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ATR

VWMA_withATRstops_strategyThis strategy follows the trend when price is above VWMA indicator. I have modified entry and exit rules to get most out of it. Instead of entering LONG when price crosses above VWMA, I have used RSI(14) of VWMA . that way it skips the false signals. (some extent) ENTRY ======== 1. VWMA setting is 33 2. When RSIofVwma is above 30 enter Long ( and also checks if price already broke the ATR Stop above line ) Stop Loss and Exits ================== 1. Exit is when price breaks the ATR stop loss 2. ATR setting is set as same VWMA Length and multiplier is 3.5 3. STOP Loss that I mentioned in the settings is being used to calculate the how many units can be purchased based on risk of capital value. Note: There is NO hard stop loss. having above ATR stop loss works as Trailing stop loss Warning ======= For the educational purposes only
Pine Script™ stratejisi
ediks123 tarafından
9
Daily GAP StatsI did not write the script from scratch but rather started editing code of an existing one. The original code came from a script called GAP DETECTOR by @Asch- First up: I am a trader, not a programmer and therefore my code most likely is inefficient. If someone with more expertise would like to help and optimize it - feel free to get in touch, I am always happy to learn some new tricks. :) This script does 2 things: - It shows daily gaps stats based on user inputs - It shows color coded labels on gap days with additional information in tooltips ( important: make sure to read 'known issues/limitations' at the end ) User Inputs ========== Although the input dialog is pretty straight forward, I do a quick rundown: - Length: max lookback time - Gap Direction: self explanatory - Show All Gaps | Cont Only | Reversal Only | Off: This refers to the way labels are displayed on gap days (again: make sure to read known issues/limitations!) - Show All Gaps: does what it says - Cont Only: only shows gaps where price continued in the gap direction. If you filter for gap ups and chose 'Cont only' you will only see labels on gap days where price closed above the open (and vice versa if you scan for gap downs). - Reversal Only: you will only see labels for closes below the open on gap up days (and the opposite on gap down days) - Off: self explanatory - Gap Measure in ATR/PCT: self explanatory, ATR is calculated over a 10d period - Gap Size (Abs Values): no negative values allowed here. If you filter for gap downs and enter 3 it means it will show gaps where the stock fell more than 3 ATR/PCT on the open. - RVOL Factor: along with significant gaps should come significant volume. RVOL = volume of the gap day / 20d average volume - Viewing Options: Placing the stats label in the window is a bit tricky (see knonw issues/limitations) and I was not sure which way I liked better. See for yourself what works best for you. Known Isusses/Limitations: ======================= - Positioning of the stats table: As to my knowledge, Tradingview only allows label positioning relative to price and not relative to the chart window. I tried to always display the gap stats table in the upper right corner, using 52wk high as y-coordinate. This works ok most of the time, but is not pretty. If anybody has some fancy way to tag the label in a fixed position, please get in touch. - Max number of labels per script: TradingView has a limitation that allows a maxium of ~50 labels per script. If there are more labels, TradingView will automatically cut the oldest ones, without any notification. I have found this behaviour to be rather inconsistent - sometimes it'll dump labels even if there are a lot fewer than 50. Hopefully TradingView will drop this limitation at one point in the future. Important: The inconsistent display of the gap day labels has NO INFLUENCE on the calculations in the gap stats table - the count and the calculations are complete and correct!
Pine Script™ indikatörü
dax50 tarafından
15
Chandelier Exit | SAR/Long Only (4CUP)As introduced by StockCharts.com, Chandelier Exit was developed by Charles Le Beau and featured in Alexander Elder's books, this sets a trailing stop-loss based on the Average True Range (ATR). Chandelier Exit can be formulated as a stop-and-reverse (SAR) or as a traditional trailing stop-loss version shown by Stockcharts.com. The main difference is that, in SAR version, the indicator is usually formulated in a higher of previous or spot indicator (HPS) for long and lower of previous and spot indicator (LPS) for short position. This indicator is coded to show both the SAR version and the traditional one shown by Stockcharts.com (for long position) by simply clicking a tick in the Version box. The ATR multiplier is relaxed to allow non-integer input, like 3.5, 4.25, ... for a greater flexibility to tailor your best-fit exit strategy. If you find this indicator is useful to you, Star it, Follow, Donate, Like and Share. Your support is a highly motivation for me.
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earnSmartAlgorithm tarafından
Minimum Average True RangeI use ATR a lot when designing trading strategies, this way the strategy adjusts to the instrument in most cases instead of me plugging in special numbers. However, ATR itself could get spiked by some violent moves. For this I have created MinATR which I am publishing here. It is effectively ATR + minimum ATR over the last "Min Length" bars. (this is a parameter which I have defaulted to 50). So use this the same way you use ATR, but it will also show the min ATR over the last "Min Length" periods.
Pine Script™ indikatörü
asenski tarafından
9
ATR SL Buy/Sell w/ SMAsFirstly I'd like to state that this script's ATR buy/sell source is from the public script library here: Additionally with the buy/sell signals from the original script, two more buy/sell conditions were added to give more entries/scaling in or out options. On top of that, two SMA lines were added, a 1 day moving average and a 5 day moving average. This script is more so designed for scalping/scaling in and out of positions already made. The SMAs add a level of confidence to the entry order, buy/sell triggers are not based on these SMAs. For the confirmation on the entry, ideally you want a bullish cross on the SMAs, as well as the color of the SMA to correlate to the buy/sell color.
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UnknownUnicorn1946597 tarafından
1
Wilder's Volatility Trailing Stop Strategy with various MA'sFor Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This strategy is based on Wilder's Volatility System. It is an ATR trailing stop that is used for long term trends. This strategy focuses on the trailing stop alone and goes long and short only when it goes above or below the trailing line. It is similar to Donchian channels except it does not include the certain period channel breakout, only the trailing signal. This is only the trailing stop and an attempt to show how well it works standalone as Wilder described. In his book, Wilder recommends a multiplier of 2.8-3.1 and an ATR lookback of 7 periods along with a running moving average or otherwise known as Wilder's moving average. The calculation and programming part for the trailing stop varies everywhere. I opted to keep it as simple and accurate as I could think of and interpret from the book. The variations to these types of indicators are numerous unfortunately, but Wilder seems to be the original author of ATR and this ATR-based trailing stop. In his book he says to use the significant closing price or highest/lowest closing price for the calculation part but I also included the option of choosing the highest high and lowest low, and the option to choose various moving averages in case anyone wants to experiment. Comparing this and Donchian channels, it seems that a 2.5 multiplier is somewhat similar to the middle band of DCs and a 3.0 multiplier is somewhat similar to a double length middle band of DCs. It's hard to say which is the better trailing stop for a long term strategy. It's hard to beat the simplicity of DCs but maybe some might find a need for more inputs in a trailing stop or maybe an ATR based one like Wilder's can work better depending on what setting or strategy it's used in.
Pine Script™ stratejisi
SparkyFlary tarafından
Renko MTF - Traditional and ATRSomehow there aren't too many renko bars that have the traditional setting built-in so I put one up. This one has the option to choose between Traditional and ATR, the size number corresponds to the option that was chosen. And just in case if anyone wanted, I put up a multi-time frame option to choose the time frame the bars take place. D is for day, W is for week, flat numbers are in minutes, and leaving it blank looks at the current time frame the chart is in. The calculation comes from how Tradingview handles renko bars. Renko bars don't paint a color unless the market moves a certain amount based on its settings. When the market moves up it turns green, if it moves down it turns red, simple color changes alone can say a lot. They're a good way to try to find trends somewhat objectively and seem to be a good way to eliminate time and can replace other time-based indicators that can whipsaw or lag. The bars have a tendency to repeat themselves so it's a good way to find trends. There aren't too many settings for the box size, most people either just choose 5, 10, 14, etc where as other indicators have many options that differ on different markets. The numbers can be chosen easily enough to pick a sweet spot with just a single input where other indicators such as MACD have multiple inputs to pick the right number that can make it difficult to choose from(although it won't be as precise as a MACD would sometimes but can be worth the objectiveness and consistency and same setting repeatability in different markets in my opinion). Some example strategies could be to use them as an alternative trailing stop, finding trends, a simple color change for entry and exit on top of other strategies, etc. It can do the job of many in an all in one price action type indicator(although not better all the time, it can come close enough). Despite all this, it does seem to depend on which time-frame it's being looked at, how TV does the calculation for it, and how one can use this with the lack of practical information on it out there.
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SparkyFlary tarafından
17
Volatility Support & Resistance [LM]Hello guys, I would like to introduce you volatility support and resistance horizontals. It draws line horizontal on high and low vhighly volatile candles. You can select lines on this timeframe and/or another one. It's done in the same spirit like my other indicators for horizontals The colors are dynamic depending whether price is below or above the line: for the current timeframe green is used for support and blue for resistance for the other timeframe by default 4h orange is used for support and violet for resistance There are various sections in setting: general settings - here you can select ATR length, multiplier and show labels show and hide section of the current timeframe other timeframe show and hide other timeframe horizontals Any suggestions are welcome
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lmatl tarafından
1
ATR TRex [ipooya]To appreciate dear Mr.Khakestar efforts I have converted his mt4 ATR formula to pine script. All credits go to him. you can view the ATR result of each candle in the past: The first black number is the ATR of the M1 chart. The second black number is the ATR of the M5chart. The third black number is the ATR of the M15 chart. The fourth black number is the ATR of the H1 chart. The fifth black number is the ATR of the H4 chart. The sixth black number is the ATR of the Daily chart. The seventh black number is the ATR of the Weekly chart. **and the second number of every line is live ATR ( current ATR candle) What makes this ATR formula so different? This formula invented by Mr.Khakestar and it shows the power of the price to move in each cycle of the chart. We can use it in RTM strategy and Price Action trading. To learn how to use it you need to learn TRex strategy (Presented by Mr.Khakestart for free in Persian).
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ipooya tarafından
10
quantized pin bar indicator with ATRAbstract This script computes the strength of pin bars. This script uses the corrent and the previous two bars to compute the strength of pin bars. The strength of pin bars can be also comared with average true range, so we can evaluate those pin bars are strong or weak. Introduction Pin bar is a popular price action trading strategy. It is based on quick price rejection. Most of existing pin bar scripts only determine if a bar is a pin bar or not. However, evaluating the strength of pin bars is important. If price rejection is too weak, it is difficult to trigger trend reversal. If a pin bar is too strong, we may enter the trade too late and cannot have good profit. In this script, it provides a method to compute to strength of pin bars. After the strength of pin bars are quantized, they can compare with average true range, price range and trend strength, which can help us to determine where are worthy for us to open trades. Computation Bullish hammer : current low is lower than ( previous high or current open ) and current close. Bearish gravestone : current high is higher than ( previous low or current open ) and current close. Bullish engulfing and harami : ( current low or previous low ) is lower than ( previous 2nd high or previous open ) and current close. Bearish engulfing and harami : ( current high or previous high ) is higher than ( previous 2nd low or previous open ) and current close. Parameters Smoothing : the type of computing average. Length of ATR : determines the number of true ranges for computing average true range. ATR multiplier line : the threshould that a pin bar is strong enough. For example, if this value is 0.5, it means a pin bar with 0.5*atr or more is considered a strong pin bar. one direction pinbar : set to 1 if you want the strength of bullish pin bars and bearish pin bars are cancelled. Set to 0 if you want to keep both strength of bullish pin bars and bearish pin bars; in this case, you may need to change the plot style to make both strength visible. Trading Suggestions Evaluate the strength of trend against pin bars. After all, a single reverse pin bar may be too weak to reverse the trend. Timeframe : if atr is higher than 4*spread, the timeframe is high enough. However, if strong pin bars appear too frequent or price range is too small, going to higher fimeframe may be more safe. Entry and exit : according to personal flavors. Conclusion The strength of pin bars can be quantized. With this indicator, we can find more potential pin bars which human eyes and binary pattern detectors were leaked. In my opinion, 0.5*atr is the most suitable streng of a pin bar for my trade entry but I still need to consider the direction of the trend. You are welcome to share your settings and related trading strategy. References Most of related knowledge can be searched from the internet. I cannot say the exact references because they may violate the rules of Tradingview.
Pine Script™ indikatörü
clocks156t174 tarafından
2
Profit Maximizer PMax Strategy - Long-ShortI developed a different strategy perspective for the Profit Maximizer PMax indicator prepared by Kıvanç Özbilgiç. When you come to the settings section; - You will see 2 options as Straregy Type. You can test the price and pmax intersections as different strategies. - I added the Long-Short option for spot traders to calculate the profitability rate correctly. Spot traders should not choose this option. Here you can set alarms on the original indicator with the parameters you find successful. Türkçe: Kıvanç Özbilgiç tarafından hazırlanan Profit Maximizer PMax indikatör için farklı bir strateji bakış açısı geliştirdim. Ayarlar bölümüne geldiğinizde; - Straregy Type olarak 2 seçenek göreceksiniz. Fiyat kesişimi ve pmax kesişimlerini, farklı stratejiler olarak test edebilirsiniz. - Spot işlem yapanlar için karlılık oranını doğru hesaplayabilmeleri için Long-Short seçeneği ekledim. Spot işlem yapanların bu seçeneği seçmemeleri gerekmektedir. Burada başarılı bulduğunuz parametreler ile orijinal indikatör üzerinde alarmlar kurabilirsiniz.
Pine Script™ stratejisi
melihtuna tarafından
14
2 Candles Inside ATR2 agitated candles falling inside ATR range, awaiting possibly a big move. Buy / Sell signals at combined high / low can be used as order with other as stop loss. Counter trade, when this minimal stop loss is hit, is also as useful. However, wait till the SL candle closes, before opening position on the other side. Works quite well on 15 mins chart, with settings of ATR duration 25 and multiplier 0.6. These settings are configurable, so feel free.
Pine Script™ stratejisi
SushilKothawade tarafından
4
ATR color zones with volume radar [LM]Hello Guys, I would like to introduce you the ATR color zones with volume radar indicator. It's a fork of @GlobalMarketSignals "GMS: Mr. Yen's Color Zone" shout-out to him. I have enriched it -> that zones are calculated based on the ATR and percentages as described below and volume radar on candle bars. You can select from which timeframe color zones are calculated. Zones: white line is the previous period close red zone = +/- 20% ATR of previous period yellow zone = +/- 40% ATR of previous period green zone = +/- 60% ATR of previous period blue zone = +/- 100% ATR of previous period Volume radar: lime = above volume MA average multiplied by multiplier up bar maroon = above volume MA average multiplied by multiplier down bar black = volume is decreasing but is not below half of volume MA navy = volume is decreasing and is below half of volume MA markers are shown when volume is increasing two consecutive candle in row in direction of the candle Any suggestions are welcomed
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lmatl tarafından
1
ATR Trailing Stop Strategy by ceyhunSame coding only coloring and strategy version added //Barcolor Green = Trail1 > Trail2 and close > Trail2 and low > Trail2 Blue = Trail1 > Trail2 and close > Trail2 and low < Trail2 Red = Trail2 > Trail1 and close < Trail2 and high < Trail2 Yellow = Trail2 > Trail1 and close < Trail2 and high > Trail2 //It gives White color where there is deterioration. Let's not use InfoPanel in strategy, it would be wrong as it signals the next day.
Pine Script™ stratejisi
ceyhun tarafından
23
Supertrend Screener LABELThis screens for Supertrend reversal's in 10 different securities. The main logic for the screener is taken from "Simple Custom Screener in Pinescript" by QuantNomad with his permission. If the label color is not visible due to the text in it being white colored, then choose a different color from settings. Also added a simple supertrend to it. Terminology explanation: Confirmed Reversal: Supertrend reversal that happened in the last bar and cannot be repainted. Potential Reversal: Supertrend reversal that might happen in the current bar but can also not happen depending upon the timeframe closing price. Uptrend/Downtrend : Shows all the tickers that are either currently in uptrend or downtrend.
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zzzcrypto123 tarafından
24
Dual Volatility StopThis merges Volatility Stop & its MTF version both published by u/TradingView . Background is colored green or red when both the current timeframe Vstop and higher timeframe Vstop point in same direction. Aim is to take the standard Vstop script which differentiates market from only uptrend/downtrend to uptrend/downtrend/sideways. There is a tradeoff with this, that there is no need for the Vstop to be always in a position which reduces trade time & frees up capital. However this leads to situations where it takes slightly more time to catch on to a trend after a reversal. Green Background = Buy Red Background = Sell No Background = Flat
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zzzcrypto123 tarafından
12