Volatility-Adaptive Corrected Double-Smoothed Wilder EMA

Summary

This indicator description presents an adaptation of a double-smoothed Wilder exponential moving average. It adds a volatility-ratio mode to adjust the average and a correction method attributed in the source to Alexander Uhl. The suggested use is similar to other moving averages: traders may interpret changes in the indicator’s color as signals. The text points to an earlier version of the double-smoothed Wilder average as its foundation.

The available description is brief and does not define the volatility ratio, explain the correction calculation, specify parameters, or show examples or performance results. It also does not state how color changes map to precise entry or exit rules. Accordingly, the page conveys the indicator’s intended design and general usage, but not enough detail to assess its behavior or establish an advantage. Any trading application would require the full indicator specification and independent testing across relevant instruments and market conditions.

Key ideas

• The indicator extends a double-smoothed Wilder exponential moving average.
• Its adaptive mode uses a volatility ratio.
• A correction method is also incorporated, attributed by the source to Alexander Uhl.
• The suggested signal is a change in the indicator’s color, but exact rules and evidence are not provided.

Tags

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