Adaptive SSA

Hello guys.

i'm presenting to you my latest indicator
i worked hard to make it, it was not easy (lots of maths)
but i got it working prefectly finally.

The SSA is adaptive in nature, but this version adds even more adaptiveness to the curve. You can see that the smoothing is at its maximum while retaining a responsive curve where it matters.

I'm selling in on MQL5, but i can sell one or two activations for a cheaper price (12 activations on MQL5)
There is also a non-adaptive version, but it's not as good ans the Adaptive one.

check it out


https://www.mql5.com/en/market/produ...12#description

you can trade Adaptive SSA in two ways :

1) trade the reversals : because of the nature of reversals, you need to wait the close of the last bar to know it has reversed. it's not possible to detect a reversal at its peak because the price can continue in the same direction and you will have a false positive.
So because there is 1 bar lag, you need to have the greatest smoothing possible between two reversals. This can be achieved in the Adaptive version by using a high "Window" size : In the screenshots, i used a max window size of 120. But you can try higher amounts, the sky is the limit (and you rprocessing power) : the higher the "window" size, the further apart will the reversals be.
So 1-bar-lag in a 40 bar reversals is less critical than 1-bar-lag in a 3 bar reversal... so that's the challenge : get a high smoothing amount, but without the lag usually found in classic Moving Averages.
i think the Adaptive SSA does the job pretty well.

2) trade the slope : this is used ot enter a trade when the price is moving fast in one direction. For this purpose, you need to use a smaller window with high smoothing, to get a very responsive curve (the curve "sticks" to the price). This is a trade-off between smoothness (to get rid of false-positives) and responsiveness (to not enter too late in the trade).. You can also try the non-adaptive version which is already adaptive in nature.

There is a minimum slope that you can define in the parameters. You can also display the current slope in the Logs to know which minimum slope you want.

The slope is non price-dependent, it will work the same across all pairs.

Jeff