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Todas las formas de suavizar el precio: SMA, EMA, HMA, medias adaptativas y cruces. 35 scripts escritos en Deepwick Script, un subconjunto de Pine Script.
35 scripts públicos
Multi-MA Composite — Wilder-smoothed MAs at 20 / 50 / 200 plotted together. A fan-pattern (faster MAs above slower) flags the trend and confirms breakouts; the 200-MA is the long-term regime line. - Buy when 20 50 200 and pullback to 20 holds. - Sell on 20 crossing below 50.
Ehlers Hilbert Trendline — a simple weighted moving sum that approximates the in-phase component of the Hilbert transform. Smoother than a 4-bar SMA, with no lag amplification. - Overlay the trigger (just the 2-bar projection of price) for entry signals. - Cheaper to compute than the full Hilbert engine.
Ehlers MESA Adaptive Moving Average (MAMA / FAMA) — the first derivative of the dominant cycle phase. MAMA tracks price, FAMA is the slower confirmation; MAMA FAMA = trend up. - alpha controls the maximum adaptation speed; smaller = more conservative. - Best on volatile instruments where standard MAs lag too much.
Ehlers Instantaneous Trendline (ITrend) — a low-lag trend line from a 3-pole IIR filter; smoother than an EMA at the same length but adapts to volatility through alpha. - Buy when price crosses above the trigger (the 2-bar-prior price projection). - The line flips direction faster than a 50-EMA.
Pivot Trend Filter layers a daily standard pivot over a mid-period trend MA and tints the background when price is above PP and the MA slopes up — i.e., trend and structure agree. - Removes chop signals that fight the trend. - Use the green tint as a long bias, red tint as a short bias, neutral as no-trade.
Gann HiLo Activator switches its value between yesterday's low (uptrend) and yesterday's high (downtrend) based on where the SMA of close sits. A clean trailing-stop line. - Long when the line is below price and the SMA is rising; short when above and falling. - Used by Gann followers as both entry trigger and trailing exit. - Pair with a longer-term trend filter for swing trades.
Linear Regression curve fits a straight line to the last N closes — the cleanest trend line you can draw programmatically. - Price above the line = bullish bias, below = bearish bias. - Touches of the line often act as dynamic support/resistance. - Combine two regressions of different windows for a ribbon.
Rainbow Oscillator compares the 2-EMA to the 10-EMA and expresses the difference as a percentage of the slow average. Acts as a fast trend ribbon gauge. - Crosses zero mark ribbon flips; positive = bullish stack, negative = bearish. - Useful as a regime filter for shorter-term entries.
PVI with Moving Average adds a smoothed baseline on top of the Positive Volume Index — the standard 'above MA = trend up' read for the volume axis. - PVI above its own MA = crowd participation supporting the move. - PVI below its own MA = crowd participation fading; treat rallies cautiously.
Rolling VWAP is a moving-window equivalent of the anchored VWAP — useful when the platform doesn't reset the session (crypto, FX). - Compare the rolling VWAP to the live VWAP for a clean 'is price trending relative to its recent volume-weighted path' read.
Double Smoothed EMA (DSEMA) is two EMAs back-to-back with a lag-cancelling combination. Tighter than a plain EMA at the same length, simpler than DEMA/TEMA. - Use as the fast leg in a crossover with a slower MA. - Raise N to slow the line, lower it for tighter turns. - Pairs well with an ADX 25 filter.
Adaptive Laguerre Filter is John Ehlers' Laguerre-inspired cascade — four cascading IIR filters with a gamma decay factor blend into a single smooth, low-lag line. The crossover with the trigger is a popular signal. - Default gamma = 0.8 is widely used; raise toward 1 for smoother output. - Crossover of price vs Laguerre is the canonical entry signal. - Excellent on noisy intraday data and crypto perpetual futures.
Modular Filter is the simplest single-pole low-pass smoother: each bar is the previous output plus half the change from price. Cute for showing how a moving-average kernel works — and surprisingly useful on highly smoothed inputs. - Cutoff is fixed; treat it as a learning toy or sanity baseline. - Great for visualizing the gap-filler problem an EMA solves. - Not recommended for production signals.
Fractal Adaptive Moving Average (FRAMA) estimates the local Hurst exponent via the ratio of half-window to full-window ranges and sets an EMA smoothing constant from it. Very smooth in trends, very flat in ranges. - Use a even Length (default 16) so half/quarter ranges are integers. - Best on noisy intraday charts and on assets with frequent regime shifts. - Excellent as a slow leg in a crossover system.
Variable Index Dynamic Average (VIDYA) adapts its smoothing constant to a CMO-style volatility index. Faster than an EMA in trends, calmer in chop — a popular alternative to KAMA. - Use as a single-line trend filter that auto-adjusts. - Raise N to slow its adaptation; lower it to react faster. - Pair with a band or ATR stop for adaptive trend entries.
End-Point Moving Average (EPMA) projects a least-squares regression line forward by N-1 bars to the current bar. The line is leading relative to price during trends, so it acts as a smooth future-line reference. - Use as a dynamic S/R level on the current bar. - Raise N for a more anchored projection; lower it for a closer fit. - Combine with a slower MA to trade EPMA re-runs.
Median Moving Average replaces the mean with the median of the last N bars. Robust to outlier prints — a wick or flash spike barely moves the line. - Cleaner than an SMA when markets whip around. - Excellent on crypto where wicks dominate candles. - Raise N for ultra-stable S/R; lower it for tight swing tracking.
Linear Regression Moving Average fits a least-squares line through the last N bars and plots its current value. Smoother than an EMA with comparable length and slightly leading in trends. - Less lag than SMAs/EMAs, ideal for trend-confirmation crossovers. - Raise N for smoother trend lines; lower it for faster turns. - Best on trending assets; produces odd signals in tight ranges.
Smoothed Moving Average (SMMA) is Wilder's smoothed average: each bar's value is the previous bar's value plus a fraction of the change. Seeded from an SMA, it converges faster than a triangular MA at very long lengths. - Very smooth line, great for the slow leg of long-term crossovers. - The kernel inside ATR and several other Wilder indicators. - Raise N for ultra-smooth swings; lower it for faster adaptation.
Triangular Moving Average (TRIMA) is an SMA of an SMA — the kernel is triangular (peaked in the middle of the window) so it removes more noise than a single SMA at the same length. - Smoother than a plain SMA but slower. - Excellent S/R line for swing trading on 4h/daily. - Raise N for very smooth swings, lower it for cleaner cycles.
Gaussian Filter is a single-pole Gaussian kernel applied recursively. Beautifully smooth, no overshoot, and the canonical noise-reduction stage that Ehlers builds most of his other filters on. - Raise width (the standard-deviation multiplier) for a thicker, smoother line. - Best on noisy assets (BTCUSD, ES) and as a pre-smoother for downstream indicators. - Combine with a faster line for non-trendline Gaussian crossover signals.
Zero-Lag EMA (ZLEMA) removes most of the EMA's inherent lag by adding the difference between price and its lag-emulated version before smoothing. Almost no lag, at the cost of slightly more overshoot. - Cuts the lag of a regular EMA roughly in half. - Lower N for very tight, almost tick-by-tick turns. - Combine with an ADX 25 filter to dodge chop whipsaws.
McGinley Dynamic is John Rung's attempt at a real-market-aware average that automatically speeds up in fast markets and slows in chop. Uses an adaptive denominator so the line never strays far from price for long. - More honest line than EMA/SMA on assets with rapid regime changes. - Raise N for steadier swings; the kernel already adapts internally. - Good single-line trend reference for indices and majors.
Kaufman Adaptive Moving Average (KAMA) adjusts its smoothing constant via Kaufman's Efficiency Ratio — fast in trends, very slow in chop. The line is the original adaptive MA that most modern adaptive tools descend from. - Wide stops-and-reverses in trend, almost flat in sideways ranges. - Raise N for steadier adaptive behaviour; lower it for snappier turns. - Use as a single-line trend filter rather than a crossover.