Introduction Envelopes indicators consist in displaying one upper and one lower extremity on the price chart. They are most of the time built by adding/subtracting a volatility estimator (rolling stdev, atr, range...etc) to a central tendency estimator (SMA, EMA, LSMA...etc) . Their interpretation is often subject to debate amongst technical analyst, some...

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Introduction This indicator can have a wide variety of usages, and since it is based on exponential averaging then the whole indicator can be made adaptive, thus ending up with a really promising tool. This indicator who can both smooth price and act as a trailing stop depending on user preferences, i tried to make it as reactive, stable and efficient as...

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Introducing A New Calculation For Efficient Bands Calculation ! Here it is ! The Recursive Bands Indicator, an indicator specially created to be extremely efficient, i think you already know that calculation time is extra important in algorithmic trading, and this is the principal motivation for the creation of the proposed indicator. Originally described in my...

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Introduction I have been asked by @Coppermine and @Verbena to make bands that use volume to provide adaptive results. My first approach was to use exponential averaging, in order to do so i needed to quantify volume movement using rescaling with the objective to make the bands go away from each others when there is low volume, this approach is efficient and can...

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Introduction "You don’t put sunscreen when there is no sun, you don’t use an umbrella when there is no rain, you don’t use a kite when there is no wind, so why would you use a trend following strategy when there is no trend ?" This is how i start my 4th paper "A New Technical Indicator For Optimal Markets Detection" where i present two new technical...

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Recursive Median Filter indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:03 (8–11): Recursive Median Filters).

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Recursive Median Oscillator indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:03 (8–11): Recursive Median Filters).

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The Self Referencing Stochastic Oscillator The stochastic oscillator bring values in range of (0,100). This process is called Feature scaling or Unity-Based Normalization When a function use recursion you can highlights cycles or create smoother results depending on various factors, this is the goal of a recursive stochastic. For example : k =...

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This is a composite indicator made up of: - modifided (rescaled) version of evergets version of recursive median oscillator. - 1996anoojpatels Futur modification of Ehlers Fisher Transform Ribbons Indicator I think Ehlers attempts to minimise latency in indicators are extremely valuable and some of my most use trading tools. Thanks to all the authors whose...

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Recursive Moving Trend Average indicator script. This indicator was originally developed by Dennis Meyers (Stocks & Commodities V.16:12, The Yen, Recursed).

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Taken from an article "The Yen Recused" in the December 1998 issue of TASC, written by Dennis Meyers. He describes the Recursive MA in mathematical terms as "recursive polynomial fit, a technique that uses a small number of past values of the estimated price and today's price to predict tomorrows price."

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