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...
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...
Collection of some of the best moving averages.
I've tried to collect them all but TV became so slow, that it was completely unusable.
So i left only those that performs best on various backtest systems.