Chỉ báo
Bollinger
JMA
Logo "JMA"
03/09/2025
1
Desktop
Since 25/03/2025
Lượt bán
1
Ảnh "JMA" được tải lênẢnh "JMA" được tải lênẢnh "JMA" được tải lênẢnh "JMA" được tải lênẢnh "JMA" được tải lênẢnh "JMA" được tải lênẢnh "JMA" được tải lênẢnh "JMA" được tải lên

The Jurik smoothing includes 3 stages:

1st stage - preliminary smoothing by adaptive EMA: MA1 = (1-alpha)*Price + alpha*MA1[1];

2nd stage - one more preliminary smoothing by Kalman filter: Det0 = (Price - MA1)*(1-beta) + beta*Det0[1]; MA2 = MA1 + PR*Det0;

3rd stage - final smoothing by unique Jurik adaptive filter: Det1 = (MA2 - JMA[1]) * (1-alpha)^2 + alpha^2 * Det1[1]; JMA = JMA[1] + Det1;

where: - Price - Price Series - alpha - dynamic factor(will be described below) - beta - periodic ratio = 0.45*(Length-1)/(0.45*(Length-1)+2) - PR - Phase Ratio: PR = Phase/100 + 1.5 (if Phase < -100 then PR=0.5, if Phase > 100 then PR=2.5).

Figure 1. Sample chart with all stages of Jurik Smoothing. You can see results (Figure 1) of each stage by means of attached indicator JurikFilter_v2, changing FilterMode: 0 - final stage(JMA) 1 - 1st stage 2 - 2nd stage 3 - only final(without preliminary) smoothing.

The Dynamic Factor is periodic factor (beta) raised to a power (pow):

alpha = beta ^ Pow,

where: - pow = rVolty ^ pow1 - rVolty - relative price volatility - pow1 - power of relative volatility with following formula: pow1 = len1 - 2 (if pow1 < 0.5 then pow1 = 0.5),

where len1 - additional periodic factor: len1 = Log(SquareRoot(len))/Log(2.0) + 2 (if len1 < 0 then len1 = 0).

Thus you can see that the Dynamic factor is based on the relative price volatility giving the required adaptability for this kind of the price filter.

The formula for relative price volatility is rVolty = Volty/AvgVolty (if rVolty > len1^(1/pow1) then rVolty = len1^(1/pow1), if rVolty < 1 then rVolty = 1),

where:

- Volty - price volatility based on calculation of so-called Jurik Bands (VisualMode = 1).

- AvgVolty - average volatility for which Jurik use difficult enough algorithm of calculation: AvgVolty = Average(vSum,AvgLen),

where:

- vSum - incremental sum of (Volty - Volty[10])/10;

- AvgLen - period of average (Jurik use 65).

In my version of Jurik Filter I use simple average instead of Jurik's complex averaging

Moreover, with attached indicator JurikVolty_v1(Figure 2) you can see values for Volty (VisualMode=0), vSum (VisualMode=1) and AvgVolty(red dotted line).

The formula for price volatility is Volty = max between Abs(del1) and Abs(del2), if Abs(del1) = Abs(del2) then Volty = 0,

where: - del1 - distance between price and upper band del1 = Price - UpperBand - del2 - distance between price and lower band del2 = Price - LowerBand The Jurik Bands are different from any known price bands such as Bollinger, Keltner, Donchian, Fractal and so on: if del1 > 0 then UpperBand = Price else UpperBand = Price - Kv*del1 if del2 < 0 then LowerBand = Price else LowerBand = Price - Kv*del2,

where: - Kv - volatility's factor Kv = bet ^ SquareRoot(pow2). It's easy to see that these bands can be a basis for trend following indicator like Wilder's Parabolic. So, you can see we practically don't have obscure places in the algorithm of Jurik Moving Average(JMA)

Bạn cũng có thể thích
Break of Structure
The Break of Structure (BoSCHoCh) Indicator is a smart market structure tool designed to help traders easily spot trend.
Pivot Points Clasic,FIBO,etc
All-in-one Pivot Indicator: set Classic, Fibo, Woodie, Camarilla, Demark methods, style levels & labels your way ;)
Ichimoku Kinko Hyo
Ichimoku Kinkō Hyō with fixed shift to 25 as Ctrader calculate it from 0 and values was wrong for Chikou Span and Kumo.
Chỉ báo
RSI
Breakout
Supertrend
+1
Momentum Fair Value Gap
It identifies areas of market imbalance (Fair Value Gaps or FVGs) and projects them on the chart in a smart way
Chỉ báo
RSI
XAUUSD
Breakout
+6
Volume POC Heatmap
📊 Shows volume by price levels, highlights POC, and key zones. Identifies dynamic support/resistance and imbalances.
Chỉ báo
Indices
Forex
Signal
+2
US Dollar Index
US Dollar Index
Candle Timer & Strength Panel Demo -
Candle Timer & Strength Panel DEMO for cTrader DEMO VERSION – 24 hours free trial! This is a DEMO version of the Candle
Chỉ báo
Signal
MACD
USDJPY
PulseTracker
Version 1.2: Advanced Trend Detection & Visualization System
Chỉ báo
RSI
XAUUSD
Breakout
+4
Dynamic Market Structure Analysis of Turning Points
Identify market structure effortlessly with swing highs, lows, CHoCH, and BOS levels for smart trading decisions! 📊🔍"
SuperScalperBox
Super Scalper Box - Professional-Grade Trading Indicator
zh-cn Variety Period clock panel(multilanguage)
This indicator can be used to: change color, shape size, position, change font, increase or decrease, and other function
Chỉ báo
Signal
MACD
TradingViewMACD
Enhance your trading strategy with our customizable TradingViewMACD indicator. Optimize and elevate your market analysis
AlgoCorner Market Sessions
Show each Market Session with full details, including grid mode for higher timeframes, statistics, and other metrics.
Chỉ báo
XAUUSD
Commodities
True Open Pivot Levels
This indicatorFull Description: Th shows the open price lines at key market times based on Eastern Standard Time (EST).
[Hamster-Coder] Pivot Points
[Hamster-Coder] Pivot Points (Standard)
Chỉ báo
RSI
Breakout
Signal
+1
ZScore
Z-Score measures price deviation from its average, helping identify extremes, trends, and trading opportunities ........
Chỉ báo
NAS100
EURUSD
GBPUSD
Ema
An exponential moving average based on regular trading hours.