deviation

Deviation scaled MA MACD – indicator MetaTrader 5

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Deviation scaled MA MACD - indicator for MetaTrader 5
Deviation scaled moving average was described in the “The Deviation-Scaled Moving Average.” article of July 2018 TASC Since it is actually a sort of EMA (Exponential Moving Average made adaptive using what Ehlers calls “deviation scaling”) logical next step is to make a MACD of it too. Here is the MACD of deviation scaled MAs. … Read more

Deviation scaled MA crosses – indicator MetaTrader 5

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Deviation scaled MA crosses - indicator for MetaTrader 5
Deviation scaled moving average was described in the “The Deviation-Scaled Moving Average.” article of July 2018 TASC There Ehlers describes not only the Deviation scaled moving average but a cross of two DSMAs. This indicator is the system of those two DSMAs Deviation scaled MA crosses – indicator MetaTrader 5

Juice – EMA deviation – indicator MetaTrader 5

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Juice - EMA deviation - indicator for MetaTrader 5
Definition : “Juice” indicator is showing if the level of standard deviation is above or bellow some desired level and, that way, it is showing if we are in a times of increased or decreased volatility This version : It is using EMA deviation (originally published here : EMA deviation) and since EMA deviation is … Read more

Standard deviation ratio – indicator MetaTrader 5

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Standard deviation ratio - indicator for MetaTrader 5
Theory: The Standard Deviation Ratio (SDR) was first presented as a technical indicator in the March 1992 edition of Technical Analysis of Stocks & Commodities magazine ‘Adapting Moving Averages To Market Volatility‘.  The author Tushar S. Chande, Ph.D. used it as the Volatility Index in the original version of his Volatility Index Dynamic Average (VIDYA) … Read more

Standard deviation ratio adaptive EMA – indicator MetaTrader 5

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Standard deviation ratio adaptive EMA - indicator for MetaTrader 5
Theory: The Standard Deviation Ratio (SDR) was first presented as a technical indicator in the March 1992 edition of Technical Analysis of Stocks & Commodities magazine ‘Adapting Moving Averages To Market Volatility‘.  The author Tushar S. Chande, Ph.D. used it as the Volatility Index in the original version of his Volatility Index Dynamic Average (VIDYA) … Read more

Nonlinear Kalman filter deviation – indicator MetaTrader 5

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Nonlinear Kalman filter deviation - indicator for MetaTrader 5
Theory: We are having various methods of measuring volatility. One is the standard deviation (and all its variations – since standard deviation is using simple moving average – that are using various smoothing methods to calculate the estimated volatility). Each of it has it goods sides, but mainly the speed of response is crucial for … Read more

Juice – EMA deviation – advanced – indicator MetaTrader 5

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Juice - EMA deviation - advanced - indicator for MetaTrader 5
Definition: “Juice” indicator is showing if the level of standard deviation is above or bellow some desired level and, that way, it is showing if we are in a times of increased or decreased volatility. The usual method of checking the level is using some fixed level. That method has some serious issues: the level … Read more