predictive_moving_average

2022년 6월 4일

Description:
Originated by John F. Ehlers, could be found within (Rocket Science for Traders, pg. 212). Aim to provide a leading indicator (I assumed for the shorter time period), which smoothed the price with no lag. The indicator derives from 2 lines crossing i.e. a weighted moving average, of higher length as a predictor and shorter length as a trigger.

Predictive Moving Average:
predict = 2*wma1 - wma2
trigger = (4*predict+3*predict[1]+2*predict[2]+predict)/10

Feature:

• Predictive moving average
  
• Deviation band
  

Notes

• Consider the support/resistance (dynamic) when entering the position
  
• Some short direction change might be identified from deviation shrink
  
• Green indicates to enter/long, while red indicates to close/short position
  

2022년 6월 6일

릴리즈 노트

Predictive Moving Average:
predict = 2*wma1 - wma2
trigger = (4*predict+3*predict[1]+2*predict[2]+predict)/10

2022년 6월 7일

릴리즈 노트

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2022년 6월 7일

릴리즈 노트

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2022년 11월 11일

릴리즈 노트

changed to overlay, with a slight adjustment in the color condition

2023년 4월 21일

릴리즈 노트

update on additional options of band/envelope and bar-color

example:

2023년 11월 11일

릴리즈 노트

update on close alert