mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 01:58:06 +00:00
Merge branch 'dev' into main
This commit is contained in:
@@ -13,7 +13,7 @@
|
||||
| **PineScript** | [ghla.pine](ghla.pine) |
|
||||
|
||||
- The Gann High-Low Activator (GHLA) is a trend-following stop/reversal indicator that alternates between the Simple Moving Average of Highs and the ...
|
||||
- **Similar:** [Super](../super/Super.md), [PSAR](../../reversals/psar/Psar.md) | **Complementary:** ATR for stop placement | **Trading note:** Gann High-Low Activator; trend-following stop based on prior period's median.
|
||||
- **Similar:** [Super](../super/Super.md), [SAR](../../reversals/sar/Sar.md) | **Complementary:** ATR for stop placement | **Trading note:** Gann High-Low Activator; trend-following stop based on prior period's median.
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
The Gann High-Low Activator (GHLA) is a trend-following stop/reversal indicator that alternates between the Simple Moving Average of Highs and the Simple Moving Average of Lows based on a three-state crossover rule. Developed by Robert Krausz and published in *Technical Analysis of Stocks & Commodities* (February 1998), the indicator produces a single trailing line: SMA(Low) during uptrends (acting as dynamic support) and SMA(High) during downtrends (acting as dynamic resistance). The flip between states occurs only when price closes decisively beyond the opposing SMA, creating a hysteresis zone that filters minor whipsaws. With a default period of 3 bars, GHLA responds aggressively to trend changes while requiring just $O(N)$ additions and one comparison per bar.
|
||||
|
||||
@@ -13,7 +13,7 @@
|
||||
| **PineScript** | [super.pine](super.pine) |
|
||||
|
||||
- SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close ...
|
||||
- **Similar:** [PSAR](../../reversals/psar/Psar.md), [Ghla](../ghla/Ghla.md) | **Complementary:** ADX for trend strength | **Trading note:** SuperTrend; ATR-based trailing stop that flips direction. Popular in crypto and forex.
|
||||
- **Similar:** [SAR](../../reversals/sar/Sar.md), [Ghla](../ghla/Ghla.md) | **Complementary:** ADX for trend strength | **Trading note:** SuperTrend; ATR-based trailing stop that flips direction. Popular in crypto and forex.
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close price breakouts. A ratchet mechanism prevents the active band from moving against the trend, creating a step-like trailing stop that adapts to volatility. The indicator is a two-state machine (bullish/bearish) with O(1) per-bar updates and zero allocations in the hot path.
|
||||
|
||||
Reference in New Issue
Block a user