Jurik Adaptive Envelope Bands

Category: trend, volatility

An advanced adaptive channel based on Jurik Moving Average logic, using a dual-window volatility distribution to dynamically adjust band width and smoothing lag.

Formula

\text{JMA Base: } C_0 = (1-\alpha) \cdot x + \alpha \cdot C_{0(-1)} \\ \text{Adaptivity: } \alpha = (\frac{\text{len\_adj}}{\text{len\_adj}+2})^d \\ \text{Volatility Filter: } d = (\frac{|x - \text{envelope}|}{\text{TrimmedMean}(\sigma_{128})})^{P\_EXP} \\ \text{Env Update: } E_{new} = x - (x - E_{old}) \cdot \text{SQRT\_DIV}^{\sqrt{d}}

Inputs

• i_period (default: 10)
• i_phase (default: 0)
• i_source (default: close)

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