Şimdi başlat

KST

KST-Based MACDAs a follow-up to my previous script: I am posting a stand-alone KST-based MACD. Note that this indicator is highly laggy. Specific care must be taken when using it. The MACD-Signal crossing is quite delayed but it is a definite confirmation. For earlier signs, the Histogram must be analyzed. A shift from Green-White signals the 1st Bear Signal. A MACD-Signal crossing signals the 2nd Bear SIgnal. The same applies for bull-signs. This indicator is useful for long-term charts on which one might want to pinpoint clear, longterm divergences. Standard RSI, Stochastic RSI and MACD are notoriously problematic when trying to pinpoint long-term divergences. Finally, this indicator is not meant for pinpointing entry-exit positions. I find it useful for macro analysis. In my experience, the decreased sensitivity of this indicator can show very strong signs, that can be quite laggy. Inside the indicator there is a setting for "exotic calculations". This is an attempt to make this chart work in both linear/ negative charts (T10Y2Y) and log charts (SPX) Tread lightly, for this is hallowed ground. -Father Grigori
Pine Script® göstergesi
akikostas tarafından
10
KST con HMA---------- ENGLISH DESCRIPTION ---------- The indicator created is called "KST with HMA" and is used to measure the impulse of an asset's price. The code begins by defining four variables representing ROC (Rate of Change) period lengths for calculating the KST (Know Sure Thing) and a variable for the length of the HMA (Hull Moving Average). Next, an HMA function is defined to calculate the Hull Moving Average, a type of weighted moving average that adjusts for price volatility. ROC values are then calculated for the four periods defined above and KST values are calculated as a weighted sum of the ROC values. These values are then normalized with the HMA and the standard deviation of the HMA is calculated. The normalized value is finally plotted with three different color lines: black for values greater than 1, red for values less than -1, and green for values between -1 and 1. Finally, a black dashed line is plotted to represent the zero line. The green line indicates a phase of market uncertainty or lateralization, while the indicator can be used to identify buy points above zero and sell points below zero. ---------- ITALIAN DESCRIPTION ---------- L'indicatore creato è chiamato "KST con HMA" e viene utilizzato per misurare l'impulso del prezzo di un asset. Il codice inizia definendo quattro variabili che rappresentano le lunghezze dei periodi di ROC (Rate of Change) per il calcolo del KST (Know Sure Thing) e una variabile per la lunghezza dell'HMA (Hull Moving Average). Successivamente viene definita una funzione HMA per il calcolo della Hull Moving Average, un tipo di media mobile ponderata che si adatta alla volatilità del prezzo. Vengono poi calcolati i valori ROC per i quattro periodi definiti in precedenza e calcolati i valori KST come somma ponderata dei valori ROC. Questi valori vengono poi normalizzati con l'HMA e viene calcolata la deviazione standard dell'HMA. Il valore normalizzato viene infine plottato con tre diverse linee di colore: nero per valori superiori a 1, rosso per valori inferiori a -1 e verde per valori tra -1 e 1. Infine, viene plottata una linea tratteggiata nera per rappresentare la linea zero. La linea verde indica una fase di incertezza o lateralizzazione del mercato, mentre l'indicatore può essere utilizzato per individuare punti di acquisto sopra lo zero e di vendita al di sotto dello zero.
Pine Script® göstergesi
c00l75 tarafından
Adaptive Fisherized KSTIntroduction Heyo guys, here is a new adaptive fisherized indicator of me. I applied Inverse Fisher Transform, Ehlers dominant cycle analysis, smoothing and divergence analysis on the Know Sure Thing (KST) indicator. Moreover, the indicator doesn't repaint. Usage I didn't backtest the indicator, but I recommend the 5–15 min timeframe. It can be also used on other timeframs, but I have no experience with that. The indicator has no special filter system, so you need to find an own combo in order to build a trading system. A trend filter like KAMA or my Adaptive Fisherized Trend Intensity Index could fit well. If you find a good combo, let me know it in the comments pls. Signals Zero Line KST crossover 0 => Enter Long KST crossunder 0 => Enter Short Cross KST crossover KST MA => Enter Long KST crossunder KST MA => Enter Short Cross Filtered KST crossover KST MA and KST above 0 => Enter Long KST crossunder KST MA and KST under 0 => Enter Short KST crossunder 0 => Exit Long KST crossover 0 => Exit Short More to read: KST Explanation Enjoy and let me know your opinion! -- Credits to - @tista - @blackcat1402 - @DasanC - @cheatcountry
Pine Script® göstergesi
simwai tarafından
2
Function : Know Sure Thing ! (KST)Firstly : Know Sure Thing, or KST , is a momentum oscillator developed by Martin Pring to make rate-of-change readings easier for traders to interpret. In a 1992 Stocks and Commodities article, Mr. Pring referred to the indicator as "Summed Rate of Change ( KST )," but the KST term stuck with technical analysts. The indicator is relatively common among technical analysts preferring momentum oscillators to make decisions. References : Investopedia (www.investopedia.com ) Let's start : Simply : KST : Above point 0 means long position (positive zone), below point 0 (negative zone) means short position. I liked this indicator more than RSI because we can evaluate the breaking points of the channels we draw on the indicator according to the regions. Plus area (positive area), breaking the channel upwards may indicate a very strong rise, and minus area (negative area) the channel downwards may indicate a very strong fall. As a person who is very keen to identify major trends in advance, I like the KST indicator to approach the target quickly and simply. I also find it very successful in terms of divergences. CAUTION : This indicator has been written before many times on TV. I have no effort on it. I saved loads only for variable periods. But I have enough experience to say that you are successful in trends with KST . Nevertheless, do not use it alone, as other promoters may benefit. For example , I divided the standard periods into 4 as in the script. With a correct adaptive period, it has the potential to contribute greatly to accurate moves! You can use with mutable variable periods. Abundant trend lines can be drawn on the indicator and divergences between price and indicator can be sought. Best regards!
Pine Script® göstergesi
Noldo tarafından
4