Introduction
People often ask me what is my best indicators, i can't really respond to this question with a straight answer but i would say you to check this indicator. The Autonomous Recursive Moving Average (ARMA) is an adaptive moving average that try to minimize the sum of squares thanks to a ternary operator, this choice can seem surprising since most of the...
This is a simple trend detector with alerts. The main difference is it divides the trend in bullish, bearish or flat.
Each alert signals the beginning of a new trend. Bullish/Flat Trend is when any of the two happens and the previous trend was bearish. Bearish/Flat Trend is similar, except the previous trend in this case is bullish. I made those two in case the...
4 separate indicators in one to identify flat/ranging market conditions, with the intention of filtering out MA crosses during periods of flatness (or targetting ranging conditions for mean reversion strats)
Options to use any combination of the 4 indicators (AND/OR settings for each indicator combination) and separate config options for each indicator.
Updates...
Over the past few weeks (as of today, which is: 12th of October 2018) there has been little to no volatility in most of the major cryptocurrencies. What volatility does come in comes and goes very quickly. It's difficult to discern good and bad moments to be in a trade. As a result I decided to create a volatility filter based on Hurst exponent market phases,...
