filtering

tbiktag

This tool uses Fourier transform to decompose the input time series into its periodic constituents and seasonalities , in other words, its frequency components . It also can reconstruct the time-domain data while using only the frequency components within a user-defined range (band-pass filtering). Thereby, this tool can reveal the cyclical characteristics of...

Gunslinger2005

First of all the biggest thanks to @tista and @KivancOzbilgic for publishing their open source public indicators Bayesian BBSMA + nQQE Oscillator. And a mighty round of applause for @MarkBench for once again being my superhero pinescript guy that puts these awesome combination Ideas and ES stradegies in my head together. Now let me go ahead and explain what we...

midtownsk8rguy

This is my "Exotic SMA Explorations Treasure Trove" intended for educational purposes, yet these functions will also have utility in special applications with other algorithms. Firstly, the Pine built-in sma() is exceedingly more efficient computationally on TV servers than these functions will be. I just wanted to make that very crystal clear. My notes elaborate...

capissimo

Support and Resistance Levels augmanted and reprocessed Description: This is an augmented version of my earlier script that can be found here: This time it features zigzag and channel lines, signal generation and filtering and performance testing. Signal generation and filtering...

capissimo

ADX Strategy Description: Generates a long entry signal when the Average Directional Index (ADX) value is greater than the trendlevel and the close is greater than the filter value, and/or generates a short entry signal when the ADX value is greater than the trendlevel and the close is less than the filter value. The Average Directional Index evaluates the...

wallneradam

It is an ATR indicator which filters out outliers. Outliers are values which are higher than the standard deviation of the true range. It may be better than normal ATR for stop loss, because it does not keep large values after pump or dump. It is very useful for high volatile markets like crypto markets.

capissimo

This is a version 3 of my mod of the script by alexgrover - Efficient Trend Step. The logic is based on calculation of Kaufman's efficiency ratio (ER): ER = Direction / Volatility where: Direction = ABS (Close – Close ) Volatility = n ∑(ABS(Close – Close )) n = The efficiency ratio period. This version features volatility and volume filter and custom...

kaaiii

Day trading trend filter indicator designed to hep get better entries or exits based on historical opens and closes each hour. This indicator is NOT designed as an entry or exit signal. The purpose behind it is to give you statistical information about how likely certain times of day are either bullish, bearish or neutral and use that to confirm or reject other...

alexgrover

Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator". Time series forecasting is an area dealing with the prediction of future values of a series by using a...

ChrisMoody

Famous Filtered Pivots Indicator -Many TimeFrames Available CM_Pivot Points_M-W-D-4H-1H_Filtered ***Special Thanks to TheLark...AKA...The Coding Genius For Providing His Expertise... ***New Feature - Ability to turn On/Off Pivot Moving Average ***New Feature - Ability to turn On/Off Filtered Pivots (Explained Below) Available Timeframes (Change In Inputs...

JustUncleL

Even though there are a many other Fractal and Level indicators, this indicator has some unique features. The indicator will display Fractals, fractal levels and HH/LL points, they will only be drawn after they have completed. Also the indicator has options to : Show Ideal Fractals Only. Use Renko Style Fractals, where open/close values are used instead of...

LazyBear

Roofing filters, first discussed by Mr.John Ehlers, act as a passband, filtering out unwanted noise from market data and accentuating turning points. I have included 2 indicators with filters enabled. Both support double smoothing via options page. All the parameters are configurable. Info on Roofing Filter and Ehlers Super...

LuxAlgo

The new array feature is extremely powerful, as it will allow pinescript users to do more complex things, or compute existing calculations more efficiently, it will also be possible to shine some light to some already existing functions, one of them being percentile_nearest_rank . We have been working on this new feature with our pal alexgrover, and made this...

alexgrover

Introduction Envelopes indicators consist in displaying one upper and one lower extremity on the price chart. They are most of the time built by adding/subtracting a volatility estimator (rolling stdev, atr, range...etc) to a central tendency estimator (SMA, EMA, LSMA...etc) . Their interpretation is often subject to debate amongst technical analyst, some...

everget

This indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.33:10 (September, 2015): "Decyclers"). Mr. Ehlers suggested a way to improve trend identification using high-pass filters. The basic smoothers like SMA, low-pass filters, have considerable lag in their display. Mr. Ehlers applied the high-pass filter and subtracted the high-pass...

PineCoders

When designing filters it can be interesting to have information about their characteristics, which can be obtained from the set of filter coefficients (weights). The following script analyzes the impulse response of a filter in order to return the following information: Lag Smoothness via the Herfindahl index Percentage Overshoot Percentage Of Positive...

alexgrover

Introduction Indicators settings have been a major concern in trading strategies, in order to provide the best results each indicators involved in the strategy must have its settings optimized, when using only 1 indicator this task can easily be achieved, but an increasing number of indicators involve more slower computations, lot of softwares will use brute...

alexgrover

A One Dimensional Kalman Filter, the particularity of Kalman Filtering is the constant recalculation of the Error between the measurements and the estimate.This version is modified to allow more/less filtering using an alternative calculation of the error measurement. Camparison of the Kalman filter Red with a moving average Black of both period 50 ...