Adaptive Moving Average (AMA)

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.

Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) script. These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA Adaptive Moving Averages).

Variable Index Dynamic Average indicator script based on the original version by Tushar Chande.

Kaufman Adaptive Moving Average script. This indicator was originally developed by Perry J. Kaufman (`Smarter Trading: Improving Performance in Changing Markets`, 1995).

Adaptive Moving Average indicator script. This indicator was originally developed by Vitali Apirine (Stocks & Commodities V.36:5: Adaptive Moving Averages).

Fractal Adaptive Moving Average indicator script

Adaptive RSI indicator script

Ehlers Deviation-Scaled Moving Average indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).

This study is an experiment in adaptive filtering. The process in this study was inspired by KAMA and ZLEMA filtering techniques. First, data is given an optional modification for lag reduction. Then, an adaptive filter of your choice is calculated. There are 6 different adaptive filters to choose from in this study: -Commodity Channel Index Adaptive Moving...

Adaptive Laguerre Filter indicator script. The Adaptive Laguerre Filter was originally developed and described by John Ehlers in his paper `Time Warp – Without Space Travel`. Thanks to @apozdnyakov for the sorting solution.

Introduction The Dynamically Adjustable Moving Average (AMA) is an adaptive moving average proposed by Jacinta Chan Phooi M’ng (1) originally provided to forecast Asian Tiger's futures markets. AMA adjust to market condition in order to avoid whipsaw trades as well as entering the trending market earlier. This moving average showed better results than classical...

The biggest challenge for any trader is identifying turning points in price movements. You never know if you’ll end up getting whipsawed out of a trade. Here’s one way to avoid those whipsaws. Use cross sections of between AMA and KAMA. Buy: Cross(AMA,KAMA) Sell: Cross(KAMA, AMA) Creator of KAMA: Perry Kaufman Creator of AMA: Vitali Apirine Coded by: Twitter @borserman

@ChartArt got my attention to this idea. This type of moving average was originally developed by Michael R. Bryant (Adaptrade Software newsletter, April 2014). Mr. Bryant suggested a new approach, so called Variable Efficiency Ratio (VER), to obtain adaptive behaviour for the moving average. This approach is based on Perry Kaufman' idea with Efficiency Ratio (ER)...

An adaptive filtering technique allowing permanent re-evaluation of the filter parameters according to price volatility. The construction of this filter is based on the formula of moving ordinary least squares or lsma, the period parameter is estimated by dividing the true range with its highest. The filter will react faster during high volatility periods and...

Ahrens Moving Average indicator script. This indicator was originally developed by Richard D. Ahrens (Stocks & Commodities V.31:11 (26-30): Build A Better Moving Average).