As simple as it gets, channels based on high, low and ATR distances, Shows possible short term support / resistance or can be used as a take profit/stop-loss in some trading systems. It does this by comparing high/low values of price to multiplied by a multiple of ATR to determine when the trend changes. States are included to change the sensitivity to trend...

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Introduction Bands are quite efficient in technical analysis, they can provide support and resistance levels, provide breakouts points, trailing stop loss/take profits positions and can show the current market volatility to the user. Most of the time bands are made from a central tendency estimator like a moving average plus/minus a volatility indicator....

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.. chameleon 🎵 Uses Kaufmann's Efficiency Ratio to generate adaptive inputs for Ehler's MAMA/FAMA. Alphas from the Hilbert transform are then used in place for the KAMA calculation. Original MAMA/FAMA by everget : link -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA

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RedK Volume-Weighted Directional Efficiency Index (DXF) is a momentum indicator - that builds on Kaufman's Efficiency Ratio (ER) concept. DXF utilizes a restricted +100/-100 oscillator to represent the "quality" of a trend, and does a good job in detecting the possibility of an upcoming trend change (in both direction and quality), improving our ability to make...

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Introduction Using conditions in filters is a way to make them adapt to those, i already used this methodology in one of my proposed indicators ARMA which gave a really promising adaptive filter, ARMA tried to have a flat response when dealing with ranging market while following the price when the market where trending or exhibiting volatile movements, the...

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Display a smoothed true range during trending markets, thus filtering any measurement occurring during ranging markets. Whether the market is trending or ranging is determined by the position of the efficiency ratio relative to its Wilder moving average. Settings Resolution : resolution of the indicator Length : period of the efficiency ratio and the...

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STD-Filtered, Adaptive Exponential Hull Moving Average is a Kaufman Efficiency Ratio Adaptive Hull Moving Average that uses EMA instead of WMA for its computation. I've also added standard deviation stepping to further smooth the signal. Using EMA instead of WMA turns the Hull into what's called the AEHMA. You can read more about the EHMA here:...

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Introduction The ability the Kaufman adaptive moving average (KAMA) has to be flat during ranging markets and close to the price during trending markets is what make this moving average one of the most useful in technical analysis. KAMA is calculated by using exponential averaging using the efficiency ratio (ER) as smoothing variable where 1 > ER > 0 . An...

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Introduction The trend-step indicator (or auto-line) was based on volatility and aimed to spot trends in an adaptive way, however the indicator was only based on volatility and didn't gave much attention to the trend, later on i would publish an efficient version of it (efficient auto-line) based on the efficiency ratio who could adapt to the trend and...

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Introduction The ability to adapt to possible markets states is important in technical analysis, this is why making adaptive indicator might help get better results. I propose a trailing stop indicator using recursion that can adapt to the efficiency ratio. I have added alerts since it's a often requested feature. The Indicator Its quite classical, bands are...

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Introduction The efficient trend-step indicator is a trend indicator that make use of the efficiency ratio in order to adapt to the market trend strength, this indicator originally aimed to remain static during ranging states while fitting the price only when large variations occur. The trend step indicator family unlike most moving averages has a boxy...

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This is an indicator based on the Efficiency Ratio by Perry Kaufman. Like Price Density, which we have published previously, Perry Kaufman's Efficiency Ratio is a quantifiable method of measuring market noise. This version of the indicator includes a feature to make the values of the indicator change based on thresholds to easier visualize different market...

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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...

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ER-Adaptive ATR, STD-Adaptive Damiani Volatmeter is a Damiani Volatmeter with both Efficiency-Ratio Adaptive ATR, used in place of ATR, and Adaptive Deviation, used in place of Standard Deviation. What is Adaptive Deviation? By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is...

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More Efficiency Based on the Auto-Line code, the Efficient Auto Line aim to provide a more controlled adaptivity of the indicator. The first indicator of this sort worked this way : when the absolute difference between the price and the indicator is higher than the previous indicator +/- A pips of amplitude, the indicator will display the closing price, else...

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A way to see whether RSI is overbought or oversold inside its Bollinger Bands in the form of an oscillator. Z-score tells you how far the data is from the mean in terms of standard deviations. The numbers shown in the indicator are the number of standard deviations away from the average or mean. Like Bollinger Bands, if it is above the standard deviation border...

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Efficiency ratio was invented by Perry Kaufman as a measure of volatility and as a way of making some calculations adaptive. In his adaptive moving average he uses 3 periods for calculation which makes it a bit "cryptic" and, by all means, not so simple to use. This version is simplifying the whole thing without an intention to clone the KAMA indicator--but with...

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Adaptive Oscillators use the same principle as Adaptive Moving Averages. This is an experiment to separate length generation from oscillators, offering multiple alternatives to be combined. Some of the combinations are widely known, some are not. Note that all Oscillators here are normalized to -1..1 range. This indicator is based on my previously published public...

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