- NLX Modular Trading Framework - This Noise Filter is build upon a logic of Hurst Exponent and MA-ATR %-Distance to Price and does a great job at filtering choppy trades and noise. The Hurst Exponent will analyze a time series and determine whether it is a geometric Brownian motion, mean reverting or trending and effective at filtering out whipsaws. -...
This indicator is used to remove noise in the price chart. In its logic, it uses the Fibonacci number. To adjust the noise level, there is a "period" field in the settings. The higher the period value, the more noise the indicator absorbs. Ideal for trending instruments. Данный индикатор служит для удаления шума в графике цены. В своей логики он использует...
The Enhanced Signal To Noise Ratio was created by John Ehlers (Rocket Science For Traders pgs 87-88) and this is my favorite Ehlers Signal To Noise Ratio indicator. Scalpers like to use this indicator because when it is above the dotted line then the stock is trending and not trading sideways. Buy when the indicator line is green and sell when it is red. Let me...
The Alternate Signal To Noise Ratio was created by John Ehlers (Rocket Science For Traders pgs 84-85) and this is a variation of his signal to noise ratio that some scalpers might find more useful than his default signal to noise ratio. You would want to buy and sell when the indicator is above the dotted line because that means the stock is volatile enough to...
The Signal To Noise Ratio was created by John Ehlers (Rocket Science For Traders pgs 81-82) and this indicator is perfect for all of the scalpers out there! This will let you know when the stock is at a high volatility or not and when to buy or sell. If the indicator crosses over the dotted line then that means the stock is volatile and it is trading flat then it...
作品: 11種自適應性平滑模型 It integrates eleven kinds of adaptive moving average method. At first, I just wanted to make a ATR. Later, the price series ±N*ATR mult, to form two series. Then use the concept of support/resistance breakthrough to design it, and then two adaptive series formation channels were formed. Take the average of the two series as the signal. When...
Relative Strength Index is a common technical analysis tool, it is classified as a momentum oscillator, measuring the velocity and magnitude of directional price movements. it is most typically used on a 14-period timeframe, measured on a scale from 0 to 100, with high and low levels marked at 70 and...
Removing irregular variations in the closing price remain a major task in technical analysis, indicators used to this end mostly include moving averages and other kind of low-pass filters. Understanding what kind of variations we want to remove is important, irregular (noisy) variations have mostly a short term period, fully removing them can be complicated if the...
This is a simple RSI with multiple MTF (No security) to help with direction short and long-term. The rsi for the current chart has a noise reduction, while the rest are based on ma's. I have supplied an extra flexible mtf rsi ma for potential adjustable/long-term stop-loss or direction identification. Enjoy
EXPERIMENTAL: Bands using Signal to Noise Calculation. The bands calculation is similar to bolingers in the aspect that both use standard deviation.
The cash in/cash out report (CICO for short) was built with the intent to quiet the market noise. The blunt way to say it, this indicator quiets the market manipulators voice and helps the retail investor make more money. I believe money is better of in the 99% hands versus the greedy hoarding that is currently going on. There are dozens of companies in the SP500...
This is my "Modified Signal to Noise Ratio" (SNR) indicator using Pine Script version 4.0, freely available to ALL! While creating my "Enhanced Instantaneous Cycle Period" detector, within the same document entitled "SIGNAL ANALYSIS CONCEPTS" written by Dr. John Ehlers, there was code for a signal to noise indicator. So, I adapted it to Pine Script v4.0. Notice:...
Introduction Its holiday time for me, i have been working here a lot. But no leaving before publishing. Telling when market price is smooth or rough is not the easiest task, so today i present a trend metric indicator that allow you to give you this kind of information. The Indicator The indicator is in an approximate range of (0,1) with mean x̄ decaying...
Noise is common issue in variety of indicators. NoHesi is my take on reducing this noise. Moving Averages are great indicators to show and maintain the trend. But sometimes - especially in pullback areas, smooth reversal zones or flat markets - MAs suggest trend changes, while it would be best for them to stay quiet :) NoHesi function smoothens this noise,...
Intro This script measures the Signal to Noise ratio of a security and plots it in deciBels scale! Usage Ideally, you would want the ratio to be above 10 dB, meaning the Signal strength is 10x the noise strength. As a baseline, you should not rely on indicators that use any kind of moving average if the SNR is below 6 dB - meaning Signal strength is only 4x...
Quasi White Noise script. An experimental approach to implement a white noise using Pine Script. Uses Connors RSI under the hood. en.wikipedia.org