OPEN-SOURCE SCRIPT
VHF Adaptive Linear Regression KAMA
Mis à jour
Introduction
Heyo, in this indicator I decided to add VHF adaptivness, linear regression and smoothing to a KAMA in order to squeeze all out of it.
KAMA:
Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements.
VHF:
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length.
Linear Regression Curve:
A line that best fits the prices specified over a user-defined time period.
This is very good to eliminate bad crosses of KAMA and the pric.
Usage
You can use this indicator on every timeframe I think. I mostly tested it on 1 min, 5 min and 15 min.
Signals
Enter Long -> crossover(close, kama) and crossover(kama, kama[4])
Enter Short -> crossunder(close, kama) and crossunder(kama, kama[4])
Thanks for checking this out!
--
Credits to
▪️cheatcountry – Hann Window Smoohing
▪️loxx – VHF and T3
▪️LucF – Gradient
Heyo, in this indicator I decided to add VHF adaptivness, linear regression and smoothing to a KAMA in order to squeeze all out of it.
KAMA:
Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements.
VHF:
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length.
Linear Regression Curve:
A line that best fits the prices specified over a user-defined time period.
This is very good to eliminate bad crosses of KAMA and the pric.
Usage
You can use this indicator on every timeframe I think. I mostly tested it on 1 min, 5 min and 15 min.
Signals
Enter Long -> crossover(close, kama) and crossover(kama, kama[4])
Enter Short -> crossunder(close, kama) and crossunder(kama, kama[4])
Thanks for checking this out!
--
Credits to
▪️cheatcountry – Hann Window Smoohing
▪️loxx – VHF and T3
▪️LucF – Gradient
Notes de version
Removed unncessery codeFixed color-related bug when gradient is turned off
Notes de version
Added minval to some inputsReplaced unicode character with normal character to support mobile phones (etc.)
Added gradient lookback input field to adjust the sensitivity of the gradient
Fixed custom resolution support
Fixed KAMA calculation error
Updated signal logic
Updated KAMA angle/slope calculation for the gradient
Notes de version
Added enter long and short alertsNotes de version
Upated smoothing default valueNotes de version
Updated default valuesNotes de version
Updated commentsNotes de version
Minor updateScript 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 ?
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