Adapting an EMA with a Dual Differentiator

Summary

The document describes an exponential moving average whose adaptation is driven by a dual differentiator. It presents the result as usable like a conventional EMA, with the differentiator adjusting its behavior. The described differentiator is tied to particular periods, so changing the filter reportedly has limited effect on its value. The post says a minimal-change setting for the adjustment produced the better mode in its comparison, while encouraging experimentation with the setting.

The source provides only a brief conceptual description and refers to a comparison image that is not present in the supplied text. It gives no parameter values, equations, market or timeframe, test design, or performance statistics. As a result, readers learn the indicator's broad construction and a tuning suggestion, but cannot assess its robustness or reproduce the stated comparison from this text alone. It is best treated as an indicator idea requiring independent implementation and testing.

Key ideas

• The indicator modifies an exponential moving average using a dual differentiator.
• The differentiator uses fixed period choices, making its value relatively insensitive to filter changes.
• The post identifies a minimal-change adjustment mode as preferable in its comparison.
• The supplied text omits the comparison itself and provides no equations, test details, or performance evidence.
• The author recommends experimenting with the adjustment setting.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.