Smoothing Methods and Shifts for an Average True Range Indicator

Summary

This document describes an ATR-based technical indicator that allows users to choose among multiple smoothing algorithms and shift the plotted values horizontally. In addition to common moving-average methods—simple, exponential, smoothed, and linearly weighted—it lists adaptive and other specialized methods, including JMA, T3, VIDYA, and AMA. Inputs control the smoothing method, lookback depth, method-specific phase or smoothing parameter, and bar shift.

The text explains that the phase parameter has different meanings depending on the selected algorithm; for example, it controls JMA phase, T3 smoothing, or periods used by VIDYA and AMA. It does not provide formulas, signal rules, charts, or a trading test, so it explains indicator configuration rather than a complete strategy. The indicator depends on a separate smoothing library, and the described options alone do not establish that any method improves trading outcomes.

Key ideas

• The indicator applies selectable smoothing methods to an ATR-based series.
• Options include standard moving averages and adaptive or specialized algorithms.
• The phase input has method-specific meanings and does not affect every algorithm.
• A horizontal shift changes where indicator values appear across bars.
• The description covers configuration but provides no trading rules or performance evidence.

Tags

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