OPEN-SOURCE SCRIPT

predictive_moving_average

Mis à jour

Description:
Originated by John F. Ehlers, could be found within (Rocket Science for Traders, pg. 212). Aim to provide a leading indicator (I assumed for the shorter time period), which smoothed the price with no lag. The indicator derives from 2 lines crossing i.e. a weighted moving average, of higher length as a predictor and shorter length as a trigger.

Predictive Moving Average:
predict = 2*wma1 - wma2
trigger = (4*predict+3*predict[1]+2*predict[2]+predict)/10

Feature:
  • Predictive moving average
  • Deviation band


Notes
  • Consider the support/resistance (dynamic) when entering the position
  • Some short direction change might be identified from deviation shrink
  • Green indicates to enter/long, while red indicates to close/short position
    Notes de version

    Predictive Moving Average:
    predict = 2*wma1 - wma2
    trigger = (4*predict+3*predict[1]+2*predict[2]+predict)/10
    Notes de version
    .
    Notes de version
    .
    Notes de version
    changed to overlay, with a slight adjustment in the color condition
    Notes de version
    update on additional options of band/envelope and bar-color

    example:
    snapshot
    Notes de version
    update on close alert
    ehlersMoving Averagespredictivepredictivemovingaverage

    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.

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