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Kalman PSaR Overview and Innovation The Kalman PSaR combines the well-known Parabolic SAR (PSaR) with the advanced smoothing capabilities of the Kalman Filter . This innovative tool aims to enhance the traditional PSaR by integrating Kalman filtering, which reduces noise and improves trend detection. The Kalman PSaR adapts dynamically to price movements,...

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Adaptive Gaussian MA For Loop PLEASE Read the following carefully before applying this indicator to your trading system. Knowing the core logic behind the tools you're using allows you to integrate them into your strategy with confidence and precision. Introducing BackQuant's Adaptive Gaussian Moving Average For Loop (AGMA FL) — a sophisticated trading...

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Fourier For Loop PLEASE Read the following, as understanding an indicator's functionality is essential before integrating it into a trading strategy. Knowing the core logic behind each tool allows for a sound and strategic approach to trading. Introducing BackQuant's Fourier For Loop (FFL) — a cutting-edge trading indicator that combines Fourier transforms...

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Two Pole Butterworth For Loop PLEASE read the following carefully, as understanding the underlying concepts and logic behind the indicator is key to incorporating it into your trading system in a sound and methodical manner. Introducing BackQuant's Two Pole Butterworth For Loop (2P BW FL) — an advanced indicator that fuses the power of the Two Pole...

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DEMA Adaptive DMI PLEASE Read the following, knowing what an indicator does at its core before adding it into a system is pivotal. The core concepts can allow you to include it in a logical and sound manner. Conceptual Foundation and Innovation The DEMA Adaptive DMI blends the Double Exponential Moving Average (DEMA) with the Directional Movement Index...

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Moving Average Z-Score Suite 1. What is this indicator The Moving Average Z-Score Suite is a versatile indicator designed to help traders identify and capitalize on market trends by utilizing a variety of moving averages. This indicator transforms selected moving averages into a Z-Score oscillator, providing clear signals for potential buy and sell...

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Fourier Adjusted Average True Range 1. Conceptual Foundation and Innovation The FA-ATR leverages the principles of Fourier analysis to dissect market prices into their constituent cyclical components. By applying Fourier Transform to the price data, the FA-ATR captures the dominant cycles and trends which are often obscured in noisy market data. This...

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Normalised T3 Oscillator The Normalised T3 Oscillator is an technical indicator designed to provide traders with a refined measure of market momentum by normalizing the T3 Moving Average. This tool was developed to enhance trading decisions by smoothing price data and reducing market noise, allowing for clearer trend recognition and potential signal generation....

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Kalman Hull RSI 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 the RSI, very similar to the Kalman Hull Supertrend just processing price for a different indicator. This also allows it to make it more adaptive to price and...

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Gaussian Price Filter Overview and History of the Gaussian Transformation The Gaussian transformation, often associated with the Gaussian (normal) distribution, is a mathematical function characteristically prominent in statistics and probability theory. The bell-shaped curve of the Gaussian function, expressing the normal distribution, is ubiquitously...

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Volatility Adjusted Weighted DEMA The Volatility Adjusted Weighted Double Exponential Moving Average (VAWDEMA) by BackQuant is a sophisticated technical analysis tool designed for traders seeking to integrate volatility into their moving average calculations. This innovative indicator adjusts the weighting of the Double Exponential Moving Average (DEMA)...

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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...

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DEMA RSI Overlay PLEASE Read the following, knowing what an indicator does at its core before adding it into a system is pivotal. The core concepts can allow you to include it in a logical and sound manner. Anyways, BackQuant's new trading indicator that blends the Double Exponential Moving Average (DEMA) with the Relative Strength Index (RSI) to create a...

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LSMA Z-Score Main Features and Use in the Trading Strategy - The indicator normalizes the LSMA into a detrended Z-Score, creating an oscillator with standard deviation levels to indicate trend strength. - Adaptive coloring highlights the rate of change and potential reversals, with different colors for positive and negative changes above and below the...

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Kalman Price Filter The Kalman Filter, named after Rudolf E. Kálmán, is a algorithm used for estimating the state of a linear dynamic system from a series of noisy measurements. Originally developed for aerospace applications in the early 1960s, such as guiding Apollo spacecraft to the moon, it has since been applied across numerous fields including robotics,...

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The use of the Double Exponential Moving Average (DEMA) within your Adjusted Average True Range (ATR) calculation serves as a cornerstone for enhancing the indicator's responsiveness to market changes. To delve deeper into why DEMA is employed specifically in the context of your ATR calculation, let's explore the inherent qualities of DEMA and its impact on the...