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Ortalama Gerçek Aralık (ATR)

EMA ATR Engulfing CandlesThis is good old EMA (Exponential Moving Average) with a twist. The EMA line is surrounded by ATR on either side giving you visibility on how market breadth is working out. The icing on this cake is in the form of engulfing candle indications. Whenever the engulfing candle happens to be inside the size (that's upper and low ATR area limits around EMA) and the engulfing candle has closed in the appropriate direction, the signal triangle comes up. To understand this... The signal appears only if one of OHLC price point of engulfed and/or engulfing candles are within upper and lower ATR areas around EMA When there is a bullish engulfing candle, and the close of the candle is above EMA, a green triangle comes up below the candle When there is a bearish engulfing candle and the close of the candle is below EMA, a red triangle comes up above the candle The settings enable you to set the following Length of EMA (default is 200) Length of ATR (default is 12) Resolution of EMA independent of the chart timeframe (default is Daily) Price type (default is hlc3) Trade zone width in number of ATRs on either side of EMA (default is 1) Other settings to adjust display I have been using this in different timeframes to generate signals and found that it generates pretty good alpha. Feel free to write to me if you have any ideas that can improve this further or if you wish to discuss how to properly use this.
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TradingIndian tarafından
2
ProjectionGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called Projection. Projection is based off the same Principle as some of my other scripts, such as Trade Manager() and Price Predictor(). I use a simple concept using line.new() to define some potential Price Projections. From the Settings of the Indicator, you can access a couple different Pre-Set options. Wide Parabola: Skinny Parabola: Straight Triangle: ZigZag1: ZigZag2: I wanted to give a Special Thanks to @Pinecoders for the custom RoundToTick Function from Backtesting/Trading Engine --> () If you like Projection, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
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DrCatherineHalsey tarafından
17
User-Inputed Time Range & FibsGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called User-Inputed Time Range & Fibs. The idea behind this script is to record the Range Highs and Lows of a User Defined Period, and plot potential Targets based on either Fibonacci Extensions or a Multiple of the Range Size. I created this originally for use with the US Session Initial Balance(From 9:30-10:30AM EST), however it can be set to any time period. What is Initial Balance? In simple words, Initial Balance (IB) is the price data, which are formed during the first hour of a trading session. Activity of traders forms the so-called Initial Balance at this time. This concept was introduced for the first time by Peter Steidlmayer when he presented the market profile to traders(atas.net). The IB is monitored as a break-out area for Range Extension traders. The IB High is also seen as an area of resistance and the IB Low as an area of support until it is broken(www.mypivots.com). As a note, depending on the Time Zone you are in, you may need to manually add or subtract from the Timed Range to match the desired Time. For example in NY Eastern Time, I have to use 8:30-9:30AM to Capture the 9:30-10-30AM IB for ES and NQ. Similarly, I must use 14:30-15:30PM to Capture the 9:30-10-30AM IB for BTC. You will need to make adjustments based on the Time Zone you are located in. I wanted to give a Special Thanks to @PineCoders for the Custom Rounding Function from Backtesting/Trading Engine--> (), Pinecoders.com for help with Tracking the Highs/Lows--> (www.pinecoders.com), and @TradeChartist for allowing me to use some of the code for the Fibonacci Extensions from his script here--> (). If you like User-Inputed Time Range & Fibs, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
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DrCatherineHalsey tarafından
13
Price PredictorGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called Price Predictor. How To Use Price Predictor Price Predictor acquires potential targets by measuring the Average Change of Price from a user-defined resolution, from Open to Open. By default, the Resolution is set to 1 Day, however you can play around with Weekly, Monthly, etc. When a new resolution period begins, Price Predictor will automatically adjust based on the new Average Change of Price. Due to the avoidance of Security() in this script, you may have to play around with the Timeframe that you use it in to ensure that you have enough bars on your chart to process the User-Defined Resolution. The first Target Zone represents Target 5 of my other script, Trade Manager()(Given that you set the Target Multiple and Default Threshold Inputs as the same in each script), and is the most likely to be hit before the end of the resolution period. In addition to a User-Defined Resolution, you also have the option of using a Custom Price to define Target Zones, however I'd recommend using my other script, Trade Manager(), if the volatility of the Instrument isn't too high. I wanted to give a Special Thanks to @Pinecoders for the Custom RoundToTick Function from The Backtesting/Trading Engine --> ( If you like Price Predictor, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
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DrCatherineHalsey tarafından
12
Trade ManagerGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called Trade Manager. How To Use Trade Manager Trade Manager acquires potential targets by measuring the Average Change of Price from a user-defined resolution, from Open to Open. By default, the Resolution is set to 1 Day, however you can play around with Weekly, Monthly, etc. When a new resolution period begins, Trade Manager will automatically adjust its Targets based on the new Average Change of Price. Due to the avoidance of Security() in this script, you may have to play around with the Timeframe that you use it in to ensure that you have enough bars on your chart to process the User-Defined Resolution. The idea behind Trade Manager is quite simple yet can be quite powerful at the same time. Consider a Daily Candle for example. You can clearly see how a vast amount of price movement can be encapsulated within it, sometimes in both directions. By measuring the Average Change of Price per day(From Open to Open), we can use this Average to build targets off of. Defining a small Threshold above and below the Open Price of the Daily Candle allows you to set Limit Orders at these levels with predefined Targets. Then, the use of the custom Trailing Stop and Break Even helps to secure profits without giving too much back to the market, all while managing your risk. Within the Settings of Trade Manager, you have the option to alter the logic of whether Break-Even is set after the first Target or second Target is hit. In addition to using a User-Defined Resolution Period, you can also input a Custom Price into the settings of Trade Manager and allow the Targets, Trailing Stop, and Break Even to be calculated from the Custom Price. I wanted to give a Special Thanks to @PineCoders for the Custom RoundToTick Function from The Backtesting/Trading Engine --> () As a note, there are times where price will break out very strongly from the Limit Price, sometimes crossing the Stop and Limit Price on the same bar. When this happens, it is difficult for Pine to determine which occurred first intra-bar, and as a result, it does not record a new position. In these instances, I'd recommend adjusting the Default Stop Multiple so it is below the bar. If you like Trade Manager, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
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DrCatherineHalsey tarafından
13
ATR BandsIt has happened to everybody. You enter the market, the position gets a stop loss, then later the market goes in the direction you originally planned. Worse yet - you enter a position, the market goes in your favor, gets near the target, and then it reverses and you get stopped. We brazilians call this a "violinado", or getting violinated. It happens either because: 1. You put the stop loss too close, or the target too far 2. You entered in the right direction, but at a wrong time While the second point cannot be programmly adressed, the first can. One popular way of setting a stop loss is by using the average of the true range, it even has a built-in indicator in TV. The problem with it is that you can still get violinated, since as the trend develops, the stop loss only goes up, never down. So if you enter at the wrong time, one slip can still take you out of the market. Since I got sick of losing money using a conventional stop loss, I made these ATR bands. When you add this indicator to your graph, 6 lines are going to show up, 3 above the price, 3 below it. These lines are calculated from the ATR of the last 20 periods (can be configurated). The upper lines are the high of the last candle + the ATR * the multiplicator factor, the lower lines are the low - ATR * multiplicator factor. There are three multiplicator factors: 1.0, 1.618 and 2.0, and you change them to be whatever you want. The logic behind it is that theses bands represents the region in which the market is more likely to stay. So if you enter the market at 50.00, you can't expect it to reach 500.00 in the next hour if the ATR is 5.00. And if you set the stop loss at 49.99, it is very likely that the market is going to stop you. By using the ATR bands, you can get a more reasonable price range, so you would set the stop loss at 45.00 and the take profit level at 60.00. There are two types os ATR you can use: the regular, calculated with RMA, and another using a custom WMA, which puts greater emphasis on large amplitudes. By default, the average uses the past 20 true ranges. You can also choose to use either the closing price or the extremes of the candle as a basis. Another thing I've added is the violation statistics, which shows the percentages of the times that a band was violated in the next 5 candles (can be configurated). With this, you can get a broader view on the probability of the bands actually being reached. You may have notice that the bands are lagged by 1 period. I did this so that there is no way you can use future data. You can disable it or increase it, but I recommend just letting it be 1. These bands are the range in which the price is most likely to stay in, if you change the lag you are essentially breaking it's whole purpose.
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EduardoMattje tarafından
4
Moving Average EntanglementThis script uses the gap in moving averages standardized to the average true range to determine entry and exit points. The red line represents the current percentage of ATR that is deemed "The Dead Zone" - a move that is too small to be reliable. The histogram represents the gap between moving averages. When the histogram is above the red line, it confirms a breakout move. The dashed line an be used as a secondary filter and is a moving average of the histogram. When Standard Deviation mode is on, a third line is displayed, which represents how many standard Deviations the current histogram bar represents, and can be also used as a filter.
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jwammo12 tarafından
24
Adoptive Supertrend - PivotsAnother experiment with Supertrend by making use of pivot point high/lows. Trailing Stop types used in this indicator are: ATR - plain ATR based supertrend Breakout - ATR based supertrend combined with breakout. (Trailing triggered only if price change is higher than HighPriceChange multiplier times ATR. Pivot Points - Trail only when new pivots created. Pivot stop multiplier is used below pivot low. Combined - Combine everything together
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Trendoscope tarafından
7
Fishing The TrendFishing The Trend HOW Does it work ? The code uses dynamic levels to identify trend. This script used SuperTrend (ST), ATR and relatively Smoothened ST for early trend reversal detection to determine the trend and direction so that a fruitful decision can be made. To Indicate the strength of the trendline, The standard calculations of SuperTrend, along with multiple smoothen ATR results are clubbed determine the direction, a step ahead. However, the indicator is not appropriate for all the situations. It works when the market is trending. Hence it is best to use for short-term technical analysis . SuperTrend uses only the two parameters of ATR and multiplier which are not sufficient under certain conditions to predict the accurate direction of the market. Here in this indicator ATR value is not editable and after long backtests the best ATR value is kept that helps the indicator working very well. The default setting is best for use, but user can customize the Multiplier for his own fine tunings, So once the Levels are matched, a Long / Short suggestion is plotted. Best Time Frames to use : starting from 1, 3, 5, 15, 30 Mins and so on... to determine Trend. Long = L and Short = S. Where and how to use? The main use of this indicator is quick scalping and Intra-day trading. The Indicator shows the option to show Long/Short Signals which the use can be turned on or off. The indicator shows a very useful option for early detection of the ongoing trend whether there will be reversal of trend or not ? Stop Loss - That should be done by following ones risk appetite, Ideally the High of the Previous Candle should be the stop loss for the Long / Short but everyone has their own Risk Management Strategies based on the capital deployed. Disclaimer : There could be scenarios when the candle is shown as a long or short and then the candle turns into opposite direction red/green. In such scenarios , Please refer to the just preceding candle and the early detection signal and if this candle is moving into positive direction only then go for long, Similarly opposite for Short, the value of multiplier 0.5 is determined using series of back test across various assets with different time frames. User Options : Choice of turning on / off the Long / Short Labels and early detection/StopLoss Option can also be activated or deactivated. Visual Checks - The user could manually validate the back test results on various assets they would like to use this strategy on before putting it live. Usage/Markets : Index Trading / Equities and also well with Commodities and Currencies How to get access Please click on the link / email in the signature or send me a private message to get access Feedback Please click on the link/email in the signature or send me a private message for suggestions/feedbacks
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GrowMore_Indicators tarafından
8
Slow and Fast TurtleThis script is based on the famous turtle strategy with add on cha stop. - Fast Buy triggered when price cross upper DC 20. - Slow Buy triggered when price cross upper DC55. - There is 2 lines (black line) which is Stop Line and Average Up line. - Stop when price close below Stop Line and Average Up when price close above Average Up line. - There is 2 Sell signal which is Fast Sell and Slow Sell. Fast Sell triggered when price close below than lower DC 10 and Slow Sell triggered when price close below than lower DC 20. - Cha stop is also sell signal which is triggered when close price is lower than lowest 2 days before.
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hazwanhadzari tarafından
ATR on Double Bollinger Bands (BB) ATR Coupled with Bollinger bands helps you to time the Entries & Exits. The combination of two Volatility Indicators ATR & Bollinger bands captures cyclical behavior of the market. This Indicator helps you to identify the range contraction & range expansion for trades & signals reversal signs ATR - Double Bollinger Bands (BB) indicator plots Two Bollinger Bands on ATR Indicator. ATR - Double Bollinger Bands (BB) indicator plots Two Bollinger Bands on ATR Indicator. Markets go through cycles of contraction and expansion. Range Expansion is identified when ATR is rising above the ATR average. Range Contraction is identified when ATR is falling below ATR average. Whenever the market is contracted, then comes the range expansion so these signals can be used for entries & exits. The average true range is a volatility indicator. Volatility measures the strength of the price action and is often considered for clues on market direction This is the combination of two Volatility Indicators ATR & Bollinger bands to capture cyclical behavior of the market. How to use the indicator for Entry & Exits ? When ATR is below Bollinger band basis line and closer to the lower band that indicates the range contraction, so traders can expect the range expansion soon & entering long positions becomes a safe bet. When ATR is touching the upper Bollinger band (2 standard deviation) that indicates range expansion so closing a long position or booking partial profits becomes a safe bet, because the stock is likely to enter a trading range or reverse direction at this point. When ATR is outside the upper Bollinger band, avoid long trades as range contraction expected soon. Reversals - A reversed trend is expected when price touches its extreme outer bands. it is always a good practice to confirm reversal signals with more than one indicator signals. A prolonged period of low ATR values may indicate a consolidation area and the possibility of a continuation move or reversal.
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MaestroTrader tarafından
1
!BooM!Hello The indicator measures the relationship between Average True Range (ATR) that shows how much an asset moves, on average, during a given time frame and Standard Deviation that measuring how widely asset prices are dispersed from the average price. If prices trade in a narrow trading range, the relationship between the ATR and SD will return a low value that indicates low volatility that will lead to potential price quick movement. To increase the accuracy of the indicator and reduce false signals, it generates three circles, each indicate protentional price quick movement coming. For circle to print, following criteria must meet: • Green Circle is based on low volatility and both ATR and SD are at minimum value for a short pre-defined time frame. • Magenta Circle is based on low volatility and SD are at minimum value for a long pre-defined time frame. • Yellow Circle is based on low volatility and SD are at minimum value for a short pre-defined time frame and Average Directional Movement Index reaching to pre-defined level. The indicator focuses mainly on identifying potential price quick movement. However, it is equipped with two signal that is generated upon crossing the keltner channel upper or lower bands to help identifying the direction of the price movements but the user shall study the chart on big time frame to confirm the direction of the price movement. If you would like to use it, please drop a message or find other contact under my signature. After purchase, open the TradingView indicator library. Under the Invite-Only Scripts section, you will see it. Add it to your chart and save your chart layout.
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dndn1 tarafından
59
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!
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dax50 tarafından
15
MA Trailing StopA Trailing Stop indicator that uses a multiple of ATR below a SMA/EMA line. Support long positions only. Configurables: 1. Use SMA or EMA 2. MA Period 3. ATR multiplier 4. ATR look back period The bottom of the red area indicates the stop line. The top of the red area indicates the reference MA line. Ideal use case is you find your a red area that covers most local lows. The stop line moves up with MA, but does not move down if MA moves down. If moves down (re-calculates itself) only when a low penetrates the stop line.
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szewa1992 tarafından
4
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
ATR Trend & ATR Top/Bottom (Expo) ATR Trend & ATR Top/Bottom (Expo) is an advanced and multifunctional trading tool that gives insight into Trends, Pullbacks, and where Top/Bottom pattern can occur. The indicator is simple to use and understand therefore valuable to all trading styles. One key feature is the ability to adjust settings according to the type of Trader you are. Trend Followers can easily enable Trend and Pullback settings and Scalpers can enable the Top/Bottom feature. The Trend, Pullback, and Top/Bottom setting can be displayed simultaneously for those that want to maximize their trading results! Insights and Value the indicator brings: ✔ Clear perspective identifying short-term and long-term Trends ✔ A simple and convenient way to recognize Pullbacks and market impulses. HOW TO USE Identify the short-term and long-term Trend Identify Pullbacks Identify market impulses Identify potential Tops/Bottoms INDICATOR IN ACTION 1-hour chart (Trend-Setting used) I hope you find this indicator useful , and please comment or contact me if you like the script or have any questions/suggestions for future improvements. Thanks! I will continually work on this indicator, so please share your experience and feedback as it will enable me to make even better improvements. Thanks to everyone that has already contacted me regarding my scripts. Your feedback is valuable for future developments! ----------------- Disclaimer Copyright by Zeiierman. The information contained in my scripts/indicators/ideas does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. My scripts/indicators/strategies/ideas are only for educational purposes! ACCESS THE INDICATOR • Contact me on TradingView or use the links below
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Zeiierman tarafından
13
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.
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asenski tarafından
9