Kalman Hull Supertrend
At its core, this indicator uses a Kalman filter of price, put inside of a hull moving average function (replacing the weighted moving averages) and then using that as a price source for the supertrend instead of the normal hl2 (high+low/2).
Therefore, making it more adaptive to price and also sensitive to recent price action.
PLEASE...
█ OVERVIEW
This script presents an implementation of the digital smoothing filter introduced by John Ehlers in his article "The Ultimate Smoother" from the April 2024 edition of TASC's Traders' Tips .
█ CONCEPTS
The UltimateSmoother preserves low-frequency swings in the input time series while attenuating high-frequency variations and noise. The defining...
Linear Time-Invariant (LTI) filters are fundamental tools in signal processing that operate with consistent behavior over time and linearly respond to input signals. They are crucial for analyzing and manipulating signals in various applications, ensuring the output signal's integrity is maintained regardless of when an input is applied or its magnitude. The...
DSP FILTRATION PRIMER:
DSP (Digital Signal Processing) filtration plays a critical role with financial indication analysis, involving the application of digital filters to extract actionable insights from data. Its primary trading purpose is to distinguish and isolate relevant signals separate from market noise, allowing traders to enhance focus on underlying...
This script contains a block of code that allows users to filter the total number of trades, loss trades, win trades and win rate per day in a table. This makes it easier to compare which days were profitable and which were not.
Be aware that this script can only be used in strategy scripts. To use the script, open it and copy every line from "START" to "STOP"....
Library "chrono_utils"
📝 Description
Collection of objects and common functions that are related to datetime windows session days and time ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a future bar and see if it is part of a predefined user session and/or inside a datetime window. All existing...
Library "two_ma_logic"
The core logic for the two moving average strategy that is used as an example for the internal logic of
the "Template Trailing Strategy" and the "Two MA Signal Indicator"
ma(source, maType, length)
ma - Calculate the moving average of the given source for the given length and type of the average
Parameters:
source (float) : -...
It seems that the traditional Laguerre* functions repaint due to the gamma parameter.
That goes even for the editorial pick here.
But one could use calculation period instead of "gamma" parameter. This gives us a non-repainting Laguerre RSI fit for scalping trends.
At first glance, I haven't seen anyone do this with a pine script, but I could be wrong because...
The "White Noise" indicator is designed to visualize the dispersion of price movements around a moving average, providing insights into market noise and potential trend changes. It highlights periods of increased volatility or noise compared to the underlying trend.
Code Explanation:
Inputs:
mlen: Input for the length of the noise calculation.
hlen: Input...
The "Smooth ROC & Stochastic with Kalman Filter" indicator is a trend following tool designed to identify trends in the price movement. It combines the Rate of Change (ROC) and Stochastic indicators into a single oscillator, the combination of ROC and Stochastic indicators aims to offer complementary information: ROC measures the speed of price change, while...
The Discrete Fourier Transform Money Flow Index indicator integrates the Money Flow Index (MFI) with Discrete Fourier Transform (credit to author wbburgin - May 26 2023 ) smoothing to offer a refined and smoothed depiction of the MFI's underlying trend. The MFI is calculated using the formula: MFI = 100 - (100 / (1 + MR)), where a high MFI value indicates robust...
HELLO:
-This indicator is a waaaay simpler version of my other script - Moving Average-TREND POWER v1.1-(AS).
HOW DOES IT WORK:
-Script counts number of bars below or above selected Moving Average (u can se them by turning PLOT BARS on). Then multiplies number of bars by 0.01 and adds previous value. So in the uptrend indicator will be growing faster with every...
Title: Inverse Chebyshev Filter: A Promising Tool for Financial Data Analysis
Abstract:
This scientific article introduces the Inverse Chebyshev filter, a powerful mathematical tool used in financial data analysis. The filter is designed to enhance the quality of financial data by reducing noise and smoothing out irregularities, thereby improving the...
This script is designed to implement a multi-signal Hann filter, which is essentially a movable Hann window filter. The purpose of this filter is to allow users to select the periods or frequencies that best align with their trading strategy or market analysis.
The Hann window filter operates by enabling the selection of either lower or higher frequencies. The...
-----------Description-------------
This indicator is basically Bollinger bands with many ways to customize. It uses highest and lowest values of upper and lower band for exits. I think something is wrong with the script but cant find any mistakes – most probably smoothing. The ATR filter is implemented but is working incorrectly. In code you can also turn it into...
![XAUUSD: Kalman Hull Supertrend [BackQuant]](https://s3.tradingview.com/p/PPHncdRt_mid.png "Kalman Hull Supertrend [BackQuant]")
![BTCUSD: PhiSmoother Moving Average Ribbon [ChartPrime]](https://s3.tradingview.com/h/H362NdFv_mid.png "PhiSmoother Moving Average Ribbon [ChartPrime]")
