OPEN-SOURCE SCRIPT

Adaptive Least Squares

An adaptive filtering technique allowing permanent re-evaluation of the filter parameters according to price volatility. The construction of this filter is based on the formula of moving ordinary least squares or lsma, the period parameter is estimated by dividing the true range with its highest. The filter will react faster during high volatility periods and slower during low volatility ones.

High smooth parameter will create smoother results, values inferior to 3 are recommended.

You can easily replace the parameter estimation method as long as the one used fluctuate in a range of [1,0], for example you can use the efficiency ratio

ER = abs(change(close,length))/sum(abs(change(close)),length)

Or the Fractal Dimension Index , in fact any values will work as long as they are rescaled (stoch(value,value,value,length)/100)

For any suggestions/questions feel free to send me a message :)

adaptiveAdaptive Moving Average (AMA)leastsquaresLeast Squares Moving Average (LSMA)Moving AveragesnolagTrend AnalysisVolatilityzerolag

Script open-source

Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Vous voulez utiliser ce script sur un graphique ?


Check out the indicators we are making at luxalgo: tradingview.com/u/LuxAlgo/
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