INVITE-ONLY SCRIPT

Patreon Moving Average

업데이트됨
The Patreon moving average (PMA) is an adaptive moving average specifically designed to provide an optimal fit with the price while having a minimum amount of lag. The PMA can act as a fast-moving average for moving averages crossover system, detect trends, and filter out noisy variations from the price. The PMA is simple to use and interpret, and can be a really nice addition to your strategies, especially if they are based on moving averages.

The PMA integrates alerts based on the trend direction detected by the PMA.

Settings

  • Length: Determine the degree of filtering of the PMA.
  • Factor: Determine the sensitivity of the PMA to price variations, with higher values making the PMA less sensitive to price variations.
  • Decay: When higher than 0, introduce progressive smoothing, values closer to 0 return a faster progressive smoothing.
  • Src: Source input of the indicator.


Detect Trends With The PMA

The color of the PMA is related to the detected trend, with a blue color associated with an up-trend and a red color associated with a down-trend.

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Higher values of Factor allows us to spot longer-term trends as well as filtering retracement in a trend.

Lower values of Length can also be used with higher values of Factor, this combination allows the PMA to actually be way less sensitive to price variations, thus returning less false signals while keeping a good fit with the price.

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PMA As A Fast Moving Average

The PMA tries to provide crosses with a slow-moving average at the exact moment price cross the slow MA while minimizing the number of false signals.

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PMA (In blue), EMA (in green), and SMA as a slow-moving average (in red), the PMA provide faster crosses while returning less false signals.

Progressive Smoothing

Progressive smoothing is obtained by using the Decay setting and allows the PMA to fit the price during extremely volatile markets and allows to preserve the structure of higher high's and lower low's.

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Progressive smoothing can also minimize false signals.

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In green/orange the PMA without progressive smoothing, in blue/red the PMA with progressive smoothing.

Finally progressive smoothing can give predictive and accurate estimates of the price central tendency

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In green the mean of the price with a window size equal to the period the PMA is red, we can see that the PMA converges toward it extremely fast.

How To Access

The indicator is one of the "Patreon trend following indicators", and can only be used by my Patreons, you can become a Patreon by using the link on my signature.
릴리즈 노트
Fixed an error with alerts
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Added MTF feature
릴리즈 노트
Added all in one alert condition
릴리즈 노트
Users can now use 'Any alert() function call'.
릴리즈 노트
Better initialization conditions, avoid unwanted results on symbols/timeframes.
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New band feature.
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New Bullish and Bearish impulses alerts
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Minor changes
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- New default settings
- Added width setting
adaptivelowlagMoving AveragessignalstrendTrend Analysiszerolag

초대 전용 스크립트

이 스크립트에 대한 접근은 작성자가 승인한 사용자로 제한되며, 일반적으로 지불이 필요합니다. 즐겨찾기에 추가할 수 있지만 권한을 요청하고 작성자에게 권한을 받은 후에만 사용할 수 있습니다. 자세한 내용은 alexgrover에게 문의하거나 아래의 작성자의 지시사항을 따르십시오.

트레이딩뷰는 스크립트 작성자를 100% 신뢰하고 스크립트 작동 원리를 이해하지 않는 한 스크립트 비용을 지불하고 사용하는 것을 권장하지 않습니다. 대부분의 경우 커뮤니티 스크립트에서 무료로 좋은 오픈소스 대안을 찾을 수 있습니다.

작성자 지시 사항

Script is only available for patrons. Become a patron by clicking on my signature link, once you join my Patreon page you can send me your tradingview username, access will be given shortly after.

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