Median

Median Gaussian SuperTrend | NAL Median Gaussian SuperTrend is a trend-following framework that replaces the conventional SuperTrend volatility structure with a median-filtered Gaussian baseline and Gaussian-weighted deviation model . The objective is to preserve the intuitive regime behavior of SuperTrend while producing a smoother underlying price structure and a volatility envelope that is less dependent on isolated observations. Instead of building the trend state around ATR alone, the model combines median filtering, G

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par NordicAlphaLab

Median Cascade Trend [BackQuant]Median Cascade Trend Overview Median Cascade Trend is a noise-resistant trend-following indicator that combines multiple causal median filters , an Ehlers-style two-pole Super Smoother , and a configurable chop-gating system . Its purpose is to identify meaningful directional structure while rejecting the types of price movement that frequently cause conventional moving averages to whipsaw: Single-bar spikes Short-lived price shocks Irregular wicks Low-efficiency sideways movement

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Custom Built Indicator Custom Built Indicator | MisinkoMaster Trading is often viewed as a purely mathematical or technical discipline, but the truth is that successful trading requires immense creativity. There are thousands of brilliant traders who have incredible, unique structural concepts in their minds but feel held back because they do not know how to write code. The Custom Built Indicator (CBI) was created to bridge that gap. This indicator acts as a blank, programmable canvas designed to unlock your inner q

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par MisinkoMaster

Median Gaussian Trend | NAL 1. Overview Median Gaussian Trend | NAL is an adaptive trend-band indicator built from a median price baseline, Gaussian smoothing, and Gaussian-weighted volatility bands. The indicator is designed to filter raw price movement into a smoother directional structure. Instead of using a simple moving average or standard deviation channel, it first compresses price through a median calculation, then applies Gaussian smoothing to create a cleaner baseline. Around that baseline, it builds adaptive

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par NordicAlphaLab

Median Point of Control Median Point of Control calculates and displays the median OHLC4 price for customizable time periods, along with percentage-based upper and lower bands. It provides a statistical reference framework for identifying potential support, resistance, and mean-reversion zones. What It Does This indicator computes the median of all OHLC4 values within a defined period and plots three horizontal levels: Median Line — The statistical middle price of the period Upper Band — Median + user-defined

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par exploretranspose

Median ATR SD Oscillator Median ATR SD Oscillator Median ATR SD Oscillator is a trend-following volatility oscillator that measures the distance between price and two independent reference levels — an ATR band and a standard deviation band — both anchored to a percentile-based median. The asymmetric design uses different volatility measures for long and short signals, creating a natural bias toward staying in bullish trends longer while reacting quickly to breakdowns. The result is an area oscillator that expands abov

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par Unknownhodler

Descriptive Statistics [Median, Quartiles, Outliers]This indicator seeks to provide insight to traders by modeling market structure using widely accepted statistical methods applied to price data. It does not predict direction; instead, it describes how current price behaves relative to its historical distribution. It is built around non-parametric statistics, making it resistant to distortion from extreme price movements. What it shows? 1. Median (Q2): The central equilibrium level of price distribution. 2. Quartiles (Q1, Q3): Boundaries

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par mutaratugumewilliam

Dynamic Median Momentum Oscillator [AlgoAlpha]🟠 OVERVIEW This script provides a momentum oscillator that uses a median-based approach rather than traditional averages to find the center of price action. By calculating the distance between the current price and a rolling median (HLC3), it identifies how far the market has stretched from its historical equilibrium. The indicator is designed to filter out the noise typical of standard momentum tools, using a standardized range calculation to provide fixed overbought and oversold zones. It hel

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Adaptive Momentum Ribbon What It Does Adaptive Momentum Ribbon (AMR) is a directional momentum tool that identifies shifts in price equilibrium and marks them directly on the price chart with entry labels and dynamic invalidation levels. It pairs a robust statistical oscillator with a Keltner Channel envelope to give traders both timing signals and volatility context in a single overlay. How It Works The indicator is built on three independent components working together: 1. Median Absolute Deviation (MAD) Z-Score In

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par ZakAlgoTrade

True Baseline Median SuperTrend True Baseline Median SuperTrend (TBM SuperTrend) | MisinkoMaster True Baseline Median SuperTrend is a volatility-adaptive trend indicator designed to refine traditional SuperTrend logic by introducing a volatility-filtered baseline and median-based smoothing techniques. Instead of relying on a fixed midpoint calculation, TBM SuperTrend dynamically constructs its baseline from structurally significant price observations, then applies layered median smoothing to reduce noise while preserving tr

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par MisinkoMaster

Robust Scaled Dema | Oquant Overview The Robust Scaled DEMA indicator is a tool designed for traders seeking to identify potential trend directions in financial markets. It combines the smoothing capabilities of a Double Exponential Moving Average (DEMA) with a robust scaling mechanism to normalize the data, making it more resilient to outliers and extreme price movements. This scaling helps in generating long and short signals based on predefined thresholds, visualized through color-coded plots and bars. The indicator aim

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Percentile Rank Oscillator (Price + VWMA)A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation. What is PRO? Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential re

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par exploretranspose

Statistical Price Deviation Index (MAD/VWMA)SPDI is a statistical oscillator designed to detect potential price reversal zones by measuring how far price deviates from its typical behavior within a defined rolling window. Instead of using momentum or moving averages like traditional indicators, SPDI applies robust statistics - a rolling median and Mean Absolute Deviation (MAD) - to calculate a normalized measure of price displacement. This normalization keeps the output bounded (from −1 to +1 by default), producing a stable

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par exploretranspose

Smooth Theil-Sen I wanted to build a Theil-Sen estimator that could run on more than one bar and produce smoother output than the standard implementation. Theil-Sen regression is a non-parametric method that calculates the median slope between all pairs of points in your dataset, which makes it extremely robust to outliers. The problem is that median operations produce discrete jumps, especially when you're working with limited sample sizes. Every time the median shifts from one value to another, you get a step

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par The_Peaceful_Lizard

Quantile-Based Adaptive Detection 🙏🏻 Dedicated to John Tukey. He invented the boxplot, and I finalized it. QBAD (Quantile-Based Adaptive Detection) is ‘the’ adaptive (also optionally weighted = ready for timeseries) boxplot with more senseful fences. Instead of hardcoded multipliers for outer fences, I base em on a set of quantile-based asymmetry metrics (you can view it as an ‘algorithmic’ counter part of central & standardized moments). So outer bands are Not hardcoded, not optimized, not cross-validated etc, simply calcula

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Theil-Sen Line Filter [BackQuant]Theil-Sen Line Filter A robust, median-slope baseline that tracks price while resisting outliers. Designed for the chart pane as a clean, adaptive reference line with optional candle coloring and slope-flip alerts. What this is A trend filter that estimates the underlying slope of price using a Theil-Sen style median of past slopes, then advances a baseline by a controlled fraction of that slope each bar. The result is a smooth line that reacts to real directional change while staying c

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P/E Ratio vs Median + Bollinger Band - 📝 This indicator highlights potential buying opportunities by analyzing the Price-to-Earnings (P/E) ratio in relation to Bollinger Bands and its historical median. - 🎯 The goal is to provide a visually intuitive signal for value-oriented entries, especially when valuation compression aligns with historical context. - 💡 Vertical green shading is applied when the P/E ratio drops below the lower Bollinger Band, which is calculated directly from the P/E ratio itself — not price. This condition o

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par traceockinga

Interpolated Median Volatility LSMA | Otto This indicator combines trend-following and volatility analysis by enhancing traditional LSMA with percentile-based linear interpolation applied to both the Least Squares Moving Average (LSMA) and standard deviation. Rather than relying on raw values, it uses the interpolated median (50th percentile) to smooth out noise while preserving sensitivity to significant price shifts. This approach produces a cleaner trend signal that remains responsive to real market changes, adapts to evolving volatil

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Median True Range {Darkoexe}Simple and sweet, this is the median true range. It reviews the size of the previous period amount of candles, and displays the candle size value that is the median of those previous values. //Darkoexe

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Savitzky Golay Median Filtered RSI [BackQuant]Savitzky Golay Median Filtered RSI Introducing BackQuant's Savitzky Golay Median Filtered RSI, a cutting-edge indicator that enhances the classic Relative Strength Index (RSI) by applying both a Savitzky-Golay filter and a median filter to provide smoother and more reliable signals. This advanced approach helps reduce noise and captures true momentum trends with greater precision. Let’s break down how the indicator works, the features it offers, and how it can improve your trading strategy.

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series_collection Library "series_collection" A personal collection of commonly used series types like moving averages that are supported directly by the pinescript library ('ALMA', 'DEMA', 'EMA', 'HMA', 'RMA', 'SMA', 'SWMA', 'VWMA', 'WMA'), highest and lowest source, median and pivots. One single function (with overloads) that can be configured easily by the user input and can be used as a core piece of functionality for many user cases. This library was created to abstract away and re-use this commonly used

Bibliothèque

Standardized Median Proximity [AlgoAlpha]Introducing the Standardized Median Proximity by AlgoAlpha 🚀📊 – a dynamic tool designed to enhance your trading strategy by analyzing price fluctuations relative to the median value. This indicator is built to provide clear visual cues on the price deviation from its median, allowing for a nuanced understanding of market trends and potential reversals. 🔍 Key Features: 1. 📈 Median Tracking: At the core of this indicator is the calculation of the median price over a specified lookback perio

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Median Proximity Percentile [AlgoAlpha]📊🚀 Introducing the "Median Proximity Percentile" by AlgoAlpha, a dynamic and sophisticated trading indicator designed to enhance your market analysis! This tool efficiently tracks median price proximity over a specified lookback period and finds it's percentile between 2 dynamic standard deviation bands, offering valuable insights for traders looking to make informed decisions. 🌟 Key Features: Color-Coded Visuals: Easily interpret market trends with color-coded plots indicating bullish or b

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FlexiMA Variance Tracker [presentTrading]🔶 Introduction and How it is Different The FlexiMA Variance Tracker (FlexiMA-VT) represents a novel approach in technical analysis, distinctively standing out in the realm of financial market indicators. It leverages the concept of a variable Length Moving Average (MA) to create a versatile and dynamic oscillator. Unlike traditional oscillators that rely on a fixed-length MA, the FlexiMA-VT adapts to market conditions by varying the length of the MA, offering a more responsive and nuanced view

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par PresentTrading