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The idea of the indicator is to select each currency from currency pairs separately. The currencies are measured in relative units (points). The sum of all currencies at any given time is equal to zero.
(Fast Adaptive Trend Line)– the «fast» adaptive trend line is calculated using a digital low-pass filter with a small cutoff period.
La valeur de la dimension fractale est utilisée pour construire une moyenne mobile de type EMA.
Directional system (ADX). The directional system has been created by George Wilder in the middle of the 70s as an addition to the PARABOLIC SAR system, and then further developed by a number of analysts.
Trend filter. In short, the RSIFilter fails on strong fluctuations, but handles the trend good enough, but if it get improved a bit, it could be able to give clear answers.
This is an advanced version of RSI. Laguerre converts the signals, so that low-frequency components lag much more that the high-frequency ones.
It is calculated as the difference between two simple moving averages: SMA(5) and SMA(34). Type of the chart: histogram with green and red colored bars.