Şimdi başlat

Chaikin Para Akışı (CMF)

Accumulation/Distribution Open Interest Money Flow Hi, this script is the version of Accumulation / Distribution Money Flow (ADMF) that uses Open Interes ts in the required markets instead of Volume. Can be set from the menu. (Futures/Others) NOTE: I only modified this script. The original script belongs to cl8DH. Original of the script: I think it will make a difference in the future and commodity markets. Since the system uses CFTC data, use only for 1W timeframe. With my best regards..
Pine Script™ indikatörü
Noldo tarafından
2
CMF Osc - Chaikin Money Flow Oscillator [UTS]The well known Chaikin Money Flow Indicator as oscillator version. General Usage The indicator runs both above and below zero, made to denote whether an asset is in a bullish (above zero) or bearish (below zero) trend. It can be used to confirm trends, as well as spot possible trading signals due to divergences. A benefit of the oscillator version is that it can produce LONG or SHORT signals on zero line cross. Moving Averages 4 different Moving Averages are available: EMA (Exponential Moving Average) SMA (Simple Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average)
Pine Script™ indikatörü
UberTradingSystems tarafından
2
Chaikin Oscillator (ADL Oscillator) [UTS]The Chaikin Oscillator is basically an oscillator version of the Accumulation / Distribution Index, also known as ADL Indicator. General Usage The indicator runs both above and below zero, made to denote whether an asset is in a bullish (above zero) or bearish (below zero) trend. It can be used to confirm trends, as well as spot possible trading signals due to divergences. A benefit of the oscillator version is that it can produce LONG or SHORT signals on zero line cross. Moving Averages 4 different Moving Averages are available: EMA (Exponential Moving Average) SMA (Simple Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average)
Pine Script™ indikatörü
UberTradingSystems tarafından
ADL - Accumulation Distribution Line [UTS]an underlying asset. It is determined by the changes in price and volume. The volume acts as a weighting coefficient at the change of price — the higher the coefficient (the volume) is the greater the contribution of the price change (for this period of time) will be in the value of the indicator. The indicator is also known as Accumulation / Distribution Index. Common known variants of this type of indicator are the On Balance Volume, Chaikin Oscillator or Chaikin Money Flow. Based on www.metatrader5.com
Pine Script™ indikatörü
UberTradingSystems tarafından
SSL Chaikin BF 🚀Combined my earlier SSL Channel script with the Chaikin Money Flow indicator. Link to the SSL Channel script here: INSTRUCTIONS Look at the background, the signals are represented by the colors. Bright green = long signal from SSL Channel Bright blue = long signal from Chaikin Money Flow Bright red = short signal from SSL Channel Bright orange = short signal from Chaikin Money Flow Green = we should be in a long from one of the signals - ok to enter back in if we get stopped out and still green Red = we should be in a short from one of the signals - ok to enter back in if we get stopped out and still red White = no trade SIGNAL GENERATION The SSL calculation prints a channel on the chart consisting of 2 lines. This strategy gives a Long signal when price closes above the top of these 2 lines and a Short signal when it closes below the bottom. A long signal occurs when EITHER we get an SSL long cross OR the Chaikin MF crosses above the upper threshold. A short signal occurs when EITHER we get an SSL short cross OR the Chaikin MF crosses below the lower threshold (see settings to adjust upper and lower threshold). STOP LOSS AND RE-ENTRY We use a fixed stop loss of 2% If we get stopped out but we still have the conditions for our trade (i.e. we get stopped out of a long but the next candle still shows a long condition after closing) then we re-enter. Note: The SSL signals are generated on a cross of the price and the channels but there is still an active long signal as long as price stays above the upper band, same for below the lower band for short. Similarly, the Chaikin signal occurs as long as the Chaikin line is above the upper threshold (or below the lower threshold if short). Tested and optimised for XBT/USD on Bitmex.
Pine Script™ stratejisi
bennef tarafından
Chaikin Oscillator HystogramThis indicator shows an hystogram with the Chainkin Oscilator values, with color changes in function of the direction (up/down) . Also show the 0 crossovers, up and down. Chaikin Oscillator gets its name from its creator, Marc Chaikin. The Chaikin Indicator applies MACD to the accumulation-distribution line rather than closing price. For me it's very usefull to identify (or confirm) trends up and trends down. All my published scripts: es.tradingview.com
Pine Script™ indikatörü
Nakitxu tarafından
3
Combo Backtest 123 Reversal & Chaikin Volatility This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Chaikin's Volatility indicator compares the spread between a security's high and low prices. It quantifies volatility as a widening of the range between the high and the low price. You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ stratejisi
HPotter tarafından
5
Combo Strategy 123 Reversal & Chaikin Volatility This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Chaikin's Volatility indicator compares the spread between a security's high and low prices. It quantifies volatility as a widening of the range between the high and the low price. You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ indikatörü
HPotter tarafından
3
Candle Money Flow (baseado no Chaikin Money Flow)O fluxo do dinheiro em velas eh baseado no Chaikin Money Flow e utiliza o conceito que o que importa eh a relacao do corpo com o tamanho total do candle. Assim, utilizamos a formula: ((close - open) / (high - low)) * volume O grande diferencial eh que so colocamos no indicador os candles que sao permitidos. Os valores de descartes sao um percentual em relacao a maxima e minima dos candles. Se esta configurado que um candle de baixa / negativo deve ser descartado por ter a abertura perto dos 50%, nos nao iremos considerar ele como um candle relavante e a contribuicao do mesmo para o calculo sera zero. * Convido voce a ver o codigo e me mandar alguma sugestao de melhoria!
Pine Script™ indikatörü
Vorfield tarafından
Chaikin Money FlowSimple indicator, so there's not really much to enhance. This is a more colorful version of the built-in CMF. // Developed by Marc Chaikin, Chaikin Money Flow measures the amount of Money Flow Volume over a specific period. // Money Flow Volume forms the basis for the Accumulation Distribution Line. Instead of a cumulative total of // Money Flow Volume, Chaikin Money Flow simply sums Money Flow Volume for a specific look-back period, typically // 20 or 21 days. The resulting indicator fluctuates above/below the zero line just like an oscillator. Chartists // weigh the balance of buying or selling pressure with the absolute level of Chaikin Money Flow. Chartists can // also look for crosses above or below the zero line to identify changes on money flow.
Pine Script™ indikatörü
nj_guy72 tarafından
3
Chaikin MF% (CMFP) w. Alerts, Bells & Whistles [LucF]This is Chaikin’s Money Flow indicator on a 0-100 scale with buy/sell signals, alerts and other bells & whistles. It includes: - a fast EMA (16 periods by default), - a slow MA (64 periods by default), - histograms, - 3 different sorts of crosses, - big swings identification, - buy/sell signals on CMFP crossing back from outside user-defined levels, - buy/sell signals on the slow MA pivots above/below user-defined levels, - alerts on big swings and buy/sells. This indicator started with @LazyBear code (VAPI) at: @cI8DH then changed the scale to 0-100, which I find very useful: I then added the rest. The chart above shows both clean and busy versions of the indicator. Note that the default length is 10 rather than the commonly used 20. I use CMFP in conjunction with VFI and like the fact that it is faster than VFI. The default inputs show the way I normally use this indicator, with the slow MA shown in histogram mode. I find it gives good context to the signal line. Crosses between the two are often useful. The buy/sell signals aren’t the main attraction of this indicator, and nothing to write home about. Like the big swing markers, I think it’s more realistic to view them as pointers to potentially interesting areas on charts. Their nature makes them more suited to identifying reversals. They certainly aren’t reliable enough to turn this study into a strategy and I normally don’t use them. The levels pre-defined for the buy/sell signals on CMFP are most useful on short intervals. The buy/sell signals on the slow MA pivots work on a more complete range of intervals. Optimization for your specific instruments and intervals will improve their reliability. As usual when defining alerts, be sure you already have defined proper inputs and that you are on the intended interval, as they will be used when triggering alerts.
Pine Script™ indikatörü
LucF tarafından
Accumulation/Distribution Percentage (ADP) [Cyrus c|:D]Accumulation/Distribution Percentage ( ADP ) is used to measure money flow similar to Chaikin Money Flow ( CMF ) and Money Flow. It is the range-bound version of my previous indicator ADMF. This indicator can be used for analyzing momentum, buy/sell pressure, and overbought/oversold conditions. I believe that this indicator is more accurate than CMF and MFI (I will publish a TA about it one day!). What to look for: - When this indicator moves up, it means buy pressure is increasing and the other way around for sell pressure. Crossing 0 means that trend has changed in the given period (it is best to look for confirmation of buy/sell pressure in larger TFs) - Overbought above 40 and oversold below -40 (these numbers vary depending on the security. Look for historical levels to determine overbought and oversold conditions of each security) - Regular divergence shows that momentum of a trend is declining. Hidden divergence implies continuation of a trend. The non-bound mode should be more accurate for identifying divergence. - Failure swings can detect potential reversals. Please read Relative Strength Index and Money Flow for more information and similar disclaimers. Recommendations: - hlc3 (AKA typical price) as input source might be better than "close" as it captures more information. If you use hlc3 as a source, then change the chart type to line and set hlc3 as the source for identifying divergence. - Use hybrid tickers e.g.(BITFINEX:BTCUSD+COINBASE:BTCUSD+BITSTAMP:BTCUSD)/3. Volume-based indicators are susceptible to wash trading/volume printing and hybrid tickers mitigate this issue. - In non-bound mode, small TFs with longer length should be more accurate than larger TFs with standard length (same is true for many other indicators) Background: I have developed 4 indicators based on a simple but elegant concept of A/D ratio. A/D ratio is equal to (current close - previous close)/True Range (when there are no price gaps, True Range = High - Low) 1) What you see on ADV indicator as darker green and red is equal to A/D ratio x volume. 2) ADL indicator shows the summation of ADV 3) ADMF (or ADP in non-bound mode) shows Moving Average of ADV 4) ADP shows relative accumulation strength which is calculated as RMA (accumulations)/RMA(accumulation + distribution). ADP equation is based on RSI equation which is RMA(gains)/RMA(gains + losses). That is why these two indicators look quite similar. PS: Please leave a like if you find these indicators useful. I am working on improvements on these and other indicators. I am trying my best to keep them as simple as possible. Please let me know in the comments if you want me to make future indicators even simpler. -------- Complementary indicators based on the same concept: ADL: a replacement for Chaikin's Accum/Dist, On Balance Volume, and Price Volume Trend ADV: a replacement for regular volume indicator ADP also has a scaled RSI and ADMF built in (ie ADMF is obsolete).
Pine Script™ indikatörü
cI8DH tarafından
28
Accumulation/Distribution Money Flow [Cyrus c|:D]This indicator should be more accurate than other indicators in its class (including MFI, CMF, ADL, and OBV) for measuring buy/sell pressure, identifying trend change through divergence and calculating Accumulation/Distribution (A/D) level (I will explain why in a separate TA). This indicator is based on my previous indicator "Accumulation/Distribution Volume". It does not include the volume bars. The volume effect is adjustable as well. Application: - Buy/sell pressure: above 0 shows buy pressure, below 0 shows sell pressure. - Divergence: as shown in the chart above, this indicator diverged from BTC price during swing lows and highs in the shown period. - Accumulation/distribution: set Aggregation=Sum, Volume Exponent=10 and uncheck Price Factor. Recommendations: - Never use SMA - Use larger length EMA for confirmation of divergence or buy/sell pressure (EMA 27 is equal to RMA 14 which is used in RSI). . A/D mode is not recommended for hidden divergence. My Setup: - I use one instances of this indicator with default settings for buy/sell pressure - A second instance for A/D level overlaid on the main chart - One instance of "Accumulation/Distribution Volume" as a replacement for volume indicator This indicator can also replicate Accumulation/Distribution Line (improved by True Range), On Balance Volume, and Price Volume Trend. Read more details on the description of the previous indicator: I strongly recommend reading about similar indicators for potential uses e.g. www.tradingview.com(MFI) and www.tradingview.com(PVT) I will publish a TA about correctly measuring divergence and using these indicators. Please report any problems you find in the comments.
Pine Script™ indikatörü
cI8DH tarafından
55
Advanced Chaikin Money Flow (CMF)TL;DR: change the aggregation to EMA to achieve similar results to Twiggs Money Flow. Play with the rest of parameters to get the desired results. This script allows customization of CMF. It also includes all the improvements made by Twiggs Money flow. Regular CMF does not take price gaps into account as you can see in the chart below. True range fixes this issue, as done in Twiggs Money flow (TMF). More info here: www.incrediblecharts.com Customization Options: - You can change the effect of volume by setting volume exponent. 0 to 10 reduces the effect and 10+ increases it. In exchanges with too much wash trading, you may want to reduce volume effect. - You can factor in price in CMF. It gives you a slightly different results. See my Volume x price (VxP) indicator for why it might be useful. - The range can be changed to percentage (similar to RSI) PS: I do not recommend using CMF in today's Crypto markets. Chaikin uses the same multiplier in CMF and Accumulation/Distribution Line (ADL). ADL is a totally broken indicator for BTC. If you look at the period after ATH (chart below), you will notice that ADL keeps increasing implying accumulation. While it is clear that there was distribution going on. The reason might be the artificially inflated prices in Crypto that is achieved by the help of bots and having "certain" exchanges as a price reference. So, my reasoning is that if ADL is a broken indicator, so should be CMF. CMF diverges from BTC price frequently. This is a double edged sword IMO. Still CMF is a much better indicator than ADL because it works relative to prior periods which covers some of its flaws. Note for super nerds: Twiggs Money Flow includes true range and Welles Wilder's Moving Average (WWMA). I have seen some other scripts using their own calculations for WWMA which is not efficient. WWMA is equal to built-in RMA/SMMA which is equal to EMA with length 2x-1.
Pine Script™ indikatörü
cI8DH tarafından
13
Money Flow Indicator (Chaikin Oscillator) Indicator plots Money Flow Indicator (Chaikin). This indicator looks to improve on Larry William's Accumulation Distribution formula that compared the closing price with the opening price. In the early 1970's, opening prices for stocks stopped being transmitted by the exchanges. This made it difficult to calculate Williams' formula. The Chaikin Oscillator uses the average price of the bar calculated as follows (High + Low) /2 instead of the Open. The indicator subtracts a 10 period exponential moving average of the AccumDist function from a 3 period exponential moving average of the AccumDist function. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ stratejisi
HPotter tarafından
Money Flow Indicator (Chaikin Oscillator) Strategy Indicator plots Money Flow Indicator (Chaikin). This indicator looks to improve on Larry William's Accumulation Distribution formula that compared the closing price with the opening price. In the early 1970's, opening prices for stocks stopped being transmitted by the exchanges. This made it difficult to calculate Williams' formula. The Chaikin Oscillator uses the average price of the bar calculated as follows (High + Low) /2 instead of the Open. The indicator subtracts a 10 period exponential moving average of the AccumDist function from a 3 period exponential moving average of the AccumDist function. WARNING: This script to change bars colors.
Pine Script™ indikatörü
HPotter tarafından
1
Klinger Volume Oscillator (KVO) Backtest The Klinger Oscillator (KO) was developed by Stephen J. Klinger. Learning from prior research on volume by such well-known technicians as Joseph Granville, Larry Williams, and Marc Chaikin, Mr. Klinger set out to develop a volume-based indicator to help in both short- and long-term analysis. The KO was developed with two seemingly opposite goals in mind: to be sensitive enough to signal short-term tops and bottoms, yet accurate enough to reflect the long-term flow of money into and out of a security. The KO is based on the following tenets: Price range (i.e. High - Low) is a measure of movement and volume is the force behind the movement. The sum of High + Low + Close defines a trend. Accumulation occurs when today's sum is greater than the previous day's. Conversely, distribution occurs when today's sum is less than the previous day's. When the sums are equal, the existing trend is maintained. Volume produces continuous intra-day changes in price reflecting buying and selling pressure. The KO quantifies the difference between the number of shares being accumulated and distributed each day as "volume force". A strong, rising volume force should accompany an uptrend and then gradually contract over time during the latter stages of the uptrend and the early stages of the following downtrend. This should be followed by a rising volume force reflecting some accumulation before a bottom develops. You can change long to short in the Input Settings Please, use it only for learning or paper trading.
Pine Script™ stratejisi
HPotter tarafından
3
Klinger Volume Oscillator (KVO) Strategy The Klinger Oscillator (KO) was developed by Stephen J. Klinger. Learning from prior research on volume by such well-known technicians as Joseph Granville, Larry Williams, and Marc Chaikin, Mr. Klinger set out to develop a volume-based indicator to help in both short- and long-term analysis. The KO was developed with two seemingly opposite goals in mind: to be sensitive enough to signal short-term tops and bottoms, yet accurate enough to reflect the long-term flow of money into and out of a security. The KO is based on the following tenets: Price range (i.e. High - Low) is a measure of movement and volume is the force behind the movement. The sum of High + Low + Close defines a trend. Accumulation occurs when today's sum is greater than the previous day's. Conversely, distribution occurs when today's sum is less than the previous day's. When the sums are equal, the existing trend is maintained. Volume produces continuous intra-day changes in price reflecting buying and selling pressure. The KO quantifies the difference between the number of shares being accumulated and distributed each day as "volume force". A strong, rising volume force should accompany an uptrend and then gradually contract over time during the latter stages of the uptrend and the early stages of the following downtrend. This should be followed by a rising volume force reflecting some accumulation before a bottom develops. WARNING: This script to change bars colors.
Pine Script™ indikatörü
HPotter tarafından