MAC-Z [ChuckBanger]Here I show the relationship between the MACD and Z-Score in a indicator called MAC-Z. MACD is short for moving average convergence/divergence and is in it self showing the relationship between two EMA. The Z-Score in contrast is related to Bollinger Bands and in MAC-Z the Z-score is the difference between the current price and a moving average divided by the standard deviation of price over the same time period.
MAC-Z has its best use in the short term time frames in my opinion compared to MACD. Here i show from current time of writing how effective it is.
More info on MAC-Z:
cssanalytics.wordpress.com
Also take a look at MACD Leader:
Macd-v
Derivative Oscillator Cu [ID: AC-P]The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions:
VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is below vwap, green triangles = price input is above vwap)
Bullish and Bearish phases from shayankm's Waddah Attar Explosion V2 () is included as indication dots (bullish = blue dots, bearish = yellow dots) below/above the Derivative Oscillator histogram
Coral Trend from Lazybear () is included as indication dots (red/green dots below/above the Derivative Oscillator histogram
Input source options for vwap, Waddah components (MACD, Bollinger Upper/Lower)
Centerline option for Coral trend, and Horizontal center option for the Derivative Oscillator with circle indication (optional - provided as option for flexibility in use with overlaying with other indicators)
This indicator is a hybrid, with a combination of leading indicators and lagging trending indicators combined into one. Specifically, a few of the other indicators I use are lacking in the momentum and trend department, and this is one of the indicators I use to address that:
VWAP provides trend information on lower timeframes from a high timeframe interval (D)
Coral Trend provides additional confirmation to VWAP trend wise, and is adjustable
Waddah Attar Explosion provides a third level of confirmation for trending moves, taking into account shorter and longer timeframes (FastEMA and SlowEMA parameters).
Script base for the Derivative Oscillator is credited to Everget () and LazyBear ().
Source attribution to Constance Brown for the Derivative Oscillator formula/indicator:
// Brown, Constance.
// Reference 1: “The Derivative Oscillator: a New Approach to an Old Problem,” Journal of Technical Analysis (Winter-Spring 1994) 45–61.
// Reference 2: Technical Analysis for the Trading Professional. New York, NY: McGraw-Hill, 1999.
Information on the Derivative Oscillator:
www.investopedia.com
Modified Stochastic MACD Oscillator - Vitali ApirineFor all MACD enthusiasts out there, hot off the press, I present this next generation "Modified Stochastic MACD Oscillator" employing PSv4.0, originally formulated by Vitali Apirine for TASC - November 2019 Traders Tips. Just when you may have thought it was the end of the evolutionary line for MACD technology, it's not! Basically it's a NEW hybridization of a MACD and stochastic rolled into one, maintaining scale symmetry to support overbought/oversold defined levels across time frames and assets, unlike the ordinary MACD. On the ordinary MACD, this is virtually impossible to do properly, and trust me, I have tried with zero success. My less than 40 line implementation, at initial release, is a heavily modified version of the original indicator using novel techniques, surpassing not only Apirine's original intended design, but also the "contemporary MACD" provided by TV, visible on the bottom of the chart.
Utilizing the "Power of Pine", I included the maximum amount of features I could surmise in an ultra small yet powerful package. I provided an abundance of control over each feature as an attempt to create another heavenly MACD experience in an open source package, only rivaled by my "Ultimate MACD Super Pack". Configurations are displayed above in multiple scenarios that should be suitable for most traders. Of notable mention, I rescaled the oscillator more towards a zero mean unity scale, while still leaving the waveforms completely intact.
Features List Includes:
Dark Background - Easily disabled in indicator Settings->Style for "Light" charts or with Pine commenting
AND much, much more... you have the source!
For those of you who are new to Pine Script, this script also may help you understand advanced programming techniques in Pine and how they may be utilized in a most effective manner. I would like to see Tradingview become the go to platform for the best MACD indicators attainable with this contribution to the TV community. This is commonly what my dense intricate code looks like behind the veil, and if you are wondering why there is no notes, that's because the notation is in the variable naming. If you wish to contribute additional ideas, please do so below in the comments about all things MACD in Pine.
NOTICE: Copy pasting bandits who may be having nefarious thoughts, DO NOT attempt this, because this may violate Tradingview's terms, conditions and/or house rules. "WE" are always watching the TV community vigilantly for mischievous behaviors and actions that exploit well intended authors for the purpose of unscrupulously increasing brownie points in reputation scores. Hiding behind a "protected" wall may not protect you from investigation and account penalization by TV staff. Be respectful, and don't just throw a meaningless feature in there branding it as "your" gizmo. Fair enough? Alrighty then... I firmly believe in "innovating" future state-of-the-art indicators, and please contact me if you wish to do so.
The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. When available time provides itself, I will consider your inquiries, thoughts, and concepts presented below in the comments section if you do have any questions or comments regarding this indicator. When my indicators achieve more prevalent use by TV members, I may implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Schaff Trend Cycle [ChuckBanger]The Schaff Trend Cycle is a method, developed by Doug Schaff and based on the concept that trends also have repeating high and low patterns, or cycles. This is a modified MACD line, run through a modified stochastic algorithm and smoothed with Wilders’ smoothing in order to estimate the final Schaff Trend Cycle (STC) indicator. Its purpose is to identify the direction, in which a trend cycle is moving and possible peaks and bottoms within this cycle.
If this is interesting you should also take a look at MACD Leader:
For more info about Schaff Trend Cycle Indicator:
www.investopedia.com
Stochastic RSI and MACD leader [ChuckBanger]Here I have combined Stochastic RSI with my MACD leader.
MACD leader and Stochastic RSI works well together and they are powerful in combination with My Recursive Bands. It is up to you to back test this properly before you use it in real life trades. But in my opinion it is very powerful.
Because of MACD nature it's a little messy when you turn on the MACD's histogram so I commented that out.
MACD Leader:
My Recursive Bands:
Easy to Use MACD+RSI Strategy
BEGINNERS REJOICE!
Easy to use strategy test using MACD with RSI as a confirming indicator. The code is structured to make it easy to manipulate the variables to your choosing.
EASY TO CHANGE CODE VARIABLES
LINE 2 = Change the amount you invest every trade and the currency
LINE 8/9/10 = Change the defval of each of these lines to backtest from a certain date
LINE 16/17/18 = Change the MACD sensitivity by changing the defval on each line
LINE 21 = Change the value after close toadjust the sensitivity of the RSI
LINE 37/39 = Change/remove the < and > variables for macdLine and rsivalue after the crossover/crossunder to adjust your buying point further.
As a beginner you may not feel comfortable with shorting stocks, therefore LINE 5 was added to only allows long positions.
Funny how a simple indicator can return such a high profitability. Couple this with some trend/exit strategies and you'll have something really special!
MACD and RSI divergence by Rexio v2Hi everyone!
I wrote this indicator for intraday trading and it cannot be use only by itself you need to at least draw some S/R lines to make it useful. It is based at MACD histogram and gives signal when it sees divergence on MACD/RSI/MACD's Histogram (or all at once - settings) when macd's histogram switchs trend. Im using it to playing with a trend most of the time looking for hidden divergence at higher time frame and after that looking for regular divergence at lower time frame.
Im not a computer programist nor professional trader so it is only for educational purposes only.
MACD histogram divergence by Rexio v1Hi everyone!
I wrote this indicator for intraday trading and it cannot be use only by itself you need to at least draw some S/R lines to make it useful. It is based at MACD histogram and gives signal when it sees divergence on MACD's Histogram when macd's histogram switchs trend. Im using it to playing with a trend most of the time looking. It highlights candles which can give good singnals to play with a trend (its based on ema200 and RSI overbought and oversold zones).
Im not a computer programist nor professional trader so it is only for educational purposes only.
MACD Leader [ChuckBanger]MACD makes use of moving averages and therefor usually lags behind the price. It is possible to eliminate lag completely but the work around of this is usually by adding a component of the price/MA difference back to MA. This technique is called Zero-lag. It is not zero lag but it is close enough. "MACD Leader" makes use of this to form a leading signal to MACD.
First proposed by Giorgos E. Siligardos, "Leader" leads normal MACD , especially when significant trend changes are about to take place. This has the following features:
- It is similar to MACD in smoothness.
- It can be plotted along with MACD in the same window using the same scaling.
- It has the ability to lead MACD at critical situations
For detailed discussion on the various divergence patterns, refer to the PDF here: drive.google.com
This script provide an option to plot MACD and MACD leader signal on the same pane. You can enable/disable them how you want via options page. It also has the option to change to different MA types.
ANN MACD (BTC)
Logic is correct.
But I prefer to say experimental because the sample set is narrow. (300 columns)
Let's start:
6 inputs : Volume Change , Bollinger Low Band chg. , Bollinger Mid Band chg., Bollinger Up Band chg. , RSI change , MACD histogram change.
1 output : Future bar change (Historical)
Training timeframe : 15 mins (Analysis TF > 4 hours (My opinion))
Learning cycles : 337
Training error: 0.009999
Input columns: 6
Output columns: 1
Excluded columns: 0
Grid
Training example rows: 301
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Network
Input nodes connected: 6
Hidden layer 1 nodes: 8
Hidden layer 2 nodes: 0
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate : 0.6 Momentum : 0.8
More info :
EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
ANN MACD Future Forecast (SPY 1D) NOTE : Deep learning was conducted in a narrow sample set for testing purposes. So this script is Experimental .
This system is based on the following article and is inspired by an external program:
hackernoon.com
None of the artificial neural networks in Tradingview work and are not based on completely correct logic. Unlike others in this system:
IMPORTANT NOTE: If the tangent activation function is used, the input data must also have tangent values (compared to the previous values of 1 bar).
Inputs were prepared according to this judgment.
1. The tangent function which is the activation function is written correctly. (The tangent function in the article: ActivationFunctionTanh (v) => (1 - exp (-2 * v)) / (1 + exp (-2 * v)))
2. Missing bias parts in the formulas were added.
3. The output function is taken from the next day (historical), so that the next bar can be predicted, which is the truth.
4.The forecast value of the next bar is subtracted from the current bar change and the market direction is determined.
5.When the future forecast and the current close are added together, the resulting data is called seed.
The seed carries data both from the present and from yesterday and from the future.
6.And this seed was subjected to the MACD method.
Thus, due to exponential averages, more importance will be given to recent developments and
The acceleration situations will show us the direction.
However, a short position should be taken for crossover and a long position for crossunder .
Because the predicted values work in reverse.Even though we use the same period (9,12,26) it is much faster!
7. There is no future code that can cause Repaint.
However, the color after closing should be checked.
The system is completely correct.
However, a very narrow sample was selected.
100 data: Tangent diffs ; volume change, bollinger bands values changes (Upband , Midband , Lowband) and LazyBear's Squeeze Momentum Indicator (SQZMOM_LB) change and the next bar data (historical) price change were put into the deep learning test.
IMPORTANT NOTE : The larger the sample set and the more effective dependent variables, the higher the hit rate of the deep learning test!
EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
Stay tuned. Best regards!
MACD - Baby WhaleI spiced the standard MACD indicator up a bit to make it more visible.
When using the MACD:
1. Never go short when the MACD lines are in the negative.
2. Never go long when the MACD lines are in the positive.
3. Always wait for an uptick / downtick on the histogram before you start your trade.
The MACD Histogram can also show you Divergence.
When the price goes up but the Histogram can't make new highs, it might be a good time to think about shorting.
If you want access, just send a message please.
Much love from Baby Whale!!
🙏❤️🐳
MACD BF 🚀Customised MACD strategy with dynamic stop losses based on ATR.
Signals are generated when the delta value becomes positive or negative (when it crosses the zero line)
Stop losses are printed on the chart in yellow and orange. They are based on recent average True Range to allow for volatility.
INSTRUCTIONS
Green background = long
Red background = short
Yellow dotted line = stop loss placement for long
Orange dotted line = stop loss placement for short
White background = you have been stopped out, wait patiently for the next signal
TSI MACD by Jwammo12The TSI MACD indicator is a combination of the TSI (True Strength Index) and MACD (Moving Average Convergence Divergence) technical indicators.
The TSI MACD indicator is a momentum indicator, considering that it comes from two momentum indicators.
Ultimately, the TSI MACD indicator is used to gauge the strength of a trend, as well as its accompanying momentum.
The indicator is shown to oscillate between -110 and +110, while its signal baseline is on the zero level (a level that determines the market bias).
TA-Money Flow-Version5This is the MACD of a stochastic OBV movement indicator, Squeeze Momentum Indicator, and addition coloring for Market Direction Indicator . It is good (right) to work with both price and volume.
In this version we've moved the divergence highlighting to symbols at the ends of the histograms. Same coloring scheme as previous, yellow is divergence of either OBV or SQZ , red is both divergence. In the previous version we added in the "squeeze on - blue" highlighting to show follow through of divergence (or just squeeze/stall). We also added in another old script, but colors so well, Lazybears (Market Direction Indicator, linked below). Also incorporated a 3 color or 5 color scheme from the MDI script as a bool. It works great on any time frame, but you need to have volume data. Not sure where I originally got this (stoch-OBV, somewhere off Tradingview several years ago, thanks to the person who shared), Squeeze/MDI is Lazybear, links below.
Enjoy.
Version 5:
Moved divergence highlighting to symbols on histogram
Added coloring based on MDI
TA-Money-Flow-Version4
TA-Money-Flow-Version3
TA-Money-Flow-Version2
Squeeze-Momentum-Indicator-LazyBear
Market-Direction-Indicator-LazyBear
MACD with RSI WarningI like using both MACD and RSI for my strategies to confirm patterns, but I really only check RSI to see if it is outside of the normal range. So I rewrote the MACD indicator to color bars that are above or below the set RSI boundaries in a different color (yellow by default) so I can quickly check that parameter without needing both indicators up.
This is my first indicator, so please feel free to let me know how I might clean it up!
MACD [Gu5]Extremely popular indicator MACD (Moving Average Convergence/Divergence)
Same design of my previous indicators
Show Cross Line for a better visualization
```
Setting recommended for BTC
"Fast Length" = 21
"Slow Length" = 55
"Signal Smoothing" = 14
Other markets try
"Fast Length" = 12
"Slow Length" = 26
"Signal Smoothing" = 9
```
--
El MACD (Convergencia/Divergencia de Medias Móviles) es uno de los mas populares indicadores
Continuando con el mismo estilo de diseño de mis anteriores indicadores
Destaca el cruce de medias para una mejor visualización
MACD Histogram BacktestTesting the trades signaled by the daily MACD histogram to see how they would have performed, compared to regular MACD Crosses. I'm going to take the 'List of trades' and analyse it seperately as some of the profit percentages seem a little off in the tradingview calculation, though it could just be my bad math!
Hi CryptoLove :) Hope this helps your investigation RE:
www.youtube.com
