OPEN-SOURCE SCRIPT
Updated

Signal/Noise Adaptive Moving Average [Jwammo12]

8 932
This is an adaptive moving average based on a signal noise ratio. It's inspiration is frm Eugene Durenard's book Professional Automated Trading Theory and Practice. Shout out to CryptoStatistical for his implemenation of Durenard's concepts that became the basis for this script.

Check out my breakout strategy based on this concept here.
Release Notes
bug fixes

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