Trend following using Kernel functions – AI

Today we are going to work on two separated short exercises

1. building a SuperTrend that uses Rational Quadratic / Gaussian Kernels to forecast trend and build a script to compare it against the standard SuperTrend implementation
2. We will work on a version of RSI that uses Inverse Fisher Transform to produce smoother values. We will add as well some Kernel functions to produce an interesting trend following oscillator.

Kernel Supertrend code and chart

Kernel IFTRSI code and chart