Average Filter Regression

Average Filter Regression

This indicator has 66 types of moving averages and digital filters in the same program. The type of moving average can be changed at will in parameters using “MAtype”. The period can also be adapted to your needs.

0. Ahrens Moving Average
1. Adjustable Lag FIR
2. Arnaud Legoux Moving Average
3. 2-Pole Butterworth Smoothing Filter
4. 3-Pole Butterworth Smoothing Filter
5. Corrected Moving Average by A.Uhl
6. d9 Unscented Kalman Filter (Responsiveness Version)
7. d9 Unscented Kalman Filter
8. Double Exponential Moving Average
9. Exponential Least Square Moving Average
10. Exponential Moving Average
11. Elastic Volume Weighted Moving Average
12. Fast Adaptive Trend Line
13. Fractional-Bar Quick Moving Average
14. Fractal Adaptive Moving Average
15. Generalized DEMA
16. 1-Pole Gaussian Filter
17. 2-Pole Gaussian Filter
18. 3-Pole Gaussian Filter
19. 4-Pole Gaussian Filter
20. Hull Moving Average
21. IE/2 Combination of LSMA and ILRS
22. Integral of Linear Regression Slope
23. iTrend by John Ehlers
24. Jurik Moving Average (Responsiveness Version)
25. Jurik Moving Average
26. Kaufman Adaptive Moving Average
27. Kalman Filter by John Ehlers
28. Kalman Filter (Responsiveness Version)
29. Kalman Filter
30. Leader Exponential Moving Average
31. Laguerre Filter by John Ehlers
32. Least Square Moving Average
33. McGinley Dynamic
34. Middle High Low Range Moving Average
35. McNicholl Moving Average
36. Non Lag Moving Average (Responsiveness Version)
37. Non Lag Moving Average
38. One More Average
39. Pentuple Exponential Moving Average
40. Parabolic Weighted Moving Average
41. Quadruple Exponential Moving Average
42. Regularized EMA by Chris Satchwell
43. Reference Fast Trend Line
44. Reference Slow Trend Line
45. Slow Adaptive Trend Line
46. Simple Moving Average
47. 2-Pole Super Smoothing Filter
48. 3-Pole Super Smoothing Filter
49. Smoothed Simple Moving Average
50. Sine Weighted Moving Average
51. T3 Moving Average
52. Triple Exponential Moving Average
53. Triangular Moving Average
54. Time Series Average
55. Variable Index Dynamic Average
56. Variable Moving Average
57. Volume Weighted Average Price
58. Wilder Moving Average
59. Weighted Least Square Moving Average
60. Weighted Moving Average
61. Zero Lag BMT
62. Zero Lag Double Exponential Moving Average
63. Zero Lag FIR Filter
64. Zero Lag IIR Filter
65. Zero Lag John Ehlers
66. Zero Lag Weighted BMT

Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

PRC is also on YouTube, subscribe to our channel for exclusive content and tutorials

  1. supertiti • 06/12/2017 #

    Felicidades Laurenzo d’avoir pris le temps pour ce gros travail et en plus dans l’esprit du site PRC
    Bons trades et merci pour l’ouverture d’esprit

  2. gatarayihajp • 06/12/2017 #

    Hello, 
    It’s very interesting indicator. Could you explain more about it? Thank a lot

  3. rover220 • 06/12/2017 #

    What a gift! 66 no less! Thank you for the work and thank you for sharing it.

  4. KarlBenjamin • 06/12/2017 #

    This “indicator” alone has completely changed my algorithms for the better! Id even go as far as saying its the best one on here! Thankyou so much for providing this and all your hard work!

  5. ashee • 06/12/2017 #

    CAN YOU SHARE MT4 FILE

  6. coyP • 06/12/2017 #

    Big thanks ! Can you explain me how can I put this ON my graph and not under the graph please ?

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar

+28 more likes

Related users ' posts
Gordon101 Hi when I added your Guppy indicator to my chart it went below the chart beside the oscilla...
Nicolas Add it on the price by using the wrench located on the left upper side of your price chart.
Gordon101 Thanks Nicolas, worked a treat.
Rafa And the PriceMAPeriod? aren´t the same?
Nicolas The PriceMAPeriod is the period to make the average of all the last X medianprice found.
Rafa Thanks a lot Nicolás. Have a nice day
ak5hay2 Works like crazy on bitcoin. Use different timeframes. Thanks a lot Doc!!!
richyowen Hi, great code thanks. Very new to this forum. Is there a way to add a 100point target on an...
lisamitch50 Morning all, Just backtested on quite a few instruments, worked well on backtesting, but tel...
swapping merci gabri, on va le mettre à l'essai ;)
Leo Hi all, I posted a new version of this indicator ( I just add arrows to spot the local maxi...
Trading_En_El_Ibex35 Muchas Gracias por compartir este interesante indicador. Un saludo
xavieralava hola gracias leo
Khaled Thanks, but if I may ask what's EMA Period? The price which reverses the EMA[20] is not the ...
Francesco78 EMA is not a moving average, it is just the name we called the quantity defined above
Khaled My bad. Thank you so much!
rejo007 hello david, i'll try it could you tell me wich strategy do you use in real? thanks
David Somogyi Hello, I have a couple of DAX strategies of breakout and mean reversion. I'll try to post...
Roberto Blázquez Hi David, I just saw your strategy and it's good!!! I'm going to try it from today in real a...
Thomas007 Is there any way to build something similar for FX? I wonder what would be the replacement f...
Kris75 Hi Bolsatrilera, I love this indicator! Thanks; => did you develop a strategy around...
Wing There's a few threads on the forum about backtest and live trades being different at times. ...
ET I agree with verdi55. As it is now, the code will only test for a breakout on the upside (li...
Philipjonasson are u still active Wing?
Nicolas We do not offer free assistance for TOS. However, you can send demand for private paid codin...
phanz Hi community. May I know how you use this indicator please? Is it on the zero cross over? ...
sydney43025 Hello, I'm digging up this topic because I uploaded the code on a PRT v11.1 but the indicato...
David Balance thanks for sharing this excellent indicator.  Here are some thoughts.  please ad...
reb Hello Marc your strat seems very intersting, will take a look Reb
897148 What exactly is meant by Total price? Is r1 =28 in your example the no of days for "Total P...
supertiti Il manque 2 slash devant len dans le code dur car la variable ne marche pas bonne journée
Maxime Baudin Nice, thanks!
rowestock Hi Nicolas, I am revisiting this indicator and wanted to ask, is it possible to replace sty...
Nicolas Why not, please add a new request in our probuilder forums.
bearbull As per PhilipSchultz question above, has anybody managed to add code for when it turns blue,...
Ybr35 Bonjour Nicolas, lorsque je lance l'indicateur, il m'est indiqué que je dois définir les var...
Nicolas L'idéal est de télécharger le fichier itf joint sur cette page et de l'importer dans la plat...
Nicolas Merci dans ce cas d'ouvrir un sujet dans le forum ProScreener svp.
Andrea Hi Nicolas, thx for your code. Please i need your help to understand this part of your code:...
Nicolas the MA200 is ascending since 20 periods.
Leo Hi Gabri, have you ever try this in a trading system?
gabri Leo, I used to crosscheck this indicator a long time ago. For the trading I was doing at tha...
Nolubok Bonjour Gabri, merci pour l'ensemble de vos publications, serait il possible d'avoir le scr...

Top