The 2 Pole and 3 Pole Super Smoother Filters were developed by John Ehlers and described in "Chapter 13: Super Smother" of his book Cybernetic Analysis for Stocks and Futures . The 2 Pole Smoother is described as being a better approximation of price, whereas the 3 Pole Smoother has superior smoothing. Library "Ehlers_Super_Smoother" Provides the functions to...

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Simple visual adjustable time filter to highlight certain times of the day. For instance if you only trade between 06:00 and 10:00 etc. Includes Time Zone Selector using GMT E.g if you live in London then you time zone will be just GMT, else if you live in Paris it would be GMT+1. Ensure Trading View's time zone selection in the bottom right to the left of...

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This is the Laguerre Filter by John F. Ehlers. He published this filter design in the article Time Wrap - Without Space Travel. This study open gamma and weight of each filter for to customize the filter design. For example, setting gamma to 0.2, 0.7, 0.8,0.8 and weight 1,2,2,1, the curve is a very nice simulation to ALMZ(50), setting...

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This indicator builds upon the previously posted Nadaraya-Watson Estimator. Here we have created an envelope indicator based on kernel smoothing with integrated alerts from crosses between the price and envelope extremities. Unlike the Nadaraya-Watson Estimator, this indicator follows a contrarian methodology. For more information on the Nadaraya-Watson Estimator...

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The new array feature is extremely powerful, as it will allow pinescript users to do more complex things, or compute existing calculations more efficiently, it will also be possible to shine some light to some already existing functions, one of them being percentile_nearest_rank . We have been working on this new feature with our pal alexgrover, and made this...

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Gives you an average of which side of the EMA price has close without the noise of the chart. Useful for measuring trend strength or as a trade filter (eg. only go long if above / below)

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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...

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Dear friends! I'm happy to present an implementation of the Fast Fourier Transform (FFT) algorithm. The script uses the FFT procedure to decompose the input time series into its cyclical constituents, in other words, its frequency components , and convert it back to the time domain with modified frequency content, that is, to filter it. Input Description and...

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Bollinger Bands Breakout Strategy is the strategy version of Bollinger Bands Filter study version, which can be found under my scripts page. The strategy goes long when price closes above the upper band and goes short signal when price closes below the lower band. Bollinger Bands is a classic indicator that uses a simple moving average of 20 periods, along...

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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...

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Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator". Time series forecasting is an area dealing with the prediction of future values of a series by using a...

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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.

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This is an experimental study designed to identify underlying price activity using a series of Laguerre Filters. Two different modes are included within this script: -Ribbon Mode - A ribbon of 18 Laguerre Filters with separate Gamma values is calculated. -Band Mode - An average of the 18 filters generates the basis line. Then, Golden Mean ATR over the specified...

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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...

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The Optimum Predictor was created by John Ehlers (Rocket Science For Traders pgs 209-210) and this indicator does a pretty good job of predicting major market moves. When the blue line crosses over the red line then this indicator is predicting an upcoming uptrend and when the blue line crosses under the red line then it is predicting an upcoming downtrend. Ehlers...

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Day trading trend filter indicator designed to hep get better entries or exits based on historical opens and closes each hour. This indicator is NOT designed as an entry or exit signal. The purpose behind it is to give you statistical information about how likely certain times of day are either bullish, bearish or neutral and use that to confirm or reject other...

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Introduction This is a modification of an old indicator i made. This filter aim to adapt to market trend by creating a smoothing constant using highest and lowest functions. This filter is visually similar to the edge-preserving filter, this similarity can make this filter quite good for MA cross strategies. On The Filter Code a = nz(a ) + alpha*nz(error )...

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The Deviation Scaled Super Smoother was created by John Ehlers and this is an excellent moving average that changes direction very quickly and can keep up with the current underlying trend. This indicator works by applying a Hann Windowed Moving Average to the stock's momentum and scaling that by the Root Mean Square and then using that value in the input for a ...

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