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Indicators: Trend indicator based on singular spectrum analysis

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Automated-Trading
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Automated-Trading 2016.10.10 14:26 

Trend indicator based on singular spectrum analysis:

Extracting trend and filtering noises using the method of singular spectrum analysis. Adjusting the indicator parameters allows to control the smoothness of the extracted trend and noise filtering threshold.

Period of 5 minutes. Two trends SSA(120,50,4), SSA(50,20,7) and moving average MA(14)

Author: Roman Korotchenko

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