Thank you, I've checked this indicator but unfortunately, he doesn't do exactly what I'm looking for.
I've tried to code an indicator by my own that does this kinda of filter.
what I came with was this idea: I will sum the whole movement of X candles backward (Sigma High-Low)
then I will check the (current close - [current+X] close) * Y
where X and Y are external params
and then I will plot two lines, one for the (Sigma High-Low) and one for the (current close - current+X close) * Y
If the total movement is bigger then the momentum I will consider this as noisy/Wicky
And on top of that, I've just added a moving average to [(current close - current+X close) * Y] the allow smoothing
Lemme show you
The dark red Signals a market you don't want to trade-in
I will attach the indicator and maybe we could Improve it together
