Periodic Volatility Channels [DW]This is an experimental study in which a geometric moving average is taken of price, then the range is multiplied by average annualized volatility based on the current trading timeframe and specified lookback, and by Fibonacci numbers 1 through 21.
Experimental
Idō Heikin Ichimoku [DW]This is an experimental study inspired by Goichi Hosoda's Ichimoku Kinkō Hyō.
In this study, a McGinley Dynamic replaces the Tenkan-Sen and Kaufman's Adaptive Moving Average replaces the Kijun-Sen.
The cloud is calculated by taking the mean of the highest high and lowest low, adding a golden mean standard deviation above and below, and offsetting it over the specified period.
The lagging span is calculated by offsetting the closing price by the same amount as the cloud period.
KAMA Divergence [DW]This study is a simple experiment that expresses divergences between price and Kaufman's Adaptive Moving Average as a percentage. The result is then smoothed using KAMA to provide a signal line.
Blast Off Momentum [DW]This study is an alternative experimental interpretation of the Blast Off Indicator by Larry Williams.
This formula takes positive and negative magnitudes rather than the absolute value. The result is then smoothed with an EMA, and twice smoothed to provide a signal line.
Dual Ulcer Divergence Index [DW]This study is an experimental variation of Peter Martin's Ulcer Index built using the framework of my Dual Ulcer Index indicator.
In this version, the difference between the long and short UI is calculated.
This index is a measure of volatility and momentum that can be used to locate low risk trading opportunities.
MTF Donchian Quadrants [DW]This is a simple Donchian Channel variation that separates the the channels into quadrants, and enables MTF calculation.
Average open and close plots are included for additional confirmation of a trend.
Fibonacci Period KAMA SeriesThis study is a simple experiment using Kaufman's Adaptive Moving Average that plots a base average with a period of your choice, then plots averages with periods multiplied by Fibonacci numbers 2 through 34.
Dual Volume Divergence Index [DW]This is an experimental variation of Paul L. Dysart's Positive Volume Index and Negative Volume Index that tracks the divergences between the PVI and its EMA, and the NVI and its EMA, then plots both together for comparison.
This tool can be used to identify trending price activity.
Offset Deviation Bands [DW]This is an experimental variation of Bollinger Bands in which standard deviations are taken of price, multiplied by the Golden Mean and Fibonacci numbers, smoothed using a simple moving average, then offset by half of the specified period.
MgGinley Dynamic Divergence [DW]This is an experimental study designed to visualize momentum and average range by expressing divergences between price and a McGinley Dynamic as a percentage.
Angular Trend [DW]This is an experimental study designed to outline the trend of a security based on the average angular change of price.
New lines are drawn whenever the source's angle of change is equal to zero.
KAMA Fibonacci Bands [DW]This study is an experimental combination of the Kaufman Adaptive Moving Average with ATR and Fibonacci percentages.
Net Force Index [DW]This study is an experimental force index variation calculated by separating upward force and downward force, then taking the sum of their averages.
Smooth Regression Bands [DW]This is an experimental study using Kaufman Adaptive Moving Average (KAMA), ATR Decay, Linear Regression Bands, and McGinley Dynamic smoothing.
CCI Cloud [DW]This is a simple experimental study utilizing multiple CCIs and their divergences to visualize price activity.
[RS]Lagging Performance OscillatorExperimental:
Use at your own discretion.
Measures the current performance versus the past.
[RS]Volume Price ChangeEXPERIMENTAL
calculates, price change * volume over a specific time window.
It reflects trend, momentum and volume participation.
It can be used to find divergences.
[RS]Channel Projection V1EXPERIMENTAL:
note: angle calculation is not correct.
added optional time calculation and bar calculation
[RS]Fractal Auto Gann LinesEXPERIMENTAL:
GANN lines projection based on zigzag tops/bottoms, use at your own risk.
Angular MomentumEXPERIMENTAL:
Returns a smoothed non lagging(peaks are convergent time wise) angular motion.
Function - Regressively Weighted Moving AverageEXPERIMENTAL:
Weights its self value by X against 1 time the current price.
Function Savitzky Golay Filter with 7 Vectors V0EXPERIMENTAL:
updated code for duo, triple and multipass
