FDI-Adaptive Non-Lag Moving Average [Loxx]FDI-Adaptive Non-Lag Moving Average is a Fractal Dimension Index adaptive Non-Lag moving Average. This acts more like a trend coloring indictor with gradient coloring.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
Included
Bar coloring
Loxx's Expanded Source Types
Fractaldimensionindex
Fractal-Dimension-Index-Adaptive Trend Cipher Candles [Loxx]Fractal-Dimension-Index-Adaptive Trend Cipher Candles is a candle coloring indicator that shows both trend and trend exhaustion using Fractal Dimension Index Adaptivity. To do this, we first calculate the dynamic period outputs from the FDI algorithm and then we injection those period inputs into a correlation function that correlates price input price to the candle index. The closer the correlation is to 1, the lighter the green color until the color turns yellow, sometimes, indicating upward price exhaustion. The closer the correlation is to -1, the lighter the red color until it reaches Fuchsia color indicating downward price exhaustion. Green means uptrend, red means downtrend, yellow means reversal from uptrend to downtrend, fuchsia means reversal from downtrend to uptrend.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
Included
Loxx's Expanded Source Types
Related indicators:
Adaptive Trend Cipher loxx]
CFB-Adaptive Trend Cipher Candles
Dynamic Zones Polychromatic Momentum Candles
RSI Precision Trend Candles
FDI-Adaptive, Jurik-Filtered, TMA w/ Price Zones [Loxx]FDI-Adaptive, Jurik-Filtered, TMA w/ Price Zones is a Triangular Moving Average that is Fractal Dimension Index Adaptive with Jurik Smoothing. You'll notice that this combination not only smooths out the signal but also catches bottoms better than other FIR digital filters. This is a multi-layered adaptive moving average. Price zones are calculated using a weighted range function. Future updates will included signals associated with these range bands. For now, however, these range bands serve as support and resistance, stop-loss or take profit, or indicators of market reversal.
What is the Triangular Moving Average
The Triangular Moving Average is basically a double-smoothed Simple Moving Average that gives more weight to the middle section of the data interval. The TMA has a significant lag to current prices and is not well-suited to fast moving markets. TMA = SUM ( SMA values)/ N Where N = the number of periods.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
What is Jurik Volty used in the Juirk Filter?
One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive.
What is the Jurik Moving Average?
Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines.
Included:
Bar coloring
Signals
Alerts
FDI-Adaptive Supertrend w/ Floating Levels [Loxx]FDI-Adaptive Supertrend w/ Floating Levels is a Fractal Dimension Index adaptive Supertrend indicator. This allows Supertrend to better adaptive to volatility of the market. This also includes floating levels that act as support and resistance, stop loss or take profit, or indication of market reversal. Additional signal types will be added in the future based on these floating levels.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
What is the Supertrend?
Supertrend indicator was created by Olivier Seban to work on different time frames. It works for futures , forex, and equities. It is used in 15 minutes, hourly, weekly, and daily charts . Based on the parameters of multiplier and period, the indicator normally uses 3 for multiplier and 7 for the ATR period as default values. Average True Range is represented by the number of days while the multiplier is the value by which the range is multiplied.
Included:
Bar coloring
Alerts
Signals
FDI-Adaptive Fisher Transform [Loxx]FDI-Adaptive Fisher Transform is a Fractal Dimension Adaptive Fisher Transform indicator.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
What is Fisher Transform?
The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution.
The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend.
Included:
Zero-line and signal cross options for bar coloring
Customizable overbought/oversold thresh-holds
Alerts
Signals
End-pointed SSA of FDASMA [Loxx]End-pointed SSA of FDASMA is a modification of Fractal-Dimension-Adaptive SMA (FDASMA) using End-Pointed Singular Spectrum Analysis. This is a multilayer adaptive indicator.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
See here for more info:
Fractal-Dimension-Adaptive SMA (FDASMA) w/ DSL
What is Singular Spectrum Analysis ( SSA )?
Singular spectrum analysis ( SSA ) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA aims at decomposing the original series into a sum of a small number of interpretable components such as a slowly varying trend, oscillatory components and a ‘structureless’ noise. It is based on the singular value decomposition ( SVD ) of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity-type conditions have to be assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability.
For our purposes here, we are only concerned with the "Caterpillar" SSA . This methodology was developed in the former Soviet Union independently (the ‘iron curtain effect’) of the mainstream SSA . The main difference between the main-stream SSA and the "Caterpillar" SSA is not in the algorithmic details but rather in the assumptions and in the emphasis in the study of SSA properties. To apply the mainstream SSA , one often needs to assume some kind of stationarity of the time series and think in terms of the "signal plus noise" model (where the noise is often assumed to be ‘red’). In the "Caterpillar" SSA , the main methodological stress is on separability (of one component of the series from another one) and neither the assumption of stationarity nor the model in the form "signal plus noise" are required.
"Caterpillar" SSA
The basic "Caterpillar" SSA algorithm for analyzing one-dimensional time series consists of:
Transformation of the one-dimensional time series to the trajectory matrix by means of a delay procedure (this gives the name to the whole technique);
Singular Value Decomposition of the trajectory matrix;
Reconstruction of the original time series based on a number of selected eigenvectors.
This decomposition initializes forecasting procedures for both the original time series and its components. The method can be naturally extended to multidimensional time series and to image processing.
The method is a powerful and useful tool of time series analysis in meteorology, hydrology, geophysics, climatology and, according to our experience, in economics, biology, physics, medicine and other sciences; that is, where short and long, one-dimensional and multidimensional, stationary and non-stationary, almost deterministic and noisy time series are to be analyzed.
Included:
Bar coloring
Alerts
Signals
Loxx's Expanded Source Types
Fractal Dimension Index Adaptive Period [Loxx]Fractal Dimension Index Adaptive Period is the adaptive period out of Fractal Dimension Index Adaptivity. This isn't an indicator that shows a signal, instead, it's to be used as auxiliary support and an educational tool to create other indicators. This value can be injected into other indicators to make those indicators Fractal Dimension Index Adaptive.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
Included
Loxx's Expanded Source Types
Fractal-Dimension-Adaptive SMA (FDASMA) w/ DSL [Loxx]Fractal-Dimension-Adaptive SMA (FDASMA) w/ DSL is a fractal-dimension-index-adaptive SMA. The SMA is accelerated during a trend and slowed down during a sideways market, so as to avoid false signals. This indicator uses the fractal dimension to compute an ingest period length into the SMA to output the FDASMA.
What is the Fractal Dimension Index?
The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion.
What are DSL Discontinued Signal Line?
A lot of indicators are using signal lines in order to determine the trend (or some desired state of the indicator) easier. The idea of the signal line is easy : comparing the value to it's smoothed (slightly lagging) state, the idea of current momentum/state is made.
Discontinued signal line is inheriting that simple signal line idea and it is extending it : instead of having one signal line, more lines depending on the current value of the indicator.
"Signal" line is calculated the following way :
When a certain level is crossed into the desired direction, the EMA of that value is calculated for the desired signal line
When that level is crossed into the opposite direction, the previous "signal" line value is simply "inherited" and it becomes a kind of a level
This way it becomes a combination of signal lines and levels that are trying to combine both the good from both methods.
In simple terms, DSL uses the concept of a signal line and betters it by inheriting the previous signal line's value & makes it a level.
Included
2 Signal types
Alerts
Loxx's Expanded Source Types
Bar coloring
