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Every way to smooth price: SMA, EMA, HMA, adaptive averages and crossovers. 39 scripts written in Deepwick Script, a subset of Pine Script.
39 public scripts
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.
Arnaud Legoux Moving Average (ALMA) is a Gaussian-weighted moving average with a tunable offset and sigma. With the default 0.85 offset the kernel weights the recent half of the window, giving low lag and very little noise. - Move Offset (0.85) closer to 0 for symmetric smoothing, toward 1 for peakier recent weights. - Lower Sigma for a tighter kernel, raise it for broader smoothing. - Excellent swing line on equities and large-cap crypto.
Tillson T3 is a six-stage EMA cascade blended with Tim Tillson's coefficients. Smoother than DEMA/TEMA and almost free of overshoot — the go-to low-lag, low-noise composite MA. - The a volume factor (default 0.7) trades off smoothness vs response. - Great as a dynamic S/R line on 1h and 4h charts. - Lower a for snappier output, raise a toward 1 for a near-EMA.
Triple EMA (TEMA) applies three EMAs and combines them so the lag of the first two is removed from the third. Even tighter turns than DEMA at the same length — a staple of low-lag trading systems. - Faster than DEMA, much faster than a plain EMA. - Lower N for very tight turn detection; raise N to keep the noise under wraps.
Double EMA (DEMA) subtracts a double-smoothed EMA from a doubled single EMA to cancel out the inherent EMA lag. Faster turns than a comparable EMA with the same smoothing length. - Use DEMA where lag is hurting a fast EMA crossover. - Raise N for steadier lines; lower it for snappy turn detection. - Adds noise in chop — pair with an ADX filter.
Wilder's Smoothed Moving Average (RMA) uses the smoothing constant 1/N instead of the EMA's 2/(N+1). The result moves slower than an EMA at the same length and is the exact kernel inside RSI and ATR. - The reference smoothing for momentum and volatility indicators. - Raise N for very smooth, slow-moving trend lines. - Pair with an EMA crossover to compare both kernels.
Volume-Weighted Smoothed Moving Average stacks Wilder's RMA on top of a VWMA. The VWMA captures where volume traded, the RMA smooths it with the same weighting RSI and ATR use, so the line is both flow-aware and steady. - Slower than VWMA — use it as the slow leg in a crossover pair. - Cut through the daily noise on majors and large caps. - Raise N for a more anchored volume profile.
Volume-Weighted Moving Average weighs each bar's price by its volume over the lookback. Bars with heavier flow pull the line harder, so the VWMA reflects where real money traded — not just where price ticked. - Most useful on markets with meaningful volume variation (equities, futures, large-cap crypto). - Pair with a price MA to see when price and flow diverge. - Raise N to anchor it to longer-term participation.
Hull Moving Average combines two WMAs of half and full length, then smooths the difference through a third WMA of sqrt(N). The result is very smooth with dramatically lower lag than an SMA at the same length. - Excellent swing-line on crypto and indices where lag kills the entry. - Default 20 looks like an SMA 14 but turns ~3 bars sooner. - Pair with a slower MA for a non-trendline HMA crossover.
Weighted Moving Average applies a linear weighting to the lookback window so the most recent bar has the heaviest weight and the oldest the lightest. - More responsive than an SMA at the same length, less than an EMA. - Useful when you want the line to react to the latest print faster than an SMA but stay less jittery than an EMA. - Raise N for smoother swings; lower it for tighter tracking.
Exponential Moving Average weights recent bars more heavily than older ones. Reacts to turns faster than an SMA at the same length and stays smooth through chop. - The classic 9/21 EMA crossover is a battle-hardened short-term trend signal. - Raise N for a steadier line, lower it for tighter, noisier response. - Use on any timeframe; close + 21 is the textbook default.
Simple Moving Average is the equal-weight baseline. Smooths price by averaging the last N bars of the chosen source — the reference line every other MA is compared against. - Raise N for a smoother, laggier line; lower it for faster response. - Pair with a faster MA (e.g. EMA 9) to catch crossovers as trend signals. - Works on any market; defaults to close and length 20.