VWAP Candlesticks Oscillator

This is a vwap candles indicator using Mladen's average of the candles Keltner channel idea.

mrtools wrote: Fri Sep 15, 2023 1:42 am

If you're interested in using VWAP - albeit in different form - there is an interesting book I came across (just out):
Maximum Trading Gains with Anchored VWAP: The Perfect Combination of Price, Time, and Volume by Brian Shannon

Regularized Relative Moving Average

This is regularized relative moving average, on the chart picture is the regularized ema (in blue and orange) for comparison.

What is a Regularized Moving Average?

Chris Satchwell's "Regularized" Moving Average is a faster responding MA which adds just enough smoothing to it's calculation to avoid the introduction of lag by using "Lambda".

Mathematically, it's seen as a superior, fitting replacement over the standard Moving Average and Exponential Moving Average.

What makes it different to any other Moving Average?

Traditionally, analysts will reduce the length (period) of an indicator's settings in order to combat lag, but by introducing "Regularization" to the code equips it with a mathematical factor called Lamda (also written as λ-calculus) that provides control over the moving average's untimely "twitch" by adjusting it's Lambda period.

Note: Adjust the Lambda setting on smaller intraday timeframes by increasing it to 6.0 or higher. When doing so, be sure to take note when backtesting see how false signals are filtered out.

mrtools wrote: Tue Sep 19, 2023 6:08 am This is regularized relative moving average, on the chart picture is the regularized ema (in blue and orange) for comparison.

Heyhey man I love the write up thank u mrtoolz for our new mathematical indi's!!! I am using them & in simple terms I'm calling these "better than smoothing filter" indicator...... it uses Lambda calculus

Lambda setting of 8.0 on M5 chart. A bit laggy but much smoother than SMA

mrtools wrote: Tue Sep 19, 2023 6:08 am

Thanks, MrTools,
looks like a really interesting development.
Keep them coming...

josi wrote: Tue Sep 19, 2023 7:39 pm Thanks, MrTools,
looks like a really interesting development.
Keep them coming...

Moving Average Ribbon based on Regularized Relative Moving Average

In case of experimenting I made this ribbon based on regularized relative MA (Thanks for idea from Mrtools).
Also have choice use ema or fema in menu.
Arrows/alerts are based on cross or its slopes.

kvak wrote: Thu Mar 16, 2023 8:47 pm My version of 3 ma cross.
I'm also attaching the onchart version, it's somewhere in this topic..not updated versions

Could you add the psar as a filter......it would be much appreciated.

256robertm wrote: Fri Sep 22, 2023 12:38 am Could you add the psar as a filter......it would be much appreciated.

Double 2x MA Cross filtered with PSAR (Parabolic Stop & Reverse)

Hello, somethink like this?
This is 2 x MA cross filtered with PSAR.
If you want histogram type, I am able to do...

Other versions

• RSI version here: 2x MA Cross Filtered with RSI.
• Stochastic version here: 2x MA Cross Filtered with Stochastic.
• Schaff Trend Cycle version here: 2x MA Cross Filtered with Schaff Trend Cycle.

kvak wrote: Sat Sep 23, 2023 9:29 am Hello, somethink like this?
This is 2 x MA cross filtered with PSAR.
If you want histogram type, I am able to do...

nice kvak
i have something interesting to open positions with stoch & rsi setting..
may be likes bo traders

kvak wrote: Sat Sep 23, 2023 9:29 am Hello, somethink like this?
This is 2 x MA cross filtered with PSAR.
If you want histogram type, I am able to do...

Respected kvak,

You are Superb.

Thanks for all your mods, experiments, shares.


Thanks for your generosity, support.
Thanks a Lot.