Introduction Technical analysis make often uses of classical statistical procedures, one of them being regression analysis, and since fitting polynomial functions that minimize the sum of squares can be achieved with the use of the mean, variance, covariance...etc, technical analyst only needed to replace the mean in all those calculations with a moving average,...

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Introduction The trend step indicator family has produced much interest in the community, those indicators showed in certain cases robustness and reactivity. Their ease of use/interpretation is also a major advantage. Although those indicators have a relatively good fit with the input price, they can still be improved by introducing least-squares fitting on...

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Plot a linear regression channel through the last length closing prices, with the possibility to use another source as input. The line is fit by using linear combinations between the WMA and SMA thus providing both an interesting and efficient method. The results are the same as the one provided by the built-in linear regression, only the computation differ. ...

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This is an experimental study inspired by Goichi Hosoda's Ichimoku Kinkō Hyō. In this study, a McGinley Dynamic replaces the Tenkan-Sen and Kaufman's Adaptive Moving Average replaces the Kijun-Sen. The cloud is calculated by taking the mean of the highest high and lowest low, adding a golden mean standard deviation above and below, and offsetting it over the...

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Lots of moving averages are based on a weighted sum, the most common ones being the simple (arithmetic) and linearly weighted moving average. The problems with the weighted sum approach is that when your moving average is a FIR filter then the number of operations increase with higher values of length, and when the weights are based on a complex calculation this...

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You can choose one of these MA types in params: Simple Moving Average (SMA) Exponential Moving Average (EMA) Weighted Moving Average (WMA) Arnaud Legoux Moving Average (ALMA) Hull Moving Average (HMA) Volume-weighted Moving Average (VWMA) Least Square Moving Average (LSMA) Smoothed Moving Average (SMMA) Double Exponential Moving Average...

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This script allows you to add two moving averages to a chart, where the type of moving average can be chosen from a collection of 15 different moving average algorithms. Each moving average can also have different lengths and crossovers/unders can be displayed and alerted on. The supported moving average types are: Simple Moving Average ( SMA ) Exponential...

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This is an experimental study designed to visualize trend activity and volatility using a set of two Bollinger Bands calculated with a basis moving average type of your choice. The available moving averages in this script are: -Exponential Moving Average -Simple Moving Average -Weighted Moving Average -Volume Weighted Moving Average -Hull Moving Average ...

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Impulse responses can fully describe their associated systems, for example a linearly weighted moving average (WMA) has a linearly decaying impulse response, therefore we can deduce that lag is reduced since recent values are the ones with the most weights, the Blackman moving average (or Blackman filter) has a bell shaped impulse response, that is mid term values...

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Introduction Strategy based on the bilateral stochastic oscillator, this oscillator aim to detect trends and possible reversal points of the current trend. The oscillator is composed of 1 bull line in blue and 1 bear line in red as well as a signal line in orange, the strategy have many options such as two different strategy framework and a martingale mode. If...

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Compute a rolling linear regression channel, the value of the bands at a precise point in time is equal to the last value of the corresponding extremity of a regression channel of equal length and mult at that point. The bands are made by adding/subtracting the RMSE of a linear regression to a least-squares moving average. Settings Length : Period of...

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Introduction I inspired myself from the MACD to present a different oscillator aiming to show more reactive/predictive information. The MACD originally show the relationship between two moving averages by subtracting one of fast period and another one of slow period. In my indicator i will use a similar concept, i will subtract a quadratic least squares moving...

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This script has been based on ProwdClown's instructions of usage. GM settings 9, 6, 3 should be used, LSMA 25, 0 has been implemented. Original author for main script: LazyBear, xSilas and Ni6HTH4wK, modified By sco77m4r7in and oh92, later modified By...

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Introduction The estimation of a least squares moving average of any degree isn't an interesting goal, this is due to the fact that lsma of high degrees would highly overshoot as well as overfit the closing price, which wouldn't really appear smooth. However i proposed an estimate of an lsma of any degree using convolution and a new sine wave series, all the...

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Works exactly as the standard PSAR with the only difference that a Moving Linear Regression Line (=Least Squares Moving Average, LSMA) is used as input. So the PSAR flip is triggered not by price itself but by the LSMA line.

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**Overlay Version** Macd that shows instantaneous trend using ZLSMA. This crossover has the ability to reveal trend directions before it happens. With multi time frame option. Above image shows 1 hour timeframe using 12hour setting on indicator Example with 1 hour timeframe: Example with 1 hour timeframe using daily...

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Least Squares Moving Average. This indicator change the back color to the LSMA slope.

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This is an iteration of Steve Nison's Disparity Index that includes 5 different moving average types to choose from.

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