capissimo

HMA-Kahlman Trend, Clipping & Trendlines

This script utilizes three modules:
- Trendlines module (by Joris Duyck),
- Winsorizing submodule and
- HMA-Kahlman Trend module.
The Trendlines module produces crossovers predictive of the next local trend. The Winsorizing (clipping) submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. The last feature obviously does not work with the assets not supporing Volume , so set the Winsorizing submodule to false. The Winsorizing and Trendlines modules can be turned off.

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Notas de Lançamento: Added alerting
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nice work! i
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Any chance to script alerts in to it... :-)
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@Kirk65, alerting is standard. Just add these 2 lines at the end:
alertcondition(crossup, title='Buy', message='go long') // long
alertcondition(crossdn, title='Sell', message='go short') // short
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Kirk65 capissimo
@capissimo, Thanks, already did :-) I am getting better scripting but takes time to learn :-)
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@Kirk65, )) check this script
It works well in conjunction.
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Hi. whent through the Study. Its a lot better with the clipping function. However i stil think if a average volume script would be worthy. With the clipping its almost impossible to adjust bad trades away. :-)
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@Kirk65, thx for the feedback. Need time to bake it into smth useful.
+1 Resposta
Kirk65 capissimo
@capissimo, :-)
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Hi. Thanks for quick coding. Will have a look on it during evening Danish time. Looks promising :-)
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