- NEW Winsorizing submodule using difference-based filtering.
- HMA-Kahlman Trend module.
The Winsorizing submodule filters signals by a level, eliminating the ones with the below a threshold. This module substitutes the previous 'low-level' filtering implementation. This time it filters out based on difference between scaled and its moving average.
Tested with BTCUSD .
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.