OPEN-SOURCE SCRIPT
已更新 VHF Adaptive Linear Regression KAMA
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
發行說明
Removed unncessery codeFixed color-related bug when gradient is turned off
發行說明
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
發行說明
Added enter long and short alerts發行說明
Upated smoothing default value發行說明
Updated default values發行說明
Updated comments發行說明
Minor update開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。