Previously I posted a Phase Change Index using Ehlers Autocorrelation Periodogram Algorithm to tease out the adaptive periods. You can find the previous version here: . This new version is also adaptive but uses a different method to derive the adaptive length inputs. This adaptive method derives period inputs by counting pivots from past candles. This version...
Adaptive Look-back, Adaptive Volatility Phase Change Index on Jurik is a Phase Change Index but with adaptive length and volatility inputs to reduce phase change noise and better identify trends. This is an invese indicator which means that small values on the oscillator indicate bullish sentiment and higher values on the oscillator indicate bearish sentiment
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![USDCAD: True Adaptive-Lookback Phase Change Index [Loxx]](https://s3.tradingview.com/x/Xmr3pHTa_mid.png "True Adaptive-Lookback Phase Change Index [Loxx]")
![USDCAD: Adaptive Look-back/Volatility Phase Change Index on Jurik [Loxx]](https://s3.tradingview.com/h/hUijLDU5_mid.png "Adaptive Look-back/Volatility Phase Change Index on Jurik [Loxx]")