adaptivelookback

QuantraSystems

Library "DynamicFunctions" Custom Dynamic functions that allow an adaptive calculation beginning from the first bar RoC(src, period)   Dynamic RoC   Parameters:      src (float) : and period Custom function to calculate the actual period considering non-na source values      period (int) dynamicMedian(src, length)   Dynamic Median   Parameters:      src...

QuantraSystems Actualizado 

Library "DynamicMAs" Custom MA's that allow a dynamic calculation beginning from the first bar, irrespective of lookback period. SMA(src, length)   Dynamic SMA   Parameters:      src (float)      length (int) EMA(src, length)   Dynamic EMA   Parameters:      src (float)      length (int) DEMA(src, length)   Dynamic DEMA   Parameters:      src...

YinYangAlgorithms

This Indicator allows for a ‘Optimal Length’ to be inputted within the Settings as a Source. Unlike most Indicators and/or Strategies that rely on either Static Lengths or Internal calculations for the length, this Indicator relies on the Length being derived from an external Indicator in the form of a Source Input. This may not sound like much, but this...

loxx

Adaptive-Lookback Stochastic is an adaptive stochastic indicator. The Adaptive lookback is truly a market-driven period input used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure. It is based on the frequency of market swings - the time between swing highs or swing lows. A swing high is defined...

loxx

Adaptive-Lookback CCI w/ Double Juirk Smoothing is a CCI indicator with Adaptive period inputs. The adaptive calculation in this case is the count of pivots in historical bars. This indicator is also double smoothing using Jurik smoothing to reduce noise and refine the signal. What is CCI? The Commodity Channel Index ( CCI ) measures the current price level...

loxx

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...

loxx

Variety RSI of Adaptive Lookback Averages uses an adaptive lookback algorithm in order to determine dynamic length inputs to get used to smooth the input price source before calculating your choice of 6 different types of RSI. This ALB algorithm counts bars back until X many swing counts are reached. Included: Bar coloring 2 signal variations w/ alerts