This script utilizes two modules, Trendlines module (by Joris Duyck) and HMA-Kahlman Trend module. Trendlines module produces crossovers predictive of the next local trend.
This is an update to the idea of The Kahlman smoother makes the signal more precise (by one candle).
This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules: - Trendlines module, - NEW Winsorizing submodule using difference-based filtering. - HMA-Kahlman Trend module. The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This...
This script utilizes three modules: - Trendlines module (by Joris Duyck), - Winsorizing submodule and - HMA-Kahlman Trend module. The Trendlines module produces crossovers predictive of the next local trend. The Winsorizing (clipping) submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. The last feature obviously...
This update is meant for those who do not want to dig into the code. Also: - modified hma3 function - modified kahlman function - edited for readability - added alerting
A simple backtest version of a Hull Trend with Kahlman strategy
Tested with EURUSD on 5M time frame this strategy leverages the same simplified strategy setup.