Şimdi başlat

Osilatörler

RSI/CCI/STOCH BUY SELLYatırımcıların alım ve satım sinyallerini tespit etmelerine yardımcı olan bir teknik analiz indikatörüdür. İşte detaylar: RSI, CCI ve Stokastik İndikatörleri: RSI (Relative Strength Index): 14 periyotluk RSI değeri hesaplanır. RSI, aşırı alım veya aşırı satım koşullarını belirlemek için kullanılır. CCI (Commodity Channel Index): 14 periyotluk CCI değeri hesaplanır. CCI, fiyatın mevcut seviyesini belirli bir süre içindeki ortalama fiyatıyla karşılaştırarak momentum göstergesi sağlar. Stokastik Osilatör: Stokastik göstergenin %K değeri hesaplanır. Bu, fiyatın belirli bir süre içindeki yüksek ve düşük seviyeleri ile kapanış fiyatının karşılaştırılmasını sağlar. Al Sinyalleri: RSI 30 seviyesini yukarı doğru keserse. CCI -100 seviyesini yukarı doğru keserse. Stokastik 20 seviyesini yukarı doğru keserse. Bu koşulların hepsi aynı anda gerçekleşirse "Al" (Buy) sinyali üretilir. Sat Sinyalleri: RSI 70 seviyesini aşağı doğru keserse. CCI 100 seviyesini aşağı doğru keserse. Stokastik 80 seviyesini aşağı doğru keserse. Bu koşulların hepsi aynı anda gerçekleşirse "Sat" (Sell) sinyali üretilir. Grafik Üzerinde Gösterim: Al sinyalleri, grafikte arka plan rengi yeşil olarak vurgulanır. Sat sinyalleri, grafikte arka plan rengi kırmızı olarak vurgulanır. Al ve sat sinyalleri ayrıca mum çubuklarının altında veya üstünde metin etiketi olarak gösterilir. Bu gösterge, yatırımcılara fiyat hareketlerini daha iyi analiz etmelerine ve alım-satım kararlarını daha bilinçli bir şekilde vermelerine yardımcı olur.
Pine Script™ indikatörü
SeyDemAY tarafından
1
FMS Suite [KFB Quant]FMS Suite Overview The FMS Suite is a powerful and adaptive trend and momentum analysis tool that leverages multiple technical indicators to deliver a comprehensive signal for market direction. This suite combines the strengths of the Aroon, DMI, RSI, Supertrend, and Trix indicators, offering traders a well-rounded perspective on market trends. How It Works The FMS Suite integrates five essential components to assess market behavior: Aroon Indicator : Detects trend strength and direction by analyzing the frequency of recent highs and lows over multiple timeframes. Directional Movement Index (DMI) : Measures the direction and strength of trends, with an ADX component for better trend assessment. Relative Strength Index (RSI) : Evaluates market momentum by indicating overbought or oversold conditions, with signals derived from the 50-line. Supertrend : Utilizes ATR-based volatility measures to establish dynamic support and resistance levels, signaling potential trend changes. Trix : A triple-smoothed EMA oscillator that highlights trend reversals using rate-of-change dynamics. Each component is calculated across three separate timeframes (fast, medium, and slow), which are then averaged to produce a final FMS Signal . Users can also apply signal smoothing to reduce noise and enhance clarity. Key Features Customizable Parameters : Adjust the lengths for each component (fast, medium, slow) to optimize the indicator's responsiveness to different markets. Signal Smoothing Options : Select from various smoothing methods, including SMA, EMA, DEMA, and WMA, to fine-tune the FMS signal. Visual Representation : The FMS Suite plots a histogram representing the raw signal and a smoother line for clearer trend visualization. The background color shifts dynamically to indicate long, short, or neutral conditions. Threshold-Based Alerts : Set your own long and short thresholds, tailoring the indicator to your trading strategy and market outlook. Informative Table Display : An integrated table provides an at-a-glance summary of the current FMS and smoothed FMS signals, along with their respective scores and market state. How to Use Trend Confirmation : Utilize the FMS histogram and smoothed signal to validate or challenge existing trend assumptions. Trade Entries and Exits : Identify potential buy (long) or sell (short) signals based on the relationship between the FMS signal and predefined thresholds. Strategy Customization : Fine-tune the indicator settings to align with your trading style, whether it’s short-term scalping or long-term trend following. Important Considerations Not Predictive : The FMS Suite does not predict future price movements and should be used in conjunction with other analysis methods. It is based on historical price data, and past performance is not indicative of future results. Settings and Backtesting : Experiment with different lengths and smoothing techniques to optimize performance for specific instruments and market conditions. Always backtest thoroughly. Disclaimer: This tool is provided for informational and educational purposes only and should not be considered as financial advice. Always conduct your own research and consult with a licensed financial advisor before making any investment decisions.
Pine Script™ indikatörü
kikfraben tarafından
Williams %R - Multi TimeframeThis indicator implements the William %R multi-timeframe. On the 1H chart, the curves for 1H (with signal), 4H, and 1D are displayed. On the 4H chart, the curves for 4H (with signal) and 1D are shown. On all other timeframes, only the %R and signal are displayed. The indicator is useful to use on 1H and 4H charts to find confluence among the different curves and identify better entries based on their alignment across all timeframes. Signals above 80 often indicate a potential bearish reversal in price, while signals below 20 often suggest a bullish price reversal.
Pine Script™ indikatörü
Arche_3009 tarafından
RSI 70/30 EMA 20/50/100/200RSI Seviyeleri: RSI (Relative Strength Index): 14 periyotluk RSI değeri hesaplanır. RSI, aşırı alım veya aşırı satım koşullarını belirlemek için kullanılır. RSI 70 seviyesi: Fiyat RSI 70 seviyesine ulaştığında veya bu seviyeyi aştığında kırmızı bir ok ile gösterilir. Bu, potansiyel bir satış sinyali olabilir. RSI 30 seviyesi: Fiyat RSI 30 seviyesine ulaştığında veya bu seviyenin altına indiğinde yeşil bir ok ile gösterilir. Bu, potansiyel bir alım sinyali olabilir. EMA'lar (Üstel Hareketli Ortalamalar): 20, 50, 100 ve 200 periyotluk EMA değerleri hesaplanır. EMA, belirli bir dönemdeki fiyat hareketlerinin ortalamasını alır ve daha yeni fiyatlara daha fazla ağırlık verir. Bu EMA'lar grafikte farklı renklerde gösterilir. (EMA 20 yeşil, EMA 50 mavi, EMA 100 mor, EMA 200 kırmızı) Al ve Sat Sinyalleri: Fiyat, EMA 200'ü yukarı doğru keserse (crossover), bu bir "al" sinyali olarak değerlendirilir ve küçük yeşil noktalarla gösterilir. Fiyat, EMA 200'ü aşağı doğru keserse (crossunder), bu bir "sat" sinyali olarak değerlendirilir ve küçük kırmızı noktalarla gösterilir. Bu gösterge, yatırımcıların grafik üzerinde alım ve satım noktalarını daha kolay belirlemelerine yardımcı olur ve fiyat hareketlerini daha net bir şekilde görselleştirir
Pine Script™ indikatörü
SeyDemAY tarafından
AutoCorrelation Test [OmegaTools]Overview The AutoCorrelation Test indicator is designed to analyze the correlation patterns of a financial asset over a specified period. This tool can help traders identify potential predictive patterns by measuring the relationship between sequential returns, effectively assessing the autocorrelation of price movements. Autocorrelation analysis is useful in identifying the consistency of directional trends (upward or downward) and potential cyclical behavior. This indicator provides an insight into whether recent price movements are likely to continue in a similar direction (positive correlation) or reverse (negative correlation). Key Features Multi-Period Autocorrelation: The indicator calculates autocorrelation across three periods, offering a granular view of price movement consistency over time. Customizable Length & Sensitivity: Adjustable parameters allow users to tailor the length of analysis and sensitivity for detecting correlation. Visual Aids: Three separate autocorrelation plots are displayed, along with an average correlation line. Dotted horizontal lines mark the thresholds for positive and negative correlation, helping users quickly assess potential trend continuation or reversal. Interpretive Table: A table summarizing correlation status for each period helps traders make quick, informed decisions without needing to interpret the plot details directly. Parameters Source: Defines the price source (default: close) for calculating autocorrelation. Length: Sets the analysis period, ranging from 10 to 2000 (default: 200). Sensitivity: Adjusts the threshold sensitivity for defining correlation as positive or negative (default: 2.5). Interpretation Above 50 + Sensitivity: Indicates Positive Correlation. The price movements over the selected period are likely to continue in the same direction, potentially signaling a trend continuation. Below 50 - Sensitivity: Indicates Negative Correlation. The price movements show a likelihood of reversing, which could signal an upcoming trend reversal. Between 50 ± Sensitivity: Indicates No Correlation. Price movements are less predictable in direction, with no clear trend continuation or reversal tendency. How It Works The indicator calculates the logarithmic returns of the selected source price over each length period. It then compares returns over consecutive periods, categorizing them as either "winning" (consistent direction) or "losing" (inconsistent direction) movements. The result for each period is displayed as a percentage, with values above 50% indicating a higher degree of directional consistency (positive or negative). A table updates with descriptive labels (Positive Correlation, Negative Correlation, No Correlation) for each tested period, providing a quick overview. Visual Elements Plots: AutoCorrelation Test : Displays autocorrelation for the closest period (lag 1). AutoCorrelation Test : Displays autocorrelation for the second period (lag 2). AutoCorrelation Test : Displays autocorrelation for the third period (lag 3). Average: Displays the simple moving average of the three test periods for a smoothed view of overall correlation trends. Horizontal Lines: No Correlation (50%): A baseline indicating neutral correlation. Positive/Negative Correlation Thresholds: Dotted lines set at 50 ± Sensitivity, marking the thresholds for significant correlation. Usage Guide Adjust Parameters: Select the Source to define which price metric (e.g., close, open) will be analyzed. Set the Length based on your preferred analysis window (e.g., shorter for intraday trends, longer for swing trading). Modify Sensitivity to fine-tune the thresholds based on market volatility and personal trading preference. Interpret Table and Plots: Use the table to quickly check the correlation status of each lag period. Analyze the plots for changes in correlation. If multiple lags show positive correlation above the sensitivity threshold, a trend continuation may be expected. Conversely, negative values suggest a potential reversal. Integrate with Other Indicators: For enhanced insights, consider using the AutoCorrelation Test indicator in conjunction with other trend or momentum indicators. This indicator offers a powerful method to assess market conditions, identify potential trend continuations or reversals, and better inform trading decisions. Its customization options provide flexibility for various trading styles and timeframes.
Pine Script™ indikatörü
OmegaTools tarafından
Dynamic RSI Mean Reversion StrategyDynamic RSI Mean Reversion Strategy Overview: This strategy uses an RSI with ATR-Adjusted OB/OS levels in order to enhance the quality of it's mean reversion trades. It also incorporates a form of trend filtering in an effort to minimize downside and maximize upside. The backtest has fewer trades, as it uses substantial filtering to enhance trade quality. As you can see, I didn't cherry pick the results, so the results aren't the most beautiful thing you'll see in your life. I did this to ensure nobody gets misled. If you need a higher frequency of trades, consider removing the trend filter or increasing the length of the EMAs used for trend detection. Features: Dynamic OB/OS Levels: Uses ATR to adjust overbought and oversold thresholds dynamically, making the RSI more responsive in varying volatility conditions. This approach enhances signal strength by expanding the RSI range in high volatility and tightening it in low volatility. Mean Reversion Focus: Designed for mean reversion but incorporates a trend-following filter to reduce countertrend trades. When the RSI is high, it often indicates an uptrend, so a trend filter prevents shorting in these cases and the same goes for downtrends and longing. Trend Filtering: A moving average cross trend filter checks for the trend direction, with the RSI signal line color-coded to reflect trend shifts. Entries occur when the RSI crosses above or below the dynamic thresholds and is not a countertrend trade. Stop Losses: Stop losses are set based on ATR distance from the entry price, providing volatility-adjusted protection. Note: If you're using this strategy on assets with a higher price, remember to increase the initial capital in the strategy settings. Otherwise, the strategy won't generate any (or many) trades and you'll end up with some inaccurate results. Recommended Use: Test it on different assets and timeframes. I’ve found the best results with standard RSI inputs, a relatively slow ATR, and a slower MA cross for trend filtering. Thus, the defaults are set that way. If the trend metrics are too slow, you’ll filter out too many good trades while allowing crummy ones; if too fast, most trades may be filtered out. As always, this has a lot of configurability so experiment to find the balance that works for your trading style.
Pine Script™ stratejisi
nathanfarmer tarafından
RTI Thresholds Index | mad_tiger_slayerOverview of the Script The Relative Trend Index (RTI) Threshold Index is a custom indicator for TradingView that enhances a Relative Trend Index (RTI) . The RTI is designed to reflect the market’s trend strength by comparing the current price to dynamically calculated upper and lower trend boundaries. Additionally, the indicator includes overbought and oversold thresholds, and Trend-coded signals to visually represent market conditions for easier analysis. The RTI Threshold Index is created and meant for long term investments targeted for longer swing trades over a few months to years. How Do Investors Use the RTI Trend Index? In the provided chart image, the indicator is displayed on a Bitcoin price chart. Here’s what each visual component represents: INTENDED USES The RTI Threshold Index is NOT intended for SCALPING. With the nature of its components and calculations. This indicator will give false signals when the Timeframe is too low. The best intended use for high-quality signals are above the 12hr timeframes (Note: Coded to be used above 1 Day Timeframes) The RTI Threshold Index is a TREND-FOLLOWING and MEAN REVERTING INDICATOR . With the explanation below of the image you can see both Trend-Following and Mean Reversion Uses. A VISUAL REPRESENTATION INTENDED USES Relative Trend Index Line (Green/Red): The main RTI line changes colors based on long or short conditions, providing an immediate visual cue of the trend direction. This conditional state enter long when the RTI is greater than the long threshold and will not enter short until it is less than the short threshold. (vice versa) When the RTI is less than the short threshold and will not enter long until it is greater than the long threshold. EMA of RTI: A smoothed version of the RTI in yellow for more stable trend analysis. This EMA can be used for LONGER TERM trends. When the smoothed RTI is above 50, investors can assume that the trend will be in a trending state. Because this is slower than the RTI, you will get slower entries and slower exits. Threshold Lines: Green and red lines for long and short thresholds, along with dashed lines for overbought and oversold levels. These lines can be calibrated to allow the RTI to enter a long trending or short trending state. The lower the value is for Long Threshold line , it will enter a long trend faster. The higher the value for Short Threshold Line , it will exit faster. We can also set Overbought and Oversold Thresholds. With the RTI entering above the Overbought Threshold line, Investors can assume that the environment is getting heated or is overbought. Same for oversold with the RTI entering below the Oversold Threshold line, Investors can assume that the environment is getting heated or is overbought. Gradient Background: Shaded overbought and oversold areas improve readability by distinguishing these zones. This coloring of the shaded area tells us the oversold and overbought levels. Colored Candles: Candles change color based on the RTI condition, aligning the price action visually with the trend status. The Green symbolizes a long state while red symbolizes a short state. __________________________________________________________________________________ The indicator's primary elements include: Input Parameters: Configurable settings for trend length, sensitivity, moving average (MA) period, thresholds, and overbought/oversold levels. RTI Calculation: Computation of trend boundaries and the RTI value based on the price's position within these boundaries. Visual Components: Horizontal threshold lines, plotted RTI values, color-coded candles, and gradient fills for overbought and oversold zones. 1. Input Parameters The script includes several configurable inputs, allowing users to customize the indicator’s sensitivity and behavior according to market conditions: Trend Length: Controls the number of data points for trend calculations. Higher values produce a smoother, less responsive trend, while lower values make the trend more sensitive to recent price changes. Trend Sensitivity: Sets the sensitivity by defining the upper and lower percentiles for the trend boundaries. Higher sensitivity values make the RTI less reactive, while lower values increase responsiveness. MA length: Defines the period for the Exponential Moving Average (EMA) applied to the RTI, smoothing its output. longThreshold and shortThreshold: Set the levels for entering long and short positions. The RTI crossing above longThreshold or below shortThreshold signals a long or short condition, respectively. Overbought and oversold thresholds: When RTI exceeds overbought or falls below oversold, it indicates overbought or oversold market conditions. 2. Relative Trend Index (RTI) Calculation The RTI is calculated by dynamically setting upper and lower trend boundaries: Upper Trend and Lower Trend: Calculated by adding and subtracting the standard deviation of the closing price to/from the close, providing a measure of price variation. upper array and Lower Arrays : Arrays that hold the upper and lower trend values over the specified trend length period. Sorting and Indexing: After sorting these arrays, the values at specific percentiles (based on trend sensitivity) are selected as UpperTrend and LowerTrend. RTI formula: The RTI is calculated by normalizing the close price within the range of UpperTrend and LowerTrend. This yields a percentage that reflects the price's relative position within the trend range. 3. Threshold and Signal Lines Several horizontal lines mark key threshold levels: midline: A dashed line at 50, marking the RTI midpoint. overbought and oversold: Dashed lines for the overbought and oversold levels as set by overbought and oversold. long hline and short hline: Solid lines marking the longThreshold and shortThreshold levels for entering long and short trades. They are colored Green for long threshold and Red for short threshold 4. Long and Short Conditions The script defines long and short conditions based on the RTI’s position relative to the longThreshold and shortThreshold: isLong: Set to true when the RTI exceeds longThreshold, signaling a long condition. isShort: Set to true when the RTI drops below shortThreshold, signaling a short condition. overboughtcandles and oversoldcandles: Boolean variables that indicate when the RTI crosses the overbought or oversold thresholds, enhancing visual feedback. 5. Color Coding Color-coded elements help to visually indicate the RTI's current state: rtiColor: Sets the RTI line color based on the long or short condition (green for long, red for short). obosColor: Colors specific candles in the overbought (yellow) and oversold (purple) regions, adding clarity to these conditions. 6. Plotting and Visualization The following components display the RTI indicator and its conditions visually: RTI and EMA Plot: The RTI line is plotted alongside an EMA line for smooth trend observation. The RTI line uses the conditional colors to indicate market conditions. Background Gradient Fill: Shaded areas between the overbought and oversold levels highlight these zones in the background. Colored Candles: Candles on the price chart are color-coded based on the RTI condition (green for long, red for short), making it easy to see trend direction changes. Overbought and Oversold Gradient Fill: Gradient fills are applied to the overbought and oversold regions, creating a visual effect when the RTI reaches extreme levels. Conclusion The RTI Threshold Indicator is a powerful tool for assessing trend strength and market conditions. With configurable parameters, it adapts well to various timeframes and market environments, providing investors with a reliable means to identify potential entry and exit points. With configurable parameters, RTI Threshold Indicator can identify market conditions for potential buy and sell zones.
Pine Script™ indikatörü
mad_tiger_slayer tarafından
RSI with Short and Long EMAIntroduction This indicator overlays two Exponential Moving Averages (EMAs) directly onto the Relative Strength Index (RSI) to help traders identify momentum changes and potential trend shifts. The RSI (Relative Strength Index) is a popular momentum oscillator that measures the speed and change of price movements, generally used to spot overbought and oversold levels. Adding EMAs on top of the RSI can provide additional insight into RSI trends, smoothing out fluctuations and helping to identify crossovers that indicate potential buy or sell signals. In this indicator: Short EMA (default 20-period) is plotted on the RSI to track shorter-term momentum shifts within the RSI. Long EMA (default 50-period) is used to track longer-term momentum within the RSI, providing a comparison for the shorter EMA. How to Use RSI Momentum: The RSI itself, plotted as a blue line, moves between 0 and 100, with 70 and 30 commonly representing overbought and oversold levels. When RSI is above 70, it signals potential overbought conditions, while below 30 signals oversold conditions. Crossovers: Bullish Signal: When the Short EMA (green line) crosses above the Long EMA (red line), it suggests increasing momentum and may signal a potential buying opportunity. Bearish Signal: When the Short EMA crosses below the Long EMA, it indicates decreasing momentum and may signal a potential selling opportunity. Confirming Trends: When the RSI is above both EMAs, it often confirms an uptrend in momentum. Conversely, when the RSI is below both EMAs, it may indicate a downtrend. Overbought/Oversold Confirmation: In overbought conditions (RSI > 70), watch for the Short EMA to cross below the Long EMA to confirm a potential pullback. In oversold conditions (RSI < 30), look for the Short EMA to cross above the Long EMA to signal a potential recovery. By analyzing these crossovers along with the RSI levels, you can gain insights into trend strength and potential reversals. This indicator is particularly useful for spotting early signs of a trend shift before price action reflects it.
Pine Script™ indikatörü
devssahota tarafından
Trade Moments MA's + DPO + MACD StrategyExplanation of Key Components Zero-Lag Moving Average (ZLMA): Uses an EMA-based approach to reduce lag. EMA & SMA: Classic moving averages for trend confirmation. DPO: Detrends the price, helping to see cyclical movement in the data. Impulse MACD: Difference between the MACD line and signal line for momentum tracking. Trade Logic: Buy Signal: ZLMA crossing above SMA with a positive Impulse MACD. Sell Signal: ZLMA crossing below EMA with a negative Impulse MACD. This strategy provides visual buy/sell signals on the chart with customizable moving average lengths, which you can adjust as needed to optimize your trading approach.
Pine Script™ stratejisi
EnlaceET tarafından
ChikouTradeIndicatorndicator Title: ChikouTradeIndicator Short Title: CTI Description: The ChikouTradeIndicator (CTI) is designed to help traders identify potential trend reversals by analyzing short-term and long-term price ranges. It calculates the midpoint of the highest high and lowest low over two customizable lengths – the Turning Length (TL) and the Kumo Length (KL) – and determines market momentum by plotting the difference between these midpoints. How It Works: - Positive values (above the zero line) indicate bullish momentum, suggesting potential buying opportunities. - Negative values (below the zero line) indicate bearish momentum, suggesting potential selling opportunities. Features: - Two customizable inputs: - TL (Turning Length): Period used to calculate the short-term high/low midpoint. - KL (Kumo Length): Period used to calculate the longer-term high/low midpoint. Disclaimer: This indicator is intended as a supportive tool to enhance trading analysis. It does not guarantee profitability and should be used with caution. Trading involves risk, and users should perform their own research before making any trading decisions. The developer is not responsible for any losses incurred through the use of this indicator.
Pine Script™ indikatörü
Chikoutrader15 tarafından
ATR-Based Trend Oscillator with Donchian ChannelsThis script, my Magnum Opus, combines the best elements of trend detection into a powerful ATR-based trend strength oscillator. It has been meticulously engineered to give traders a consistent edge in trend analysis across any asset, including highly volatile markets like crypto and forex. The oscillator normalizes trend strength as a percentage of ATR, smoothing out noise and allowing the oscillator to remain highly responsive while adapting to varying asset volatility. Key Features: ATR-Based Oscillator: Measures trend strength in relation to Average True Range, which enhances accuracy and consistency across different assets. By normalizing to ATR, the oscillator produces stable and reliable values that capture shifts in trend momentum effectively. Dual Moving Averages for Smoothing: This script features two customizable moving averages to help confirm trend direction and strength, making it adaptable for short- and long-term analysis alike. Donchian Channels for Strength Bounds: A Donchian Channel over the smoothed trend strength oscillator visually bounds strength levels, enabling traders to spot breakout points or reversals quickly. Ideal for Multi-Asset Trading: The versatility of this indicator makes it a perfect choice across various asset classes, from stocks to forex and cryptocurrencies, maintaining consistency in signals and reliability. Suggested Pairing: Use this oscillator alongside a directional indicator, such as the Vortex Indicator, to confirm trend direction. This pairing allows traders to understand not only the strength but also the direction of the trend for optimized entry and exit points. Why This Indicator Will Elevate Your Trading: This trend strength oscillator has been refined to provide clarity and edge for any trader. By incorporating ATR-based normalization, it maintains accuracy in volatile and steady markets alike. The Donchian Channels add structure to trend strength, giving clear overbought and oversold signals, while the two moving averages ensure that lag is minimized without sacrificing accuracy. Whether you're scalping or trend-trading, this oscillator will enhance your ability to detect and interpret trend strength, making it an essential tool in any trading arsenal.
Pine Script™ indikatörü
Day_Ononuju tarafından
CCI Threshold StrategyThe CCI Threshold Strategy is a trading approach that utilizes the Commodity Channel Index (CCI) as a momentum indicator to identify potential buy and sell signals in financial markets. The CCI is particularly effective in detecting overbought and oversold conditions, providing traders with insights into possible price reversals. This strategy is designed for use in various financial instruments, including stocks, commodities, and forex, and aims to capitalize on price movements driven by market sentiment. Commodity Channel Index (CCI) The CCI was developed by Donald Lambert in the 1980s and is primarily used to measure the deviation of a security's price from its average price over a specified period. The formula for CCI is as follows: CCI=(TypicalPrice−SMA)×0.015MeanDeviation CCI=MeanDeviation(TypicalPrice−SMA)×0.015​ where: Typical Price = (High + Low + Close) / 3 SMA = Simple Moving Average of the Typical Price Mean Deviation = Average of the absolute deviations from the SMA The CCI oscillates around a zero line, with values above +100 indicating overbought conditions and values below -100 indicating oversold conditions (Lambert, 1980). Strategy Logic The CCI Threshold Strategy operates on the following principles: Input Parameters: Lookback Period: The number of periods used to calculate the CCI. A common choice is 9, as it balances responsiveness and noise. Buy Threshold: Typically set at -90, indicating a potential oversold condition where a price reversal is likely. Stop Loss and Take Profit: The strategy allows for risk management through customizable stop loss and take profit points. Entry Conditions: A long position is initiated when the CCI falls below the buy threshold of -90, indicating potential oversold levels. This condition suggests that the asset may be undervalued and due for a price increase. Exit Conditions: The long position is closed when the closing price exceeds the highest price of the previous day, indicating a bullish reversal. Additionally, if the stop loss or take profit thresholds are hit, the position will be exited accordingly. Risk Management: The strategy incorporates optional stop loss and take profit mechanisms, which can be toggled on or off based on trader preference. This allows for flexibility in risk management, aligning with individual risk tolerances and trading styles. Benefits of the CCI Threshold Strategy Flexibility: The CCI Threshold Strategy can be applied across different asset classes, making it versatile for various market conditions. Objective Signals: The use of quantitative thresholds for entry and exit reduces emotional bias in trading decisions (Tversky & Kahneman, 1974). Enhanced Risk Management: By allowing traders to set stop loss and take profit levels, the strategy aids in preserving capital and managing risk effectively. Limitations Market Noise: The CCI can produce false signals, especially in highly volatile markets, leading to potential losses (Bollinger, 2001). Lagging Indicator: As a lagging indicator, the CCI may not always capture rapid market movements, resulting in missed opportunities (Pring, 2002). Conclusion The CCI Threshold Strategy offers a systematic approach to trading based on well-established momentum principles. By focusing on overbought and oversold conditions, traders can make informed decisions while managing risk effectively. As with any trading strategy, it is crucial to backtest the approach and adapt it to individual trading styles and market conditions. References Bollinger, J. (2001). Bollinger on Bollinger Bands. New York: McGraw-Hill. Lambert, D. (1980). Commodity Channel Index. Technical Analysis of Stocks & Commodities, 2, 3-5. Pring, M. J. (2002). Technical Analysis Explained. New York: McGraw-Hill. Tversky, A., & Kahneman, D. (1974). Judgment under uncertainty: Heuristics and biases. Science, 185(4157), 1124-1131.
Pine Script™ stratejisi
EdgeTools tarafından
RSI & Impulse MACD Buy/Sell Signal//@version=5 indicator("RSI & Impulse MACD Buy/Sell Signal", overlay=true) // Define RSI settings rsiPeriod = 14 rsiSource = close rsi = ta.rsi(rsiSource, rsiPeriod) // Define MACD settings macdFastLength = 12 macdSlowLength = 26 macdSignalSmoothing = 9 = ta.macd(close, macdFastLength, macdSlowLength, macdSignalSmoothing) // Detect MACD crossing above and below zero macdAboveZero = ta.crossover(macdLine, 0) macdBelowZero = ta.crossunder(macdLine, 0) // Function to check for RSI bullish divergence isBullishDivergence(rsiSource, rsi) => // Find the lowest low of the last 5 bars low1 = ta.valuewhen(low == ta.lowest(low, 5), low, 0) low2 = ta.valuewhen(low == ta.lowest(low, 5), low, 1) // Find corresponding RSI values at those lows rsi1 = ta.valuewhen(low == ta.lowest(low, 5), rsi, 0) rsi2 = ta.valuewhen(low == ta.lowest(low, 5), rsi, 1) // Check if we have a bullish divergence: price makes a lower low, and RSI makes a higher low priceDivergence = (low1 < low2) and (rsi1 > rsi2) priceDivergence // Function to check for RSI bearish divergence isBearishDivergence(rsiSource, rsi) => // Find the highest high of the last 5 bars high1 = ta.valuewhen(high == ta.highest(high, 5), high, 0) high2 = ta.valuewhen(high == ta.highest(high, 5), high, 1) // Find corresponding RSI values at those highs rsi1 = ta.valuewhen(high == ta.highest(high, 5), rsi, 0) rsi2 = ta.valuewhen(high == ta.highest(high, 5), rsi, 1) // Check if we have a bearish divergence: price makes a higher high, and RSI makes a lower high priceDivergence = (high1 > high2) and (rsi1 < rsi2) priceDivergence // Check for bullish and bearish divergences in RSI bullishDivergence = isBullishDivergence(rsiSource, rsi) bearishDivergence = isBearishDivergence(rsiSource, rsi) // Condition for Buy Signal: MACD crossing above zero + RSI bullish divergence buySignal = macdAboveZero and bullishDivergence // Condition for Sell Signal: MACD crossing below zero + RSI bearish divergence sellSignal = macdBelowZero and bearishDivergence // Plot buy and sell signals on the chart plotshape(buySignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY") plotshape(sellSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL") // Plot RSI and MACD on the chart for reference plot(rsi, title="RSI", color=color.blue, linewidth=1) hline(70, "Overbought", color=color.red) hline(30, "Oversold", color=color.green) plot(macdLine, title="MACD Line", color=color.blue) plot(signalLine, title="Signal Line", color=color.orange) hline(0, "MACD Zero Line", color=color.gray)
Pine Script™ indikatörü
HyAly tarafından
Stoch RSI and RSI Buy/Sell Signals with MACD Trend FilterDescription of the Indicator This Pine Script is designed to provide traders with buy and sell signals based on the combination of Stochastic RSI, RSI, and MACD indicators, enhanced by the confirmation of candle colors. The primary goal is to facilitate informed trading decisions in various market conditions by utilizing different indicators and their interactions. The script allows customization of various parameters, providing flexibility for traders to adapt it to their specific trading styles. Usefulness This indicator is not just a mashup of existing indicators; it integrates the functionality of multiple momentum and trend-detection methods into a cohesive trading tool. The combination of Stochastic RSI, RSI, and MACD offers a well-rounded approach to analyzing market conditions, allowing traders to identify entry and exit points effectively. The inclusion of color-coded signals (strong vs. weak) further enhances its utility by providing visual cues about the strength of the signals. How to Use This Indicator Input Settings: Adjust the parameters for the Stochastic RSI, RSI, and MACD to fit your trading style. Set the overbought/oversold levels according to your risk tolerance. Signal Colors: Strong Buy Signal: Indicated by a green label and confirmed by a green candle (close > open). Weak Buy Signal: Indicated by a blue label and confirmed by a green candle (close > open). Strong Sell Signal: Indicated by a red label and confirmed by a red candle (close < open). Weak Sell Signal: Indicated by an orange label and confirmed by a red candle (close < open). Example Trading Strategy Using This Indicator To effectively use this indicator as part of your trading strategy, follow these detailed steps: Setup: Timeframe : Select a timeframe that aligns with your trading style (e.g., 15-minute for intraday, 1-hour for swing trading, or daily for longer-term positions). Indicator Settings : Customize the Stochastic RSI, RSI, and MACD parameters to suit your trading approach. Adjust overbought/oversold levels to match your risk tolerance. Strategy: 1. Strong Buy Entry Criteria : Wait for a strong buy signal (green label) when the RSI is at or below the oversold level (e.g., ≤ 35), indicating a deeply oversold market. Confirm that the MACD shows a decreasing trend (bearish momentum weakening) to validate a potential reversal. Ensure the current candle is green (close > open) if candle color confirmation is enabled. Example Use : On a 1-hour chart, if the RSI drops below 35, MACD shows three consecutive bars of decreasing negative momentum, and a green candle forms, enter a buy position. This setup signals a robust entry with strong momentum backing it. 2. Weak Buy Entry Criteria : Monitor for weak buy signals (blue label) when RSI is above the oversold level but still below the neutral (e.g., between 36 and 50). This indicates a market recovering from an oversold state but not fully reversing yet. These signals can be used for early entries with additional confirmations, such as support levels or higher timeframe trends. Example Use : On the same 1-hour chart, if RSI is at 45, the MACD shows momentum stabilizing (not necessarily negative), and a green candle appears, consider a partial or cautious entry. Use this as an early warning for a potential bullish move, especially when higher timeframe indicators align. 3. Strong Sell Entry Criteria : Look for a strong sell signal (red label) when RSI is at or above the overbought level (e.g., ≥ 65), signaling a strong overbought condition. The MACD should show three consecutive bars of increasing positive momentum to indicate that the bullish trend is weakening. Ensure the current candle is red (close < open) if candle color confirmation is enabled. Example Use : If RSI reaches 70, MACD shows increasing momentum that starts to level off, and a red candle forms on a 1-hour chart, initiate a short position with a stop loss set above recent resistance. This is a high-confidence signal for potential price reversal or pullback. 4. Weak Sell Entry Criteria : Use weak sell signals (orange label) when RSI is between the neutral and overbought levels (e.g., between 50 and 64). These can indicate potential short opportunities that might not yet be fully mature but are worth monitoring. Look for other confirmations like resistance levels or trendline touches to strengthen the signal. Example Use : If RSI reads 60 on a 1-hour chart, and the MACD shows slight positive momentum with signs of slowing down, place a cautious sell position or scale out of existing long positions. This setup allows you to prepare for a possible downtrend. Trade Management: Stop Loss : For buy trades, place stop losses below recent swing lows. For sell trades, set stops above recent swing highs to manage risk effectively. Take Profit : Target nearby resistance or support levels, apply risk-to-reward ratios (e.g., 1:2), or use trailing stops to lock in profits as price moves in your favor. Confirmation : Align these signals with broader trends on higher timeframes. For example, if you receive a weak buy signal on a 15-minute chart, check the 1-hour or daily chart to ensure the overall trend is not bearish. Real-World Example: Imagine trading on a 15-minute chart : For a buy: A strong buy signal (green) appears when the RSI dips to 32, MACD shows declining bearish momentum, and a green candle forms. Enter a buy position with a stop loss below the most recent support level. Alternatively, a weak buy signal (blue) appears when RSI is at 47. Use this as a signal to start monitoring the market closely or enter a smaller position if other indicators (like support and volume analysis) align. For a sell: A strong sell signal (red) with RSI at 72 and a red candle signals to short with conviction. Place your stop loss just above the last peak. A weak sell signal (orange) with RSI at 62 might prompt caution but can still be acted on if confirmed by declining volume or touching a resistance level. These strategies show how to blend both strong and weak signals into your trading for more nuanced decision-making. Technical Analysis of the Code 1. Stochastic RSI Calculation: The script calculates the Stochastic RSI (stochRsiK) using the RSI as input and smooths it with a moving average (stochRsiD). Code Explanation : ta.stoch(rsi, rsi, rsi, stochLength) computes the Stochastic RSI, and ta.sma(stochRsiK, stochSmoothing) applies smoothing. 2. RSI Calculation : The RSI is computed over a user-defined period and checks for overbought or oversold conditions. Code Explanation : rsi = ta.rsi(close, rsiLength) calculates RSI values. 3. MACD Trend Filter : MACD is calculated with fast, slow, and signal lengths, identifying trends via three consecutive bars moving in the same direction. Code Explanation : = ta.macd(close, macdLengthFast, macdLengthSlow, macdSignalLength) sets MACD values. Conditions like macdLine < macdLine confirm trends. 4. Buy and Sell Conditions : The script checks Stochastic RSI, RSI, and MACD values to set buy/sell flags. Candle color filters further confirm valid entries. Code Explanation : buyConditionMet and sellConditionMet logically check all conditions and toggles (enableStochCondition, enableRSICondition, etc.). 5. Signal Flags and Confirmation : Flags track when conditions are met and ensure signals only appear on appropriate candle colors. Code Explanation : Conditional blocks (if statements) update buyFlag and sellFlag. 6. Labels and Alerts : The indicator plots "BUY" or "SELL" labels with the RSI value when signals trigger and sets alerts through alertcondition(). Code Explanation : label.new() displays the signal, color-coded for strength based on RSI. NOTE : All strategies can be enabled or disabled in the settings, allowing traders to customize the indicator to their preferences and trading styles.
Pine Script™ indikatörü
Pedro-Elias tarafından
Dynamic Autocorrelation Visualizer (YavuzAkbay)The Dynamic Autocorrelation Visualizer (DAV) is a specialized indicator that analyzes and displays the autocorrelation of closing prices over multiple time lags. The autocorrelation function is a well-established economic calculation that measures how past price movements correlate with current prices at various intervals. This indicator implements this function to provide traders with insights into how these correlations evolve over time, enabling them to identify shifts in market behavior and trends. Key Features and Functionality 1. Input Parameters: Max Lag: This parameter determines the maximum number of lags for which the autocorrelation will be calculated. By default, it is set to 10, allowing traders to observe the correlation from the most recent price up to 10 periods back. Calculation Period: The period over which the autocorrelation is calculated, set by default to 50. This setting allows users to adapt the analysis to different time frames depending on their trading strategies. 2. Autocorrelation Calculation: The DAV calculates the average closing price over the specified period using the Simple Moving Average (SMA). This average serves as a reference point for measuring deviations in price behavior. It then computes the denominator for the autocorrelation formula, which is the sum of the squared differences between each closing price and the average price. This normalization ensures that the autocorrelation values are meaningful and statistically valid. For each specified lag (from 0 to max_lag - 1), the indicator calculates the numerator by summing the product of deviations from the mean for both the current and lagged prices. The autocorrelation value for each lag is then derived by dividing the numerator by the denominator, producing a set of autocorrelation values that reflect the strength and direction of price relationships over time. 3. Visualization: The results for each lag's autocorrelation are plotted as individual lines on the chart, each differentiated by color to represent different lag periods. A zero line is drawn as a reference, helping traders easily identify when autocorrelation values cross from positive to negative or vice versa. The color gradient from the brightest blue (for lag 1) to darker shades indicates the relative strength of the autocorrelation for each lag, providing an immediate visual cue for analysis. Indicator is Useful for Seeing how correlation patterns evolve Identifying periods where the market changes its behavior Spotting when certain lag patterns become more or less significant How to Use the DAV Indicator Before using the indicator, it should be backtested on the chart and the mechanics should be learned. In general, if all lags of the indicator are above 0, it means that the trend is continuing. When the lags start to fall below 0 one by one, it means a trend reversal or instability. The indicator is in a sense a 90 degree freeze trace of the Autocorrelation indicator that I have also integrated into Tradingview (available in my profile), so it may be more understandable if used in conjunction with this indicator.
Pine Script™ indikatörü
YavuzAkbay tarafından