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Miha Kralj
90d5638008
- LTMA (Linear Trend Moving Average): Introduces a predictive moving average using dual cascaded EMAs for trend estimation. - MCNMA (McNicholl EMA): Implements a zero-lag TEMA using a cascaded EMA structure for enhanced responsiveness. - NLMA (Non-Lag Moving Average): Utilizes a damped cosine kernel to achieve reduced lag in moving averages. - NMA (Natural Moving Average): Adapts smoothing based on volatility profiles using a square-root kernel. - NYQMA (Nyquist Moving Average): Applies the Nyquist-Shannon theorem to prevent aliasing in cascaded moving averages. - RAIN (Rainbow Moving Average): Combines multiple SMA layers with weighted averages for multi-scale smoothing. - TRAMA (Trend Regularity Adaptive Moving Average): Adapts smoothing based on the frequency of new highs and lows in price data.
3.0 KiB
3.0 KiB
Oscillators
"Oscillators tell you when to act, not which direction to trade." Unknown
Oscillators fluctuate above and below a centerline or within bounded ranges. Useful for identifying overbought/oversold conditions, momentum shifts, and divergences. Best in ranging markets; trend-following indicators work better in trending markets.
| Indicator | Full Name | Description |
|---|---|---|
| AC | Acceleration Oscillator | Second derivative of AO. Measures acceleration of market driving force. |
| AO | Awesome Oscillator | 5-period SMA minus 34-period SMA of bar midpoint. Bill Williams creation. |
| APO | Absolute Price Oscillator | Raw currency difference between fast and slow EMAs. Unbounded. |
| BBB | Bollinger %B | Position within Bollinger Bands. 0=lower band, 1=upper band. |
| BBS | Bollinger Band Squeeze | BB width < KC width indicates consolidation. Breakout imminent. |
| CFO | Chande Forecast Oscillator | Percentage difference between price and linear regression forecast. |
| DECO | Ehlers Decycler Oscillator | Dual HP bandpass isolating intermediate-frequency market cycles. |
| DPO | Detrended Price Oscillator | Removes trend via displaced SMA. Reveals cycles. |
| ER | Efficiency Ratio | Measures directional efficiency. Net movement / total path length. |
| ERI | Elder Ray Index | Separates bull and bear power relative to EMA. |
| FISHER | Ehlers Fisher Transform | Converts prices to Gaussian distribution. Sharp reversals. |
| INERTIA | Inertia | Linear regression residual. Raw deviation from trend forecast. |
| KDJ | KDJ Indicator | Enhanced Stochastic. J = 3K - 2D provides leading signal. |
| KRI | Kairi Relative Index | Percentage deviation of price from SMA. Overbought/oversold. |
| PGO | Pretty Good Oscillator | Distance from SMA normalized by ATR. Units: ATR multiples. |
| PSL | Psychological Line | Ratio of up periods to total periods. Crowd sentiment gauge. |
| SMI | Stochastic Momentum Index | Distance from range midpoint. More sensitive than classic Stochastic. |
| STOCH | Stochastic Oscillator | Close position within N-period high-low range. Classic overbought/oversold. |
| STOCHF | Stochastic Fast | Unsmoothed Stochastic. Faster but noisier. |
| STOCHRSI | Stochastic RSI | Stochastic applied to RSI. More sensitive than either alone. |
| TRIX | Triple Exponential Average | ROC of triple EMA. Filters noise through three smoothings. |
| TTM_WAVE | TTM Wave | Fibonacci-period MACD composite (Waves A/B/C). John Carter. |
| ULTOSC | Ultimate Oscillator | Multi-timeframe oscillator. Combines 7, 14, 28 period buying pressure. |
| WILLR | Williams %R | Inverse Stochastic. -100 to 0 range. Overbought/oversold. |