Least Squares Moving Average (LSMA)

alexgrover Wizard

Even Shorter Estimation I know that i'am insistent with the lsma but i really like it and i'm happy to deconstruct it like a mad pinescript user. But if you have an idea about some kind of indicator then dont hesitate to contact me, i would be happy to help you if its feasible. My motivation for such indicator was to use back the correlation function (that i...

alexgrover Wizard

Estimating the LSMA Without Classics Parameters I already mentioned various methods in order to estimate the LSMA in the idea i published. The parameter who still appeared on both the previous estimation and the classic LSMA was the sample correlation coefficient. This indicator will use an estimate of the correlation coefficient using the standard score thus...

chrysopoetics

Thank you to alexgrover for putting me wide to this, after putting up with long conversations and stupid questions. Follow him and behold: www.tradingview.com What is this? This is simply the function for a Least Squares Moving Average. You can render this on the chart by using the linreg() function in Pine. Personally I like to use the slope of the LSMA to...

alexgrover Wizard

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...

D7R Updated 

CMF+ is a CMF study enhanced with a linear regression moving average. Default Settings: CMF: 13 Linear Regression of CMF: 34 Activate Vertical Bar Highlights and/or Signal Flags for: - CMF Oversold/Overbought. (Default: Highlight Bar) - CMF Extended Oversold/Overbought. (Default: Highlight Bar) - CMF crossing its Linear Regression . (Default: Signal Flag)...

CryptoJoncis

I have added an option to turn on or off any Moving average by choice and if needed, Heikin-ashi used as source (instead of close) List of Moving Averages which you can use T3 - Tillson Moving Average DEMA - Double Exponential Moving Average ALMA - Arnaud Legoux moving average LSMA - Least Squares Moving Average MA - Simple Moving Average EMA -...

rthomson

This script includes the 100 & 200 SMA, EMA, WMA, VWMA, RMA, HMA, LSMA. You can turn off the one's you don't want under Style.

rthomson

Adds the 25, 50, 100, 150, 200 LSMA in one indicator. Price shows incredible reactions to these on all timeframes.

rthomson

Added VWMA and LSMA options to the existing SMA, EMA and HMA.

lcmcl Updated 

名前のとおり GMMAの説明は自分でお探しくだいさい As the name implies Please explain GMMA by yourself

scilentor

This script has been based on ProwdClown's instructions of usage. GM settings 9, 6, 3 should be used, LSMA 25, 0 has been implemented. Original author for main script: LazyBear, xSilas and Ni6HTH4wK, modified By sco77m4r7in and oh92, later modified By scilentor.

alexgrover Wizard Updated 

A least squares filter using the Auto line as source, practical for noise removal without higher phase shift. Its possible to create another parameter for the auto-line length, just add a parameter Period or whatever you want. r = round(close/round)*round dev = stdev(close,Period) Hope you enjoy :)

oh92

Depth House Trend and Reversal Candlestick Indicato r is a custom trading tool designed to help traders determine trend direction, and possible trend reversal points. Here is a video which I give a brief overview and show it in action: youtu.be How it works: Based on the default settings, there are 5 primary colors that each have their own possible...

QuantNomad

You can choose one of these MA types in params: Simple Moving Average ( SMA ) Exponential Moving Average ( EMA ) Weighted Moving Average ( WMA ) Arnaud Legoux Moving Average ( ALMA ) Hull Moving Average ( HMA ) Volume-weighted Moving Average ( VWMA ) Least Square Moving Average ( LSMA ) Smoothed Moving Average ( SMMA ) Double Exponential Moving Average (...

DonovanWall Wizard Updated 

This is an experimental study designed to visualize trend activity and volatility using a set of two Bollinger Bands calculated with a basis moving average type of your choice. The available moving averages in this script are: -Exponential Moving Average -Simple Moving Average -Weighted Moving Average -Volume Weighted Moving Average -Hull Moving Average ...

DonovanWall Wizard Updated 

This is an experimental study designed using data from Bollinger Bands to determine price squeeze ranges and active levels of support and resistance. First, a set of Bollinger Bands using a Coefficient of Variation weighted moving average as the basis is calculated. Then, the relative percentage of current bandwidth to maximum bandwidth over the specified sampling...

DonovanWall Wizard Updated 

This is a variation of Gerald Appel's MACD with seven moving average source types to choose from. The MA types I've included in this script are: - Kaufman's Adaptive Moving Average - Geometric Moving Average - Hull Moving Average - Volume Weighted Moving Average - Least Squares Moving Average - Arnaud Legoux Moving Average -...

DonovanWall Wizard Updated 

This study is an experiment based off the concept used in my Dynamic Range Channel indicator. Rather than using a McGinley Dynamic, a moving average of your choice is used in this calculation. There are eight different moving average types to choose from in this script: - Kaufman's Adaptive Moving Average - Geometric Moving Average - Hull Moving...