Trend indicators based on Infinite Impulse Response (IIR) filters. Recursive architecture uses previous outputs to compute current values, enabling lower lag with fewer coefficients than equivalent FIR filters.
| [CORAL](coral/Coral.md) | Coral Trend Filter | Six-stage cascaded EMA with polynomial combination using Constant D parameter for adaptive smoothing. |
| [DEMA](dema/Dema.md) | Double Exponential MA | Reduces lag by applying double exponential smoothing, enhancing responsiveness while maintaining signal quality. |
| [DSMA](dsma/Dsma.md) | Deviation-Scaled MA | Adaptive IIR filter that adjusts smoothing factor based on market volatility, increasing responsiveness during high-deviation periods. |
| [EMA](ema/Ema.md) | Exponential MA | Applies exponentially decreasing weights to price data, balancing responsiveness and stability. |
| [FRAMA](frama/Frama.md) | Ehlers Fractal Adaptive Moving Average | Adapts smoothing based on fractal dimension analysis, minimizing lag in trends and maximizing smoothing in consolidation. |
| [GDEMA](gdema/Gdema.md) | Generalized Double Exponential MA | Generalized DEMA with configurable volume factor for tunable lag/smoothness trade-off. |
| [HOLT](holt/Holt.md) | Holt Exponential Smoothing | Double exponential smoothing with separate level and trend components for adaptive trend-following. |
| [JMA](jma/Jma.md) | Jurik MA | Adaptive filter achieving high noise reduction and low phase delay through multi-stage volatility normalization and dynamic parameter optimization. |
| [KAMA](kama/Kama.md) | Kaufman Adaptive MA | Automatically adjusts sensitivity based on market volatility using Efficiency Ratio, balancing responsiveness and stability. |
| [LEMA](lema/Lema.md) | Leader EMA | Dual EMA architecture: primary EMA(source) plus error-correction EMA(source − EMA), reducing lag while maintaining smoothness. |
| [MAMA](mama/Mama.md) | Ehlers MESA Adaptive Moving Average | Applies Hilbert Transform for phase-based adaptation, using dual-line system (MAMA/FAMA) for cycle-sensitive smoothing. |
| [MCNMA](mcnma/Mcnma.md) | McNicholl EMA | Six cascaded EMA stages forming inner TEMA + outer TEMA, combined as 2×TEMA(src) − TEMA(TEMA(src)) for superior lag reduction. |
| [QEMA](qema/Qema.md) | Quad Exponential MA | Zero-lag filter with four cascaded EMAs using geometrically ramped alphas and minimum-energy weights for DC lag elimination. |
| [REMA](rema/Rema.md) | Regularized Exponential MA | Applies regularization to EMA using lambda parameter, balancing smoothing and momentum-based prediction. |
| [RGMA](rgma/Rgma.md) | Recursive Gaussian MA | Approximates Gaussian smoothing by recursively applying EMA filters multiple times (passes), controlled by adjusted period. |
| [RMA](rma/Rma.md) | wildeR MA | Wilder's smoothing average using specific alpha (1/period), designed for indicators like RSI and ATR. |
| [T3](t3/T3.md) | Tillson T3 MA | Six-stage EMA cascade with optimized coefficients based on volume factor for reduced lag and superior noise reduction. |
| [TEMA](tema/Tema.md) | Triple Exponential MA | Triple-cascade EMA architecture with optimized coefficients (3, -3, 1) for further lag reduction compared to DEMA. |
| [TRAMA](trama/Trama.md) | Trend Regularity Adaptive MA | Adaptive EMA where smoothing derives from the squared fraction of bars producing new highest-highs or lowest-lows within the lookback window. |
| [VAMA](vama/Vama.md) | Volatility Adjusted MA | Dynamically adjusts moving average length based on ATR volatility ratio, shortening during high volatility and lengthening during low volatility. |
| [VIDYA](vidya/Vidya.md) | Variable Index Dynamic Average | Adjusts smoothing factor based on market volatility using Volatility Index (ratio of short-term to long-term standard deviation). |
| [YZVAMA](yzvama/Yzvama.md) | Yang-Zhang Volatility Adjusted MA | Adjusts MA length based on percentile rank of short-term YZV, providing context-aware volatility adaptation for gap-prone markets. |
| [ZLDEMA](zldema/Zldema.md) | Zero-Lag Double Exponential MA | Combines zero-lag preprocessing with dual EMA cascade (DEMA) for faster response than DEMA with moderate smoothing. |
| [ZLEMA](zlema/Zlema.md) | Zero-Lag Exponential MA | Reduces lag by estimating future price based on current momentum, using dynamically calculated lag period. |
| [ZLTEMA](zltema/Zltema.md) | Zero-Lag Triple Exponential MA | Combines zero-lag preprocessing with triple EMA cascade (TEMA) for maximum smoothness with minimal lag. |