Indicators

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DescriptionSubmited byDateCategoryPreviewDownloadsCommentsRating
Average Directional Movement Index Rating (ADXR) is a smoothed version of ADX indicator and is used as a rating of the Directional Movement while smoothing out ADX values.
17 Feb 2012
Downloads
32887
Comments
1
Rating
2.5
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Ehlers Laguerre RSI is a much more advanced version of the basic RSI indicator. It was created by John Ehler and documented in his book entitled 'Cybernetic Analysis For Stocks And Futures'.
17 Feb 2012
Downloads
3416
Comments
0
Rating
5
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The Hull Moving Average (HMA), developed by Alan Hull, is an extremely fast and smooth moving average. In fact, the HMA almost eliminates lag altogether and manages to improve smoothing at the same time.
24 Sep 2012
Downloads
20435
Comments
1
Rating
5
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The Laguerre Filter by John Elhers is a smoothing filter based on Laguerre polynomials. Its first term is an EMA (see Exponential Moving Average), followed by certain feedback terms. The smoothing is controlled by an alpha factor which is the alpha for the EMA and also damps the further terms. Alpha can range from 1 to follow prices almost exactly, down to 0 for a very slow response.
17 Feb 2012
Downloads
2838
Comments
1
Rating
5
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Triple Exponential Moving Average, or TEMA, is a type of exponential moving average developed by Patrick Mulloy in 1994.
17 Feb 2012
Downloads
3569
Comments
0
Rating
5
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From 'Cybernetic Analysis for Stocks and Futures' by John Ehlers.
17 Feb 2012
Downloads
7128
Comments
0
Rating
5
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COG is an oscillator based on an article by John F. Ehlers on page 20 of the May 2002 issue of Stocks and Commodities Magazine. COG has essentially zero lag and enables clear identification of turning points.
17 Feb 2012
Downloads
3795
Comments
0
Rating
5
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This is a very fast crossover trade trigger indicator and if used in conjunction with a good trend-following tool it is predictive and can be applied in strategies (coming soon). When compared to MACD or other crossover indicators the Fisher Transform is clearly superior and timely.
17 Feb 2012
Downloads
4704
Comments
3
Rating
5
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The range of a day's trading is simply high − low. The true range extends it to yesterday's closing price if it was outside of today's range. true range = max(high, close(prev) - min(low, close(prev) The true range is the largest of the: * Most recent period's high less the most recent period's low * Absolute value of the most recent period's high less the previous close * Absolute value of the most recent period's low less the previous close.  
17 Apr 2013
Downloads
3646
Comments
0
Rating
5
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