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- Publié:
- 2018.07.23 15:26
- Mise à jour:
- 2018.09.19 14:40
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Indicator that checks slopes of 5 (different period) Jurik Moving Averages (JMA) and adds them up to show overall trend.
Update :
Due to some changes in the new builds, the original version can not pass regular speed test. The updated version is doing that without any issue though
Multi Averages Slopes
Multi Averages Slopes indicator that checks slopes of 5 (different period) averages and adds them up to show overall trend. Averages that can be used in this indicator are the: SMA, EMA, SMMA, LWMA.
Multi LSMA Slopes
Multi LSMA Slopes indicator checks slopes of 5 (different period) Least Squares Moving Averages (LSMA or linear regression value) and adds them up to show overall trend.
Multi T3 Slopes
Multi T3 Slopes indicator checks slopes of 5 (different period) T3 Moving Averages and adds them up to show overall trend.
Henderson's Filter
The Henderson Filters are derived by minimizing the sum of squares of the third difference of the moving average series. Henderson's criteria ensures that when these filters are applied to third degree polynomials, the resulting smoothed output will fit exactly on these parabolas. The Henderson Filters are suitable for smoothing economic time series as they allow the cycles typical of the trend to pass through unchanged. They also have the property that they will eliminate almost all the irregular variations that are of very short frequencies of six months or less.