This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules: - Trendlines module, - NEW Winsorizing submodule using difference-based filtering. - HMA-Kahlman Trend module. The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This...
This script utilizes three modules: - Trendlines module (by Joris Duyck), - Winsorizing submodule and - HMA-Kahlman Trend module. The Trendlines module produces crossovers predictive of the next local trend. The Winsorizing (clipping) submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. The last feature obviously...
This script utilizes two modules, Trendlines module (by Joris Duyck) and HMA-Kahlman Trend module. Trendlines module produces crossovers predictive of the next local trend.
This update is meant for those who do not want to dig into the code. Also: - modified hma3 function - modified kahlman function - edited for readability - added alerting
Tested with EURUSD on 5M time frame this strategy leverages the same simplified strategy setup.
A simple backtest version of a Hull Trend with Kahlman strategy
This is an update to the idea of The Kahlman smoother makes the signal more precise (by one candle).