This is a Gaussian Filter with Standard Deviation Filtering that works for orders (poles) higher than the usual 4 poles that was originally available in Ehlers Gaussian Filter formulas. Because of that, it is a sort of generalized Gaussian filter that can calculate arbitrary (order) pole Gaussian Filter and which makes it a sort of a unique indicator. For this...
STD-Filtered, Gaussian Moving Average (GMA) is a 1-4 pole Ehlers Gaussian Filter with standard deviation filtering. This indicator should perform similar to Ehlers Fisher Transform. The purpose of the standard deviation filter is to filter out noise by and by default it will filter 1 standard deviation. Adjust this number and the filter selections (price, both,...
Last month I published an improved z-score script that goes underneath your chart, which helps to highlight overbought or oversold regimes. It is customizable, and allows changing the periods, whether smoothing capability is desired, whether to use simple or exponential moving averages, and which data source to use (open, high, low, close, ohlc4). Some...
STD-Filtered, Gaussian-Kernel-Weighted Moving Average is a moving average that weights price by using a Gaussian kernel function to calculate data points. This indicator also allows for filtering both source input price and output signal using a standard deviation filter. Purpose This purpose of this indicator is to take the concept of Kernel estimation and...
This is the trader's dynamic index inspired by Steve Mauro's BTMM strategy. In addition to the RSI, Trendline, Baseline, Volatility Bands I have also included additional trend biases that are painted in the background to provide more confluence when the markets break out in either direction. For convenience, a position size calculator is included for all users...
BINANCE:BTCUSDT BYBIT:BTCUSDT BYBIT:ETHUSDT BINANCE:ETHUSDT DAP's OSCILLATOR: WHAT IS IT? This Oscillator was created to inspire confidence in the short-term trend of traders. This will work very well with a volatility metric (I recommend BBWP by @The_Caretaker) WHAT IS IT MADE OF? 1. Consists of a series of equations (mainly the difference between...
STD-Stepped Fast Cosine Transform Moving Average is an experimental moving average that uses Fast Cosine Transform to calculate a moving average. This indicator has standard deviation stepping in order to smooth the trend by weeding out low volatility movements. What is the Discrete Cosine Transform? A discrete cosine transform (DCT) expresses a finite...
This indicator is using the modified "correcting" method. Instead of using standard deviation for calculation, it is using EMA deviation and is applied to Ehlers' Super Smoother. What is EMA-Deviation? By definition, the Standard Deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount...
This indicator uses the Juirk Moving Average to calculate price deviations from the JMA and if the changes are not significant, then the value is "flattened". That way we can easily see both trends and potential chop zones. This uses the regular JMA as a trigger. What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing...
STD-Filterd, R-squared Adaptive T3 w/ Dynamic Zones is a standard deviation filtered R-squared Adaptive T3 moving average with dynamic zones. What is the T3 moving average? Better Moving Averages Tim Tillson November 1, 1998 Tim Tillson is a software project manager at Hewlett-Packard, with degrees in Mathematics and Computer Science. He has privately...
This script displays a histogram from the mean and standard deviation of the visible price values on the chart. Bin counting is done relative to high/low prices instead of counting the price values within each bin, returning a smoother histogram as a result. Settings Bins Per Side: Number of bins computed above and below the price mean Deviation...
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 uses the very popular Williams Vix Fix for Bottoms by Chris Moody but not only does it search for bottoms, it can also be switch to work for tops for those who look to short the market. I've also added in a few options like flipping the indicator, color adjustments on the settings page, as well as cut a few of the options I feel did not need to be...
This indicator visualizes in a straight forward way the distance price is away from the mean in absolute standard deviations (Z-score) over a certain lookback period (can be configured). Additionally I've included a moving average of the distance, the MA type can be configured in the settings. Personally using this indicator for some of my algo mean reversion...
Volatility Ratio Adaptive RSX this indicator adds volatility ratio adapting and speed value to RSX in order to make it more responsive to market condition changes at the times of high volatility, and to make it smoother in the times of low volatility What is RSX? RSI is a very popular technical indicator, because it takes into consideration market speed,...
The " Price of Volume Weighted Average Price " (PVWAP) indicator calculates the VWAP standard deviation of bar price. Features: 1. Ability to smooth the "Price of Volume Weighted Average Price" line. 2. Ability to choose the anchor period (timeframes). Let me know if you have any questions. Thanks.
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...
STD Stepped Ehlers Optimal Tracking Filter MTF w/ Alerts is the traditional Ehlers Optimal Tracking Filter but with stepped price levels, access to multiple time frames, and alerts. What is Ehlers Optimal Tracking Filter? From "OPTIMAL TRACKING FILTERS" by John Ehlers: "Dr. R.E. Kalman introduced his concept of optimum estimation in 1960. Since that time,...