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SATL (Slow Adaptive Trend Line) - the «slow» adaptive trend line is obtained using a digital low-pass filter of a different order (light-blue line on the chart).
FATL (Fast Adaptive Trend Line) - the «fast» adaptive trend line is calculated using a digital low-pass filter (cream-colored line on the chart).
Example of optimization using the "running total" method.
True Strength Index (TSI) is a double-smoothed Momentum. TSI follows the bars with little or hardly noticeable delay in the main and intermediate trend reversal points.
Triangular Moving Average (TMA). The main weight goes for the average part of the price series. In fact, they are double-smoothed simple moving averages.
It uses a detrender based on a Т3 filter, and the "moment" is the price at the closing of the bar.
Indicator for a strategy that uses CCI. When trading Woodies CCI all you need is to find Woodies CCI patterns.
My version of plotting the DeMark lines, also draws channels in addition to the trend lines and targets. Added one more target (the third one defined as 1.62 of the inner extremum), added the signal cancellation when closing within the channel.
Have you perhaps heard about the caterpillar? Here it is.... I do not remember where I got the code, I simply translated it from С++ to MQL4.
(Slow Adaptive Trend Line) – the «slow» adaptive trend line is calculated using a digital low-pass filter LPF-2. LPF-2 serves to eliminate the noises and market cycles with longer fluctuation periods.
The Regression Channel is based on the Linear Regression Trend, which represents a usual trend line plotted between two points on a price chart using the method of least squares.
The Parabolic SAR was also developed by Welles Wilder for use in trending markets. The author of this indicator recommended to identify the trend first, and only after that to use the PSAR for trading with the trend.
Reference Slow Trend Line (RSTL) is a response of the SATL digital filter to the series of input prices with a delay equal to the Nyquist interval of 1/2F.
Reference Fast Trend Line (RFTL) is a response of the FATL digital filter to the series of input prices with a delay equal to the Nyquist interval of 1/2F.
Perfect Commodity Channel Index. It has a certain similarity in the calculation method with the Commodity Channel Index (CCI) by D. Lambert.