Indicators: Trend indicator based on singular spectrum analysis
this is a well thought indicator much better than the standard Moving averages
this is a well thought indicator much better than the standard Moving averages
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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.
Author: Roman Korotchenko