tradd wrote: Fri Nov 18, 2022 12:17 am Kalman Filter could be.

As far as my calcs go and some literature I've read, the Kalman Filter is an EMA on price series data. Can anyone confirm?

If one take the error on measurement (error on price) factor in the Kalman calculations as the alpha in an EMA to get values ranging between 1 and zero, 1 being a lookback period of 1 and close to zero a very large lookback period, it produces an EMA.

In all these calcs the error on measurement is thought to be constant, but what if the error on measurement fluctuates based on volatility e.g. ATR[14] or even the difference of the previous days high and low. This is exactly the basis of the Jurik Moving Average.

So in essence the JMA is a TEMA with a volatility based alpha. Or rather a Triple Exponential Weighted Moving Average, weightings brought in for every EMA calculation.

Kaufman's Adaptive Moving Average

Just an update, the initial KAMA I've posted has an error in its calculations, will rectify and post an update

Jurik Moving Average

Converted tradingview indicator: https://in.tradingview.com/v/gwzRz6tI/

Please if someone with the previous JMA can compare: some screenshots will be nice.

RSI + JMA FILTER + SIGNAL

One of the many possible applications of the JMA. (Self study)

On this version of the JMA: I think the phase calculation can be extended to the following:
Negative phase gives more smoothness, positive phase gives more accuracy. This extension gives just a little bit more for both sides.

Quantitative Qualitative Estimation (QQE)
Yet another QQE!
For those who don't know the QQE is just the Supertrend applied to a smoothed RSI oscillator.
True Range calculated as the absolute value of the difference between the current Smoothed RSI value and the previous Smoothed RSI value. The ATR value is then obtained using a normal RMA applied to the true range value. Another RMA is then applied to the ATR value to obtain a smoothed ATR value.
From there on out it's just your normal Supertrend up / down logical statements.
Hint: the Supertrend can be applied to any oscillator.

Kaufman's Adaptive Moving Average (KAMA)

Herewith the corrected KAMA with ATR bands. Color change based on price above or below KAMA. Signals based on price above or below KAMA and within ATR upper or lower band, according to NNFX baseline rules.

Centaur wrote: Thu Dec 01, 2022 5:50 am Kaufman's Adaptive Moving Average (KAMA)

Herewith the corrected KAMA with ATR bands. Color change based on price above or below KAMA. Signals based on price above or below KAMA and within ATR upper or lower band, according to NNFX baseline rules.

KAMA Calculation:

Hi centaur,

im a nnfx trader too and found this amazing indicator even better than the orginal ssl VP recommend but its not on mt5
could u turn this ssl eAverages mt4 into a mt5 file. i really like this indicator which was posted by kvak.

Thanks!

rambo wrote: Thu Dec 01, 2022 3:07 pm Hi centaur,

im a nnfx trader too and found this amazing indicator even better than the orginal ssl VP recommend but its not on mt5
could u turn this ssl eAverages mt4 into a mt5 file. i really like this indicator which was posted by kvak.

Thanks!

Hi rambo,

Please if you could share the mq4 file, I cannot see the source code with an ex4 file