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Arnaud Legoux Hareketli Ortalaması (ALMA)

Arnaud Legoux Moving Average Cross (ALMA)This strategy uses two different Arnaud Legoux Moving Average Lengths, one fast and one slow, to determine crosses for entries. The Arnaud Legoux Moving Average is an improvement to traditional MA's because it reduces lag and smooths the signal line. I have added a volume filter to improve the accuracy of the signals. This script is optimized to be used with crypto, but could be adjusted to use on different instruments. Alert functionality is included. The backtesting results displayed use 10% of the initial account equity, adjust as necessary.
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Marianne9 tarafından
1
Arnaud Legoux Moving Average Set [DM]Greetings Colleagues As it could not be otherwise in the soul series could not miss its own moving average. Here you can enjoy 3 soul moving averages with color variables and alerts on all crosses of the three moving averages /// Quick Explained ALMA /// //Window size: The window size is the look-back period and it is a basic setting of ALMA. //Experienced traders can change this setting according to their preference. //But if you are using this indicator for the first time, it is recommended to go with the default setting. //Offset: The offset value is used to tweak the ALMA so that it will be more inclined //towards responsiveness or smoothness. You can set the offset in decimals between the 0 to1. //The value of 0.01 makes it smoother, while a setting of 0.99 makes the indicator more responsive. //Sigma: The sigma is used for the filter. Any value less than 6 makes the indicator //more focused, whereas the setting of 6 makes the filter large. According to Mr Arnaud, //a sigma value of 6 is offer good performance.
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dgmoon tarafından
2
Bollinger Bands Width + %B + Vol. + Intraday Idx Alma var [DM]Greetings Colleagues here I published another script of the series "Alma Variant" This script incorporates four different standard signals from Bollinger Band Book. Signals: Bollinger Band Width. Line blue Bollinger Band %B. Line gray Intraday intensity Index “normalized using log(volume)”. Oscillator line in the middle of the indicator with decision color green = buy, red=sell, purple=na Bollinger Band Volume “normalized, decreased to 20% and limited to 100” Alerts: Bollinger Band (%B) Alert Level with your switch Bollinger Band (Width) Alert Level with your switch BB (Volume) Alert with your switch Setting. Individual ma settings All alerts can be adjusted The color of the Intraday intensity index background and lines help you decide on your volatility breakout direction The background color has been conditioned to smoothed X periods for the accumulated volume above the alert level, Intraday Intensity Index direction and %B direction. I recommend for the use of this indicator to first read John Bollinger's book to understand the usefulness of each of the signals and their configuration to execute the orders.
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dgmoon tarafından
ALMA Function [FN] - Arnaud Legoux Moving AverageThis hasn't been done before. People know the ALMA moving average, TradingView, of course, has a built-in function for the ALMA = alma(). But, when you use built-in functions, you can't have a series as a length. Pinecoders put out a bunch of functions for various routines wherein the built-in doesn't allow for a series as a length. I got some help from @everget (awesome dude) to do the dev() function as well... can't find the ALMA anywhere. So, here it is. It seems to match the built-in indicator. To double-check me, just put the ALMA built-in over this and they should match. Let me know if you find an issue. That's it. ALMA is cool. I'm going to use it as the average for the CCI. Good day.
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kurtsmock tarafından
14
Low-High RSIIt is an RSI indicator with 3 lines (or 4 if you enable the original RSI in settings): The lime is calculated from high The fuchsia is calculated from low The orange one is calcuated form both high and low , by calculating RSI's up from high and down from low You can also select different moving averages for RSI calculation. (The default is the original RMA) This indicator is useful for e.g. to filter out original RSI's false signals by waiting both low and high lines to confirm. Or you can use it as an earlier exit indicator. Please write a comment if you find another usage of it.
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TheBacktestGuy tarafından
5
Baseline - evoPlots the high and low of your chosen moving average. Options are: SMA = Simple Moving Average EMA = Exponential Moving Average WMA = Weighted Moving Average HMA = Hull Moving Average VWMA = Volume Weighted Moving Average RMA = Exponetial Weighted Moving Average ALMA = Arnaud Legoux Moving Average Unbox "Use Current Timeframe" to use chosen timeframe below I mainly use this to get in and out of the market for futures trading, to reduce fake outs of having just one moving average line. Let me know if you like it.. Inspired from LazyBear's EMAenvelope :)
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EvoCrypto tarafından
5
Redwire's ALMA BandsThese ribbons are based on Arnaud Legoux's moving average and combined with Fibonacci levels to create near perfect points of interest. when price action enters one of these bands watch for it's reaction, if price gets rejected expect it to return to the previous band, like wise if the price breaks above one band you can expect it to continue to the next. simple yet elegant Suggested use of this script is to place take profit orders within the plotted bands or trade breakouts and rejections. Please do not base your trades entirely on this indicator it is meant as an addition tool to use along with other methods.
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MelioraS tarafından
2
ALMA Trend DirectionHere is a very simple tool that uses the Arnaud Legoux Moving Average(ALMA). The ALMA is based on a normal distribution and is a reliable moving average due to its ability to reduce lag while still keeping a high degree of smoothness. Input Options: -Offset : Value in range {0,1} that adjusts the curve of the Gaussian Distribution. A higher value will result in higher responsiveness but lower smoothness. A lower value will mean higher smoothness but less responsiveness. -Length : The lookback window for the ALMA calculation. -Sigma : Defines the sharpe of the curve coefficients. I find that this indicator is best used with a longer length and a 4 Hour timeframe. Overall, its purpose is to help identify the direction of a trend and determine whether a security is in an uptrend or a downtrend. For this purpose, it is best to use a lower offset value since we are looking to identify long-term, significant price movement rather than small fluctuations. The Chart: The ALMA is plotted as the aqua and pink alternating line. It is aqua when bullish and pink when bearish. The low price for each candle is then compared to the ALMA. If the low is greater than the ALMA, then there is a bullish trend and the area between the candles and ALMA is filled green. The area between the ALMA and candles is filled red when the low price is less than the ALMA. The difference between the slow ALMA and candles can reveal a lot about the current market state. If there is a significant green gap between the two, then we know that there is a significant uptrend taking place. On the other hand, a large red gap would indicate a significant downtrend. Similarly, if the gap between the two is narrowing and the ALMA line switches from aqua to pink, then we know that a reversal could be coming shortly. ~Happy Trading~
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ProfitProgrammers tarafından
3
Double ALMAIncludes fast and slow Arnaud Legoux Moving Averages (ALMA). ALMA is a moving average based on a Gaussian(normal) distribution that reduces lag while still retaining smoothness. Input Options: -Offset : Value in range {0,1} that adjusts the curve of the Gaussian Distribution. A higher value will result in higher responsiveness but lower smoothness. A lower value will mean higher smoothness but less responsiveness. -Lengths : The lookback for each ALMA calculation. -Sigma : Defines the sharpe of the curve coefficients. The slow ALMA is the thickest red and green alternating line that indicates bullish or bearish movement. When slow ALMA is bullish, the graph's background changes to green. When the slow ALMA is bearish, the background is red. The fast ALMA uses a smaller lookback and is more responsive than the slow ALMA as a result of the shorter length and higher default offset parameter. The two dotted lines represent (slowALMA +/- 1.25 * stdev(slowALMA, slowALMA period *2)). The indicator bases its buy and sell signals based on the trend identified by the slow ALMA and the fast ALMA's crossings of the standard deviation bands. Comes with pre-set buy and sell alerts.
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ProfitProgrammers tarafından
1