Double-Smoothed Momentum MAD Trend
Double-Smoothed Momentum MAD Trend is a momentum-based trend indicator that combines double-smoothed price momentum with adaptive Mean Absolute Deviation (MAD) thresholds.
The indicator first measures price momentum over a configurable lookback period. Momentum and absolute momentum are then smoothed twice using exponential moving averages to create a normalized momentum oscillator.
Instead of using fixed oscillator levels, the indicator calculates Mean Absolute Deviation from the oscillator and uses it to create dynamic, zero-centered thresholds. These thresholds adapt to changes in the oscillator's recent variability.
Bullish Regime:
• Double-smoothed momentum moves above the upper MAD threshold
• The bullish state remains active until the lower MAD threshold is broken
Bearish Regime:
• Double-smoothed momentum moves below the lower MAD threshold
• The bearish state remains active until the upper MAD threshold is broken
The indicator first measures price momentum over a configurable lookback period. Momentum and absolute momentum are then smoothed twice using exponential moving averages to create a normalized momentum oscillator.
Instead of using fixed oscillator levels, the indicator calculates Mean Absolute Deviation from the oscillator and uses it to create dynamic, zero-centered thresholds. These thresholds adapt to changes in the oscillator's recent variability.
Bullish Regime:
• Double-smoothed momentum moves above the upper MAD threshold
• The bullish state remains active until the lower MAD threshold is broken
Bearish Regime:
• Double-smoothed momentum moves below the lower MAD threshold
• The bearish state remains active until the upper MAD threshold is broken
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🟣 Profitable Crypto Strategies | Free Trial — schizoquant.com
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。