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32 lines
4.2 KiB
Markdown
32 lines
4.2 KiB
Markdown
# Trends (IIR)
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> "Recursion trades memory for computation. Single coefficient replaces entire window. But feedback loop carries risk: instability lurks in coefficient choices that FIR designers never face."
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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.
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| Indicator | Full Name | Description |
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| :--- | :--- | :--- |
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| [DEMA](dema/Dema.md) | Double Exponential MA | Reduces lag by applying double exponential smoothing, enhancing responsiveness while maintaining signal quality. |
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| [DSMA](dsma/Dsma.md) | Deviation-Scaled MA | Adaptive IIR filter that adjusts smoothing factor based on market volatility, increasing responsiveness during high-deviation periods. |
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| [EMA](ema/Ema.md) | Exponential MA | Applies exponentially decreasing weights to price data, balancing responsiveness and stability. |
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| [FRAMA](frama/Frama.md) | Fractal Adaptive MA | Adapts smoothing based on fractal dimension analysis, minimizing lag in trends and maximizing smoothing in consolidation. |
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| [HEMA](hema/Hema.md) | Hull Exponential MA | EMA-domain Hull analog using half-life timing and de-lagged EMA cascade. |
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| [HTIT](htit/Htit.md) | Hilbert Transform Instantaneous Trend | Utilizes Hilbert Transform to isolate instantaneous trend component, providing zero-lag trendline with hybrid FIR-in-IIR design. |
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| [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. |
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| [KAMA](kama/Kama.md) | Kaufman Adaptive MA | Automatically adjusts sensitivity based on market volatility using Efficiency Ratio, balancing responsiveness and stability. |
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| [MAMA](mama/Mama.md) | MESA Adaptive MA | Applies Hilbert Transform for phase-based adaptation, using dual-line system (MAMA/FAMA) for cycle-sensitive smoothing. |
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| [MGDI](mgdi/Mgdi.md) | McGinley Dynamic Indicator | Adjusts speed based on market volatility using dynamic factor, aiming to hug prices closely. |
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| [MMA](mma/Mma.md) | Modified MA | Combines simple and weighted components, emphasizing central values for balanced smoothing. |
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| [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. |
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| [REMA](rema/Rema.md) | Regularized Exponential MA | Applies regularization to EMA using lambda parameter, balancing smoothing and momentum-based prediction. |
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| [RGMA](rgma/Rgma.md) | Recursive Gaussian MA | Approximates Gaussian smoothing by recursively applying EMA filters multiple times (passes), controlled by adjusted period. |
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| [RMA](rma/Rma.md) | wildeR MA | Wilder's smoothing average using specific alpha (1/period), designed for indicators like RSI and ATR. |
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| [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. |
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| [TEMA](tema/Tema.md) | Triple Exponential MA | Triple-cascade EMA architecture with optimized coefficients (3, -3, 1) for further lag reduction compared to DEMA. |
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| [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. |
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| [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). |
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| [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. |
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| [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. |
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| [ZLEMA](zlema/Zlema.md) | Zero-Lag Exponential MA | Reduces lag by estimating future price based on current momentum, using dynamically calculated lag period. |
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| [ZLTEMA](zltema/Zltema.md) | Zero-Lag Triple Exponential MA | Combines zero-lag preprocessing with triple EMA cascade (TEMA) for maximum smoothness with minimal lag. |
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