generalized

Quantile bands – generalized – indicator MetaTrader 5

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Quantile bands - generalized - indicator for MetaTrader 5
Quantile bands – that are using the following quantile(s) for calculation. In statistics and the theory of probability, quantiles are cutpoints dividing the range of a probability distribution into contiguous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one less quantile than the number of groups … Read more

Instantaneous Trend Line (generalized) – indicator MetaTrader 5

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Instantaneous Trend Line (generalized) - indicator for MetaTrader 5
One of the series of indicators created by John Ehlres. According to Ehlers: Instantaneous trend Line: It works because it completely removes the dominant cycle from a smoothing average. For the mathematically inclined, the Fourier Transform of a rectangular window (formed by a simple average) is a Sin(X)/X distribution. The objective is to place the … Read more

Instantaneous Trend Line bands (generalized) – indicator MetaTrader 5

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Instantaneous Trend Line bands (generalized) - indicator for MetaTrader 5
One of the series of indicators created by John Ehlres. According to Ehlers: Instantaneous trend Line: It works because it completely removes the dominant cycle from a smoothing average. For the mathematically inclined, the Fourier Transform of a rectangular window (formed by a simple average) is a Sin(X)/X distribution. The objective is to place the … Read more

Generalized DEMA – indicator MetaTrader 5

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Generalized DEMA - indicator for MetaTrader 5
Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was first introduced in the February 1994 issue of the magazine Technical Analysis of Stocks & Commodities in Mulloy’s article “Smoothing Data with Faster Moving Averages.”. The … Read more

Generalized double DEMA – indicator MetaTrader 5

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Generalized double DEMA - indicator for MetaTrader 5
Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was first introduced in the February 1994 issue of the magazine Technical Analysis of Stocks & Commodities in Mulloy’s article “Smoothing Data with Faster Moving Averages”. The … Read more

Corrected generalized DEMA – indicator MetaTrader 5

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Corrected generalized DEMA - indicator for MetaTrader 5
Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was first introduced in the February 1994 issue of the magazine Technical Analysis of Stocks & Commodities in Mulloy’s article “Smoothing Data with Faster Moving Averages.”. The … Read more

Corrected generalized double DEMA – indicator MetaTrader 5

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Corrected generalized double DEMA - indicator for MetaTrader 5
Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was first introduced in the February 1994 issue of the magazine Technical Analysis of Stocks & Commodities in Mulloy’s article “Smoothing Data with Faster Moving Averages.”. The … Read more

Adaptive Movinga Average – generalized version – indicator MetaTrader 5

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Adaptive Movinga Average - generalized version - indicator for MetaTrader 5
Theory : In “Adaptive Moving Averages” in this issue, author Vitali Apirine introduces an adaptive moving average (AMA) technique based on Perry Kaufman’s KAMA (Kaufman adaptive moving average). His update to the original KAMA allows the new method to account for the location of the close relative to the high–low range. This version of the … Read more

Adaptive Moving Average – generalized version with floating levels – indicator MetaTrader 5

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Adaptive Moving Average - generalized version with floating levels - indicator for MetaTrader 5
Theory : In “Adaptive Moving Averages” in this issue, author Vitali Apirine introduces an adaptive moving average (AMA) technique based on Perry Kaufman’s KAMA (Kaufman adaptive moving average). His update to the original KAMA allows the new method to account for the location of the close relative to the high–low range. This version of the … Read more

Kalman filter – generalized version – indicator MetaTrader 5

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Kalman filter - generalized version - indicator for MetaTrader 5
Theory : This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter – a version for mt4). Kept the name and made it use what metatrader 5 can do now : being applied to another indicator data PS: the color of the … Read more