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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.
The script fixes the chart by extending it with the consideration of the weekends and holidays.
A modified version of the FlatTrend indicator, shows the beginning and the end of a flat.