The original indicator was created by alexgrover . All credit goes to alexgrover for creating the indicator that this strategy uses. This strategy was posted because there were multiple requests for it, and no strategy based on this indicator exists yet. The Recursive Bands Indicator, an indicator specially created to be extremely efficient, I think you...
Introducing A New Calculation For Efficient Bands Calculation ! Here it is ! The Recursive Bands Indicator, an indicator specially created to be extremely efficient, i think you already know that calculation time is extra important in algorithmic trading, and this is the principal motivation for the creation of the proposed indicator. Originally described in my...
Introduction Envelopes indicators consist in displaying one upper and one lower extremity on the price chart. They are most of the time built by adding/subtracting a volatility estimator (rolling stdev, atr, range...etc) to a central tendency estimator (SMA, EMA, LSMA...etc) . Their interpretation is often subject to debate amongst technical analyst, some...
Introduction "You don’t put sunscreen when there is no sun, you don’t use an umbrella when there is no rain, you don’t use a kite when there is no wind, so why would you use a trend following strategy when there is no trend ?" This is how i start my 4th paper "A New Technical Indicator For Optimal Markets Detection" where i present two new technical...
Introduction This indicator can have a wide variety of usages, and since it is based on exponential averaging then the whole indicator can be made adaptive, thus ending up with a really promising tool. This indicator who can both smooth price and act as a trailing stop depending on user preferences, i tried to make it as reactive, stable and efficient as...
Introduction I have been asked by @Coppermine and @Verbena to make bands that use volume to provide adaptive results. My first approach was to use exponential averaging, in order to do so i needed to quantify volume movement using rescaling with the objective to make the bands go away from each others when there is low volume, this approach is efficient and can...
The Self Referencing Stochastic Oscillator The stochastic oscillator bring values in range of (0,100). This process is called Feature scaling or Unity-Based Normalization When a function use recursion you can highlights cycles or create smoother results depending on various factors, this is the goal of a recursive stochastic. For example : k =...
This is a composite indicator made up of: - modifided (rescaled) version of evergets version of recursive median oscillator. - 1996anoojpatels Futur modification of Ehlers Fisher Transform Ribbons Indicator I think Ehlers attempts to minimise latency in indicators are extremely valuable and some of my most use trading tools. Thanks to all the authors whose...
Recursive Median Filter indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:03 (8–11): Recursive Median Filters).
Recursive Median Oscillator indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:03 (8–11): Recursive Median Filters).
Recursive Moving Trend Average indicator script. This indicator was originally developed by Dennis Meyers (Stocks & Commodities V.16:12, The Yen, Recursed).
Taken from an article "The Yen Recused" in the December 1998 issue of TASC, written by Dennis Meyers. He describes the Recursive MA in mathematical terms as "recursive polynomial fit, a technique that uses a small number of past values of the estimated price and today's price to predict tomorrows price."