JCFBaux is a volatility indicator that is used to detect early volatility spikes. To be used in conjunction with other momentum indicators for confluence. A Jurik-filtered signal line is included to provide a cutoff for when volatility is low. The JCFBaux is also used to calculate Jurik's "Composite Fractal Behavior". This is a directionless indicator. Many...
Jurik-Filtered, Gann HiLo Activator is a Gann HiLo activator that has been smoothed using Jurik Filtering to reduce noise and better identify trending markets. What is Gann HiLo The HiLo Activator study is a trend-following indicator introduced by Robert Krausz as part of the Gann Swing trading strategy. In addition to indicating the current trend direction,...
Jurik Composite Fractal Behavior (CFB) on EMA is an exponential moving average with adaptive price trend duration inputs. This purpose of this indicator is to introduce the formulas for the calculation Composite Fractal Behavior. As you can see from the chart above, price reacts wildly to shifts in volatility--smoothing out substantially while riding a...
FDI-Adaptive, Jurik-Filtered, TMA w/ Price Zones is a Triangular Moving Average that is Fractal Dimension Index Adaptive with Jurik Smoothing. You'll notice that this combination not only smooths out the signal but also catches bottoms better than other FIR digital filters. This is a multi-layered adaptive moving average. Price zones are calculated using a...
Jurik CFB Adaptive, Elder Force Index w/ ATR Channels is a variation of Elder Force Index that better adapts to trends by calculating dynamic lengths for the traditional Elder Force Index calculation. ATR channels are added to show levels of price extremes or exhaustion of price either up or down. Elder Force Index is typically used for spotting reversals on the...
CFB Adaptive Gann HiLo Activator Histogram is a Composite-Fractal-Behavior-adaptive Gann HiLo activator in histogram form that has been smoothed using Jurik Filtering to reduce noise and better identify trending markets. This indicator is the CFB adaptive version of Jurik-Filtered, Gann HiLo Activator . What is Gann HiLo The HiLo Activator study is a...
CFB Adaptive, Jurik-Filtered Gann HiLo Activator is a Composite-Fractal-Behavior-adaptive Gann HiLo activator that has been smoothed using Jurik Filtering to reduce noise and better identify trending markets. This indicator is the CFB adaptive version of Jurik-Filtered, Gann HiLo Activator . What is Gann HiLo The HiLo Activator study is a trend-following...
Jurik-Filtered, Adaptive Laguerre PPO is an indicator used to find reversals. Smoothing with a Jurik Filter reduces noise and better identifies reversal points. What is Laguerre Filter? The Adaptive Laguerre is based on the Laguerre filter, described by John Ehlers in his paper “Time Warp – Without Space Travel”. It applies a variable gamma factor, based on...
Adaptive, Jurik-Smoothed, Trend Continuation Factor is a Trend Continuation Factor indicator with adaptive length and volatility inputs What is the Trend Continuation Factor? The Trend Continuation Factor (TCF) identifies the trend and its direction. TCF was introduced by M. H. Pee. Positive values of either the Positive Trend Continuation Factor (TCF+) and...
Double Jurik-Filtered Composite Fractal Behavior (CFB) Channels is a channel indicator that acts as both a baseline, similar to Donchian, and as support and resistance levels. This indicator is price time adaptive meaning it flexes to price volatility waves. The indicators adaptive nature is calculated using the Composite Fractal Behavior (CFB) algorithm. The...
Adaptive-Lookback CCI w/ Double Juirk Smoothing is a CCI indicator with Adaptive period inputs. The adaptive calculation in this case is the count of pivots in historical bars. This indicator is also double smoothing using Jurik smoothing to reduce noise and refine the signal. What is CCI? The Commodity Channel Index ( CCI ) measures the current price level...
Jurik DMX Histogram is the ultra-smooth, low lag version of your classic DMI indicator. What is the directional movement index? The directional movement index (DMI) is an indicator developed by J. Welles Wilder in 1978 that identifies in which direction the price of an asset is moving. The indicator does this by comparing prior highs and lows and drawing two...
Jurik DMX Histogram is the ultra-smooth, low lag version of your classic DMI indicator. This is a momentum indicator. You can use this indicator standalone or as part of a system with a moving average and a mean reversion indicator. This indicator has both composite fractal behavior adaptive inputs and fixed inputs. The default is CFB adaptive. Dark green means...
Jurik Volty Adaptive EMA is an exponential moving average with length inputs derived from Jurik's Volty calculation See Juirk Volty here: What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik...
STD-Stepped, CFB-Adaptive Jurik Filter w/ Variety Levels is a Composite Fractal Behavior, single/double Jurik filter with floating boundary levels, alerts, and signals. What is Composite Fractal Behavior ( CFB )? All around you mechanisms adjust themselves to their environment. From simple thermostats that react to air temperature to computer chips in modern...
A Pine Script adaptation from MOGALEF Bands . What are MOGALEF Bands? Actual MOGALEF bands code is the final result of a lot of contributors. Syllables MO-GA-LEF are the initials of three of them. The basic idea of bands: the markets are still in range, and trends that are moving ranges. The Mogalef bands try to estimate the current range and to project...
Jurik Filter is a Jurik-filtered moving average that acts as both a baseline and a support and resistance indicator What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik...
CFB Adaptive Fisher Transform is an adaptive cycle Fisher Transform using Jurik's Composite Fractal Behavior Algorithm to calculate the price-trend cycle period. What is Composite Fractal Behavior (CFB)? All around you mechanisms adjust themselves to their environment. From simple thermostats that react to air temperature to computer chips in modern cars that...