A rolling summed window of input values changes with semi-stochastic processing modifying the input source with a power adjustment parameter.
Privately available is a fully dynamic float series inputs version for precision adaptability.
Introduction
Adaptive technical indicators are importants in a non stationary market, the ability to adapt to a situation can boost the efficiency of your strategy. A lot of methods have been proposed to make technical indicators "smarters" , from the use of variable smoothing constant for exponential smoothing to artificial intelligence.
The dominant cycle...