different methods to change the look-back window of indicators to adapt to the cycle in the market in real time

[MisterH]

FX is not stationary, it is non-periodic. So it does not make sense to use a constant look-back window on any indicator: they all need to be adaptive to the market. I would suggest to make an overview of all possible ways that the length of the window can be adapted to the cycle length. I will start a list, please feel free to add suggestions: I have the code and would be willing to exchange indicators: just send a pm.

- Composite Fractal Breakout (CFB) by Mark Jurik

- John Ehlers' (digital filters): corona cycle, homodyne discriminator (very large lag)

- Hilbert Transform dominant cycle

- PolyCycle by Paul A. Griffin using polynomial approximation & Lagrange multipliers

- ...

[Ubzen]

Zig-Zag Perhaps?

[MisterH]

ubzen:
Zig-Zag Perhaps?

good one, but zig-zag is not causal... it repaints, and the NRP version is late.