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Tag Archives for " John Ehlers "

The Laguerre RSI vs Classic RSI

John Ehlers is a name you’ll run across when you start your journey into testing various indicators and filters to be used in your trading models. I remember reading about the Laguerre Filter and Laguerre RSI many years ago when they first appeared on the scene. At the time I was not nearly into quantitative […]

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FRAMA – Is It Effective?

The Fractal Adaptive Moving Average aka FRAMA is a particularly clever indicator.  It uses the Fractal Dimension of stock prices to dynamically adjust its smoothing period.  In this post we will reveal how the FRAMA performs and if it is worthy of being included in your trading arsenal. To fully understand how the FRAMA works please read this […]

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