Smoothed Adaptive Momentum

Category: momentum, cycle

An adaptive oscillator that calculates price momentum using a lookback period dynamically tuned to the market's dominant cycle via a Homodyne Discriminator, then filtered by a Super Smoother.

Formula

\text{SAM} = \text{SuperSmoother}(\text{Price} - \text{Price}[DC\_Period], \text{cutoff}) \\ \text{where } DC\_Period = \text{Ehlers Homodyne Discriminator}(Price)

Inputs

• alpha (default: 0.07)
• cutoff (default: 8)

See signal primitives and every published strategy that uses Smoothed Adaptive Momentum on WOBR StrategyVerse.