simwai

VHF Adaptive Linear Regression KAMA

simwai 업데이트됨   
Introduction
Heyo, in this indicator I decided to add VHF adaptivness, linear regression and smoothing to a KAMA in order to squeeze all out of it.

KAMA:
Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements.

VHF:
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length.

Linear Regression Curve:
A line that best fits the prices specified over a user-defined time period.
This is very good to eliminate bad crosses of KAMA and the pric.

Usage
You can use this indicator on every timeframe I think. I mostly tested it on 1 min, 5 min and 15 min.

Signals
Enter Long -> crossover(close, kama) and crossover(kama, kama)
Enter Short -> crossunder(close, kama) and crossunder(kama, kama)

Thanks for checking this out!

--

Credits to
▪️@cheatcountry – Hann Window Smoohing
▪️@loxx – VHF and T3
▪️@LucF – Gradient


릴리즈 노트:
Removed unncessery code
Fixed color-related bug when gradient is turned off
릴리즈 노트:
Added minval to some inputs
Replaced unicode character with normal character to support mobile phones (etc.)
Added gradient lookback input field to adjust the sensitivity of the gradient
Fixed custom resolution support
Fixed KAMA calculation error
Updated signal logic
Updated KAMA angle/slope calculation for the gradient
릴리즈 노트:
Added enter long and short alerts
릴리즈 노트:
Upated smoothing default value
릴리즈 노트:
Updated default values
릴리즈 노트:
Updated comments
릴리즈 노트:
Minor update

오픈 소스 스크립트

이 스크립트의 오써는 참된 트레이딩뷰의 스피릿으로 이 스크립트를 오픈소스로 퍼블리쉬하여 트레이더들로 하여금 이해 및 검증할 수 있도록 하였습니다. 오써를 응원합니다! 스크립트를 무료로 쓸 수 있지만, 다른 퍼블리케이션에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 님은 즐겨찾기로 이 스크립트를 차트에서 쓸 수 있습니다.

면책사항

이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.

차트에 이 스크립트를 사용하시겠습니까?