登録してチャート上でご利用頂けます。