Moving average with the double adaptive JMA smoothing of a price range.
The average is calculated the following way:
J2JMA[bar] = JMA(JMA(PRICE[bar]))
The average shows good results on short- and long-term trends. It is not recommended to use big values of the Length2 second smoothing depth. In the latter case the indicator starts working as a standard JMA average having the Length parameter equal to the sum of Length1 and Length2.
ColorJ2JMA and J2JMA indicators use the CJJMA class of the SmoothAlgorithms.mqh library (must be placed to the terminal_data_folder\MQL5\Include). The use of the class was thoroughly described in the article "Averaging Price Series for Intermediate Calculations Without Using Additional Buffers".
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/431
Slow Adaptive Trend Line is used for suppressing market noises and market cycles with longer oscillation periods.Stochastic_Cross_Alert_SigOverlayM_cw
The indicator generates buy and sell signals and issues alerts in case of the Stochastic Oscillator indicator overbought or oversold levels crossing.
Range Bound Channel Index (RBCI) digital filter removes low frequency trend, generated by low frequency spectrum components, and high frequency noise, generated by high frequency spectrum components.JFATL
The indicator is a combination of the FATL digital filter and analogue JMA adaptive smoothing.