Recommendations for Mean Reverting Chart Indicators

Discussion in 'Trading Software' started by rolando87, Sep 15, 2021.

  1. A recursive median filter. It's an exponential moving average of price medians. Plotting the EMA of a trending median will denoise the data over samples -- i.e. it's resistant to temporary price spikes. This is a signal processing technique à la John Ehlers.

    I meant wilder's smoothed -- it's just a fast average, like an EMA.
     
    Last edited: Sep 17, 2021
    #11     Sep 17, 2021
    antares66 likes this.
  2. Ok. Thanks
     
    #12     Sep 17, 2021