filter

theheirophant 閲覧 518 ・

Time Series Lag Reduction Filter by Cryptorhythms Description A little filter to reduce lag on any time series data. Here we use an EMA to demonstrate how it works, but you could use it in many different ways/appications. This method can cause overshoot if you get too aggressive with the "lagReduce" setting. In this case lower the lagReduce variable. 👍 We...

ChrisMoody 閲覧 61534 ・

Famous Filtered Pivots Indicator -Many TimeFrames Available CM_Pivot Points_M-W-D-4H-1H_Filtered ***Special Thanks to TheLark...AKA...The Coding Genius For Providing His Expertise... ***New Feature - Ability to turn On/Off Pivot Moving Average ***New Feature - Ability to turn On/Off Filtered Pivots (Explained Below) Available Timeframes (Change In Inputs...

DonovanWall 閲覧 4081 ・

This study is an experiment utilizing the Ehlers Gaussian Filter technique combined with lag reduction techniques and true range to analyze trend activity. Gaussian filters, as Ehlers explains it, are simply exponential moving averages applied multiple times. First, beta and alpha are calculated based on the sampling period and number of poles specified. The...

DonovanWall 閲覧 1075 ・

This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers. Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver. The goal in applying roofing filters to a price signal is to...

DonovanWall 閲覧 763 ・

This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag. In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm. Most radar warning, electronic...

everget 閲覧 4561 ・

This indicator was originally developed by Mark Jurik. NOTE: If Mr. Jurik ask me to remove this indicator from public access then I will do it.

JustUncleL 閲覧 4778 ・

Even though there are a many other Fractal and Level indicators, this indicator has some unique features. The indicator will display Fractals, fractal levels and HH/LL points, they will only be drawn after they have completed. Also the indicator has options to : Show Ideal Fractals Only. Use Renko Style Fractals, where open/close values are used instead of...

alexgrover 閲覧 2359 ・

Introduction Using conditions in filters is a way to make them adapt to those, i already used this methodology in one of my proposed indicators ARMA which gave a really promising adaptive filter, ARMA tried to have a flat response when dealing with ranging market while following the price when the market where trending or exhibiting volatile movements, the filter...

ChuckBanger 閲覧 534 ・

This is Keltner Channel where I added Bull and Bear signals. It has a lot of settings to play around with. Have fun... For more information on Keltner Channel: www.investopedia.com

NXT2017 閲覧 1359 ・

HI BIG PLAYERS, this script I wrote for an enquiry of a tradingview-user. It should represent the Filtered Waves idea from Arthur Merril and used by Linda Raschke. It's similar like a visualization of Elliott Waves. On YouTube title "MTA UK Chapter Presentation with Linda Raschke" between 34-36 minutes Linda Raschke shows the rules for her Filterd Waves. Any...

DonovanWall 閲覧 2716 ・

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...

alexgrover 閲覧 1646 ・

A derivation of the famous SuperTrend indicator. My motivation for such indicator was to use more recursion in the original SuperTrend code, this work was made quite fast but feel free to modify it, as always my work is more for inspirational use than anything else so i hope it will inspire you to get more involved with the SuperTrend code or to start coding with...

TheLark 閲覧 6949 ・

What's new? v2 has added multi timeframe support. Blatantly stole Chris Moody's code for multi timeframe, because why re-invent the wheel? Thanks Chris ;P BUT -- modified the coloring to work correctly with higher timeframes, just another Lark hack, so it's a give and take :) _____________________________ The Laguerre Average (filter) was discovered by John...

scarf 閲覧 1684 ・

Check the settings to see how the filters work. I added alerts and a feature that shows the divergences that have been filtered, but as faded "ghost" divergences. Spooooky. This is useful for tuning the script to a particular market. All credit to RicardoSantos for the original.

everget 閲覧 1836 ・

This indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.33:10 (September, 2015): "Decyclers"). The idea is still the same as for the Simple Decycler. Mr. Ehlers suggested to virtually eliminate lag by getting rid of the very low-frequency components. So, he applied the high-pass filter to the simple decycler. Mr. Ehlers recommended to...

LazyBear 閲覧 16341 ・

Roofing filters, first discussed by Mr.John Ehlers, act as a passband, filtering out unwanted noise from market data and accentuating turning points. I have included 2 indicators with filters enabled. Both support double smoothing via options page. All the parameters are configurable. Info on Roofing Filter and Ehlers Super...

everget 閲覧 1078 ・

Ehlers Super Passband Filter script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 34:8: The Super Passband Filter).

capissimo 閲覧 1254 ・

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...