Moving average with the linear regression algorithm and the signal line. Smoothing types can be selected out of ten possible versions:
It should be noted that Phase type parameters for different smoothing algorithms have completely different meaning. For JMA it is an external Phase variable changing from -100 to +100. For T3 it is a smoothing ratio multiplied by 100 for better visualization, for VIDYA it is a CMO oscillator period and for AMA it is a slow EMA period. In other algorithms these parameters do not affect smoothing. For AMA fast EMA period is a fixed value and is equal to 2 by default. The ratio of raising to the power is also equal to 2 for AMA.
The indicator uses SmoothAlgorithms.mqh library classes (must be copied to the terminal_data_folder\MQL5\Include). The use of the classes 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/594
More informative Average Directional Index (ADX) indicator with the possibility to select the smoothing algorithm out of ten possible variants.XMA JJRSX System
The indicator is based on comparing the signals of JJRSX oscillator and XMA moving average working on different timeframes - the current (chart timeframe) and the higher ones.
The indicator consisting of two moving averages from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading".Leading
The indicator consisting of two moving averages (Lead and its EMA smoothing) on one chart from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading".