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MACD histogram relative open/closePrelude This script makes it easy to capture MACD Histogram open/close for automated trading. There seems to be no "magic" value for MACD Histogram that always works as a cut-off for trade entry/exit, because of the variation in market price over time. The idea behind this script is to replicate the view of the MACD graph we (humans) see on the screen, in mathematics, so the computer can approximately detect when the curve is opening/closing. Math The maths for this is composed of 2 sections - 1. Entry - i. To trigger entry, we normalize the Histogram value by first determining the lowest and highest values on the MACD curves (MACD, Signal & Hist). ii. The lowest and highest values are taken over the "Frame of reference" which is a hyperparameter. iii. Once the frame of reference is determined, the entry cutoff param can be defined with respect to the values from (i) (10% by default) 2. Exit To trigger an exit, a trader searches for the point where the Histogram starts to drop "steeply". To convert the notion of "steep" into mathematics - i. Take the max histogram value reached since last MACD curve flip ii. Define the cutoff with reference to the value from (i) (30% by default) Plots Gray - Dead region Blue - Histogram opening Red - Histogram is closing Notes A good value for the frame of reference can be estimated by looking at the timescale of the graph you generally work with during manual trading. For me, that turned out to be ~2.5 hours. (as shown in the above graph) For a 3-minute ticker, frame of reference = 2.5 * 60 / 3 = 50 Which is the default given in this script. Ultimately, it is up to you to do grid search and find these hyperparams for the stock and ticker size you're working with. Also, this script only serves the purpose of detecting the Histogram curve opening/closing. You may want to add further checks to perform proper trading using MACD.
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devxpy tarafından
1
Elder Impulse SnapshotNASDAQ:AMZN I've always been intrigued by the Elder Impulse System but found it labour intensive with its flipping back and forth between daily and weekly charts. I also wasn't fond of the way it repainted the candlesticks. So I set out to build a version where you could get every trade signal filtered down in one chart and still see the real price action. This article provides a decent overview of the original system: www.investopedia.com Elder Impulse Snapshot uses two EMAs and two MACDs, one of each to process both the daily and weekly data. The daily data gets an EMA of 13 periods and the standard MACD settings. For the weekly info, the EMA is set to 65 periods and all the MACD values are also multiplied by five (60, 130, 45). Buy signals are generated when both EMAs and both MACD histograms are rising. When all four of these elements are falling, sell signals are generated. If any of the indicators disagree, no signal is generated and entering any trade is not advised. The blue and red arrows are the buy and sell signals. From my reading, it appears Dr. Elder recommended exiting the trade as soon as the system no longer generated a signal, though the case could be made for taking partial profit and moving up your stop loss to ride the trend out longer provided you haven't been stopped out yet.
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stvch tarafından
3
RSI5_50 with DivergenceThis is variation of RSI Divergence strategy. I have added a filter (long term RSI) to the Rules. strategy BUYs when RSI 50 period is above 50 line and there is divergence on the short term RSI settings ========= short term RSI period 5 long term RSI period 50 stopLoss is 8% --- if setting is enabled BUY Rule ======== RSI 50 is above 50 line short term RSI is showing divergence Add to existing ============== if already in position, BUY when shorTermRSI is crossing above 20 TakeProfit ========= when longTermRSI reaches 60,65, 70 and 75 level , take partial profits . (not when crossing down --- This may affect on profits , because when price goes down , it goes very fast ) Exit ===== when longTermRSI is crossing down 30 OR stopLoss value hits Note: When I tested this with GOOGL stock , I have got excellent results ... any experts there , please check everything is good with scripting ... Happy Trading
Pine Script® stratejisi
eemani123 tarafından
17
DARYL GUPPY'S MMA (MULTIPLE MOVING AVERAGES)This script plots 2 separate bundles of moving averages, consisting of 6 different MAs each, with the goal to avoid some false signal provided by individual MAs, and was designed by Daryl Guppy, an Australian trader. The first bundle consists of 6 "fast" MAs (default width: 3, 5, 8, 10, 12, 15 periods) and is highlighted in blue. The second consists of 6 "slow" MAs (default width: 30, 35, 40, 45, 50, 60 periods) and is highlighted in orange. However I made it possible to modify the width for each MA. The original Daryl Guppy's MMA is made of EMAs, however this script also includes the possibility to plot SMAs instead. From an operational point of view, those bundles act like individual MAs. So the trader should watch for crosses, convergences and divergencies between the 2 bundles and between the individual averages.
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Bezzus tarafından
Stochastic based on Closing Prices - Identify and Rank TrendsStochClose is a trend indicator that can be used on its own to measure trend strength, in a scan to rank a group of securities according to trend strength or as part of a trend following strategy. Moreover, it acts as a volatility-adjusted trend indicator that puts securities on an equal footing. StochClose measures the location of the current close relative to the close-only high-low range over a given period of time. In contrast to the traditional Stochastic Oscillator, this indicator only uses closing prices. Traditional Stochastic uses intraday highs and lows to calculate the range. The focus on closing prices reduces signal noise caused by intraday highs and lows, and filters out errant or irrationally exuberant price spikes. Here are some examples when the high or low was out of proportion and suspect. Perhaps most famously, there were errant spike lows in dozens of ETFs in August 2015 (XLK, IJR, ITB). There were other spikes in VMBS (October 2014), IJR (October 2008) and KRE (May 2011). Elsewhere, there were suspicious spikes in IEI (April 2020), CHD (March 2020), CCRN (March 2020) and FNB (March 2020) The preferred setting to identify medium and long-term uptrends is 125 days with 5 days smoothing. 125 days covers around six months. Thus, StochClose(125,5) is a 5-day SMA of the 125-day Stochastic based on closing prices. Smoothing with the 5-day SMA introduces a little lag, but reduces whipsaws and signal noise. StochClose fluctuates between 0 and 100 with 50 as the midpoint. Values above 80 indicate that the current price is near the high end of the 125-day range, while values below 20 indicate that price is near the low end of the range. For signals, a move above 60 puts the indicator firmly in the top half of the range and points to an uptrend. A move below 40 puts the indicator firmly in the bottom half of the range and points to a downtrend. StochClose values can also be ranked to separate the leaders from the laggards. In contrast to Rate-of-Change and Percentage Above/Below a Moving Average, StochClose acts as a volatility-adjusted indicator that can identify trend strength or weakness. The Consumer Staples SPDR is unlikely to win in a Rate-of-Change contest with the Technology SPDR. However, it is just as easy for the Consumer Staples SPDR to get in the top of its range as it is for the Technology SPDR. StochClose puts securities on an equal footing. StochClose measures trend direction and trend strength with one number. The indicator value tells us immediately if the security is trending higher or lower. Furthermore, we can compare this value against the values for other securities. Securities with higher StochClose values are stronger than those with lower values.
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trendinvestorpro tarafından
2
RVC-Buy-rulesTrend Template for short/medium/long term trading. Kindly use this along with other indicators. Concept is simple "Buy the strength i.e. winners, sell the weakness i.e. losers" //1. Current Price is above 150 and 200 day avg //2. 150 day moving avg is more than 200 day avg //3. 50-day moving avg is above 150-day and 200-day moving average //4. current price is above 50 day moving average //5. Current stock price is at-least 30% above 52-week low. //6. Current stock price is with in 25% of 52-week high //7. RSI is >60 Kindly modify and use it according to your need. Incase if this script is found useful, please click on follow/like :)
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rvc8280 tarafından
5
LUBEThis is a chart meant for 30m BTCUSD but could be used for many other assets, and there are inputs to play with. I decided on the strange title "LUBE" because I was measuring how many of the previous 500 bars had the current price level already been in. I wanted to discover when the price was in a new zone or an area that it hadn't spent much time in recently... the LUBE zone. Think of the blue line as showing you the current level friction. If the blue line is high, price is quagmired and not moving quickly. Price could trend sideways for a while before breaking out. A high blue line is a high traffic zone for trading. When the blue line dips low, it's encountering a price zone the asset has not been observed in recently, and this could mean price could break out and move more freely and quickly when it does. We get a trade entry signal if the blue line dips below the bottom white line. The bottom white line is currently set to -10. Think about the lowest the blue line has been recently as 0, and the highest as 100. It is set by default (for BTCUSD 30m chart) to -10 meaning the blue line has to dip a little (-10%) below the lowest it has experienced recently to initiate a trade. This is the LUBE zone. The bottom white line shows that level. Again this is a level lower than the lowest amount of friction experienced in price action for the last 100 bars, but offset by 5 bars showing where that level was at 5 bars ago. We want to dip below that to initiate a trade. The direction to trade in is determined by a very quick moving weighted moving average (variable name is "fir") to see if the recent trend is up or down. To end a trade, an arbitrary number between 0 and 100 is picked telling us when we are experiencing enough friction again to end the trade. I have it preset to 50 (think of it as 50/100 or half way between the white bars. At a 50% friction level it's time to get out of the trade. Some shortcomings are missing the bulk of big moves, and experiencing whipsaws where price action zips up and then comes straight back down. Overall the backtest looks sweet enough to use on 2x leverage, experiencing a 17.78% max drawdown at the time of publishing. I wouldn't push the leverage any higher. To get alerts change the word "strategy" to "study" and delete lines 60-67. Bot traders using alerts: beware the alert conditions. If a trade goes directly from long to short (which happens rarely), without closing a trade first, it might not act properly. If you use bots to trade, for "LONG" please close any old trades first before putting in instructions to open a leveraged long. To go "SHORT" please remember to close any old trade first as well, and things *should* work out just fine. Good luck, have fun, and feel free to mess up and butcher this code to your own liking. I'm not responsible if anything bad that happens to you if you use this trading system, or for any bugs you may encounter.
Pine Script® stratejisi
Jomy tarafından
25
Price Action and 3 EMAs Momentum plus Sessions FilterThis indicator plots on the chart the parameters and signals of the Price Action and 3 EMAs Momentum plus Sessions Filter Algorithmic Strategy. The strategy trades based on time-series (absolute) and relative momentum of price close, highs, lows and 3 EMAs. I am still learning PS and therefore I have only been able to write the indicator up to the Signal generation. I plan to expand the indicator to Entry Signals as well as the full Strategy. The strategy works best on EURUSD in the 15 minutes TF during London and New York sessions with 1 to 1 TP and SL of 30 pips with lots resulting in 3% risk of the account per trade. I have already written the full strategy in another language and platform and back tested it for ten years and it was profitable for 7 of the 10 years with average profit of 15% p.a which can be easily increased by increasing risk per trade. I have been trading it live in that platform for over two years and it is profitable. Contributions from experienced PS coders in completing the Indicator as well as writing the Strategy and back testing it on Trading View will be appreciated. STRATEGY AND INDICATOR PARAMETERS Three periods of 12, 48 and 96 in the 15 min TF which are equivalent to 3, 12 and 24 hours i.e (15 min * period / 60 min) are the foundational inputs for all the parameters of the PA & 3 EMAs Momentum + SF Algo Strategy and its Indicator. 3 EMAs momentum parameters and conditions • FastEMA = ema of 12 periods • MedEMA = ema of 48 periods • SlowEMA = ema of 96 periods • All the EMAs analyse price close for up to 96 (15 min periods) equivalent to 24 hours • There’s Upward EMA momentum if price close > FastEMA and FastEMA > MedEMA and MedEMA > SlowEMA • There’s Downward EMA momentum if price close < FastEMA and FastEMA < MedEMA and MedEMA < SlowEMA PA momentum parameters and conditions • HH = Highest High of 48 periods from 1st closed bar before current bar • LL = Lowest Low of 48 periods from 1st closed bar from current bar • Previous HH = Highest High of 84 periods from 12th closed bar before current bar • Previous LL = Lowest Low of 84 periods from 12th closed bar before current bar • All the HH & LL and prevHH & prevLL are within the 96 periods from the 1st closed bar before current bar and therefore indicative of momentum during the past 24 hours • There’s Upward PA momentum if price close > HH and HH > prevHH and LL > prevLL • There’s Downward PA momentum if price close < LL and LL < prevLL and HH < prevHH Signal conditions and Status (BuySignal, SellSignal or Neutral) • The strategy generates Buy or Sell Signals if both 3 EMAs and PA momentum conditions are met for each direction and these occur during the London and New York sessions • BuySignal if price close > FastEMA and FastEMA > MedEMA and MedEMA > SlowEMA and price close > HH and HH > prevHH and LL > prevLL and timeinrange (LDN&NY) else Neutral • SellSignal if price close < FastEMA and FastEMA < MedEMA and MedEMA < SlowEMA and price close < LL and LL < prevLL and HH < prevHH and timeinrange (LDN&NY) else Neutral Entry conditions and Status (EnterBuy, EnterSell or Neutral)(NOT CODED YET) • ENTRY IS NOT AT THE SIGNAL BAR but at the current bar tick price retracement to FastEMA after the signal • EnterBuy if current bar tick price <= FastEMA and current bar tick price > prevHH at the time of the Buy Signal • EnterSell if current bar tick price >= FastEMA and current bar tick price > prevLL at the time of the Sell Signal
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MoqebeloEJD tarafından
3
Delta Volume Candles [LucF]█  OVERVIEW This indicator plots on-chart volume delta information using candles that can replace your normal candles, tops and bottoms appended to normal candles, optional MAs of those tops and bottoms levels, a divergence channel and a chart background. The indicator calculates volume delta using intrabar analysis, meaning that it uses the lower timeframe bars constituting each chart bar. █  CONCEPTS Volume Delta ​The ​volume delta concept divides a bar's ​volume in "up" and "down" ​volumes. The delta is calculated by subtracting down ​volume from up ​volume. Many calculation techniques exist to isolate up and down ​volume within a bar. The simplest use the polarity of interbar price changes to assign their ​volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the ​volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which considerably limits the historical depth of charts and the number of symbols for which tick data is available. Furthermore, historical tick data is not yet available on TradingView. This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating ​volume delta. It is currently the most precise method usable on TradingView charts. TradingView's Volume Profile built-in indicators use it, as do the CVD - Cumulative ​Volume Delta Candles and CVD - Cumulative Volume Delta (Chart) indicators published from the TradingView account . My Delta Volume Channels and Volume Delta Columns Pro indicators also use intrabar analysis. Other ​volume delta indicators such as my Realtime 5D Profile use realtime chart updates to calculate volume delta without intrabar analysis, but that type of indicator only works in real time; they cannot calculate on historical bars. This is the logic I use to determine the polarity of intrabars, which determines the up or down slot where its ​volume is added:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar, and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's ​volume determined, the up volumes are added, and the down volumes subtracted. The resulting value is ​volume delta for that chart bar, which can be used as an estimate of the buying/selling pressure on an instrument. Not all markets have volume information. Without it, this indicator is useless. Intrabar analysis Intrabars are chart bars at a lower timeframe than the chart's. The timeframe used to access intrabars determines the number of intrabars accessible for each chart bar. On a 1H chart, each chart bar of an active market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. This indicator automatically calculates an appropriate lower timeframe using the chart's timeframe and the settings you use in the script's "Intrabars" section of the inputs. As it can access lower timeframes as small as seconds when available, the indicator can be used on charts at relatively small timeframes such as 1min, provided the market is active enough to produce bars at second timeframes. The quantity of intrabars analyzed in each chart bar determines:  • The precision of calculations (more intrabars yield more precise results).  • The chart coverage of calculations (there is a 100K limit to the quantity of intrabars that can be analyzed on any chart,   so the more intrabars you analyze per chart bar, the less chart bars can be calculated by the indicator). The information box displayed at the bottom right of the chart shows the lower timeframe used for intrabars, as well as the average number of intrabars detected for chart bars and statistics on chart coverage. Balances This indicator calculates five balances from volume delta values. The balances are oscillators with a zero centerline; positive values are bullish, and negative values are bearish. It is important to understand the balances as they can be used to:  • Color candle bodies.  • Calculate body and top and bottom divergences.  • Color an EMA channel.  • Color the chart's background.  • Configure markers and alerts. The five balances are: 1 — Bar Balance : This is the only balance using instant values; it is simply the subtraction of the down volume​ from the up volume​ on the bar, so the instant volume delta for that bar. 2 — Average Balance : Calculates a distinct EMA for both the up and down volumes, and subtracts the down EMA from the up EMA.   The result is akin to MACD's histogram because it is the subtraction of two moving averages. 3 — Momentum Balance : Starts by calculating, separately for both up and down volumes, the difference between the same EMAs used in "Average Balance" and   an SMA of twice the period used for the "Average Balance" EMAs. The difference for the up side is subtracted from the difference for the down side,   and an RSI of that value is calculated and brought over the −50/+50 scale. 4 — Relative Balance : The reference values used in the calculation are the up and down EMAs used in the "Average Balance".   From those, we calculate two intermediate values using how much the instant up and down volumes on the bar exceed their respective EMA — but with a twist.   If the bar's up volume​ does not exceed the EMA of up volume​, a zero value is used. The same goes for the down volume​ with the EMA of down volume​.   Once we have our two intermediate values for the up and down volumes exceeding their respective MA, we subtract them. The final value is an ALMA of that subtraction.   The rationale behind using zero values when the bar's up/down volume​ does not exceed its EMA is to only take into account the more significant volume​.   If both instant volume​ values exceed their MA, then the difference between the two is the signal's value.   The signal is called "relative" because the intermediate values are the difference between the instant up/down volumes and their respective MA.   This balance flatlines when the bar's up/down volumes do not exceed their EMAs, which makes it useful to spot areas where trader interest dwindles, such as consolidations.   The smaller the period of the final value's ALMA, the more easily it will flatline. These flat zones should be considered no-trade zones. 5 — Percent Balance : This balance is the ALMA of the ratio of the "Bar Balance" over the total volume for that bar. From the balances and marker conditions, two more values are calculated: 1 — Marker Bias : This sums the up/down (+1/‒1) occurrences of the markers 1 to 4 over a period you define, so it ranges from −4 to +4, times the period.   Its calculation will depend on the modes used to calculate markers 3 and 4. 2 — Combined Balances : This is the sum of the bull/bear (+1/−1) states of each of the five balances, so it ranges from −5 to +5. The periods for all of these balances can be configured in the "Periods" section at the bottom of the script's inputs. As you cannot see the balances on the chart, you can use my Volume Delta Columns Pro indicator in a pane; it can plot the same balances, so you will be able to analyze them. Divergences In the context of this indicator, a divergence is any bar where the bear/bull state of a balance (above/below its zero centerline) diverges from the polarity of a chart bar. No directional bias is assigned to divergences when they occur. Candle bodies and tops/bottoms can each be colored differently on divergences detected from distinct balances. Divergence Channel The divergence channel is the space between two levels (by default, the bar's open and close ) saved when divergences occur. When price (by default the close ) has breached a channel and a new divergence occurs, a new channel is created. Until that new channel is breached, bars where additional divergences occur will expand the channel's levels if the bar's price points are outside the channel. Prices breaches of the divergence channel will change its state. Divergence channels can be in one of three different states:  • Bull (green): Price has breached the channel to the upside.  • Bear (red): Price has breached the channel to the downside.  • Neutral (gray): The channel has not yet been breached. █  HOW TO USE THE INDICATOR I do not make videos to explain how to use my indicators. I do, however, try hard to include in their description everything one needs to understand what they do. From there, it's up to you to explore and figure out if they can be useful in your trading practice. Communicating in videos what this description and the script's tooltips contain would make for very long videos that would likely exceed the attention span of most people who find this description too long. There is no quick way to understand an indicator such as this one because it uses many different concepts and has quite a bit of settings one can use to modify its visuals and behavior — thus how one uses it. I will happily answer questions on the inner workings of the indicator, but I do not answer questions like "How do I trade using this indicator?" A useful answer to that question would require an in-depth analysis of who you are, your trading methodology and objectives, which I do not have time for. I do not teach trading. Start by loading the indicator on an active chart containing volume information. See here if you need help. The default configuration displays:  • Normal candles where the bodies are only colored if the bar's volume has increased since the last bar.   If you want to use this indicator's candles, you may want to disable your chart's candles by clicking the eye icon to the right of the symbol's name in the top left of the chart.  • A top or bottom appended to the normal candles. It represents the difference between up and down volume for that bar   and is positioned at the top or bottom, depending on its polarity. If up volume is greater than down volume, a top is displayed. If down volume is greater, a bottom is plotted.   The size of tops and bottoms is determined by calculating a factor which is the proportion of volume delta over the bar's total volume.   That factor is then used to calculate the top or bottom size relative to a baseline of the average candle body size of the last 100 bars.  • An information box in the bottom right displaying intrabar and chart coverage information.  • A light red background when the intrabar volume differs from the chart's volume by more than 1%. The script's inputs contain tooltips explaining most of the fields. I will not repeat them here. Following is a brief description of each section of the indicator's inputs which will give you an idea of what the indicator can do: Normal Candles is where you configure the replacement candles plotted by the script. You can choose from different coloring schemes for their bodies and specify a unique color for bodies where a divergence calculated using the method you choose occurs. Volume Tops & Botttoms is where you configure the display of tops and bottoms, and their EMAs. The EMAs are calculated from the high point of tops and the low point of bottoms. They can act as a channel to evaluate price, and you can choose to color the channel using a gradient reflecting the advances/declines in the balance of your choice. Divergence Channel is where you set up the appearance and behavior of the divergence channel. These areas represent levels where price and volume delta information do not converge. They can be interpreted as regions with no clear direction from where one will look for breaches. You can configure the channel to take into account one or both types of divergences you have configured for candle bodies and tops/bottoms. Background allows you to configure a gradient background color that reflects the advances/declines in the balance of your choice. You can use this to provide context to the volume delta values from bars. You can also control the background color displayed on volume discrepancies between the intrabar and the chart's timeframe. Intrabars is where you choose the calculation mode determining the lower timeframe used to access intrabars. The indicator uses the chart's timeframe and the type of market you are on to calculate the lower timeframe. Your setting there should reflect which compromise you prefer between the precision of calculations and chart coverage. This is also where you control the display of the information box in the lower right corner of the chart. Markers allows you to control the plotting of chart markers on different conditions. Their configuration determines when alerts generated from the indicator will fire. Note that in order to generate alerts from this script, they must be created from your chart. See this Help Center page to learn how. Only the last 500 markers will be visible on the chart, but this will not affect the generation of alerts. Periods is where you configure the periods for the balances and the EMAs used in the indicator. The raw values calculated by this script can be inspected using the Data Window. █  INTERPRETATION Rightly or wrongly, volume delta is considered by many a useful complement to the interpretation of price action. I use it extensively in an attempt to find convergence between my read of volume delta and price movement — not so much as a predictor of future price movement. No system or person can predict the future. Accordingly, I consider people who speak or act as if they know the future with certainty to be dangerous to themselves and others; they are charlatans, imprudent or blissfully ignorant. I try to avoid elaborate volume delta interpretation schemes involving too many variables and prefer to keep things simple:  • Trends that have more chances of continuing should be accompanied by VD of the same polarity.   In trends, I am looking for "slow and steady". I work from the assumption that traders and systems often overreact, which translates into unproductive volatility.   Wild trends are more susceptible to overreactions.  • I prefer steady VD values over wildly increasing ones, as large VD increases often come with increased price volatility, which can backfire.   Large VD values caused by stopping volume will also often occur on trend reversals with abnormally high candles.  • Prices escaping divergence channels may be leading a trend in that direction, although there is no telling how long that trend will last; could be just a few bars or hundreds.   When price is in a channel, shifts in VD balances can sometimes give us an idea of the direction where price has the most chance of breaking.  • Dwindling VD will often indicate trend exhaustion and predate reversals by many bars, but the problem is that mere pauses in a trend will often produce the same behavior in VD.   I think it is too perilous to infer rigidly from VD decreases. Divergence Channel Here I have configured the divergence channels to be visible. First, I set the bodies to display divergences on the default Bar Balance. They are indicated by yellow bodies. Then I activated the divergence channels by choosing to draw levels on body divergences and checked the "Fill" checkbox to fill the channel with the same color as the levels. The divergence channel is best understood as a direction-less area from where a breach can be acted on if other variables converge with the breach's direction: Tops and Bottoms EMAs I find these EMAs rather interesting. They have no equivalent elsewhere, as they are calculated from the top and bottom values this indicator plots. The only similarity they have with volume-weighted MAs, including VWAP, is that they use price and volume. This indicator's Tops and Bottoms EMAs, however, use the price and volume delta. While the channel differs from other channels in how it is calculated, it can be used like others, as a baseline from which to evaluate price movement or, alternatively, as stop levels. Remember that you can change the period used for the EMAs in the "Periods" section of the inputs. This chart shows the EMAs in action, filled with a gradient representing the advances/decline from the Momentum balance. Notice the anomaly in the chart's latest bars where the Momentum balance gradient has been indicating a bullish bias for some time, during which price was mostly below the EMAs. Price has just broken above the channel on positive VD. My interpretation of this situation would be that it is a risky opportunity for a long trade in the larger context where the market has been in a downtrend since the 5th. Intrepid traders choosing to enter here could do so with a "make or break" tight stop that will minimize their losses should the market continue its downtrend while hopefully preserving the potential upside of price continuing on the longer-term uptrend prevalent since the 28th: █  NOTES Volume If you use indicators such as this one which depends on volume information, it is important to realize that the volume data they consume comes from data feeds, and that all data feeds are NOT created equally. Those who create the data feeds we use must make decisions concerning the nature of the transactions they tally and the way they are tallied in each feed, and these decisions affect the nature of our volume data. My Volume X-ray publication discusses some of the reasons why volume information from different timeframes, brokers/exchanges or sectors may vary considerably. I encourage you to read it. This indicator's display of a warning through a background color on volume discrepancies between the timeframe used to access intrabars and the chart's timeframe is an attempt to help you realize these variations in feeds. Don't take things for granted, and understand that the quality of a given feed's volume information affects the quality of the results this indicator calculates. Markets as ecosystems I believe it is perilous to think that behavioral patterns you discover in one market through the lens of this or any other indicator will necessarily port to other markets. While this may sometimes be the case, it will often not. Why is that? Because each market is its own ecosystem. As cities do, all markets share some common characteristics, but they also all have their idiosyncrasies. A proportion of a city's inhabitants is always composed of outsiders who come and go, but a core population of regulars and systems is usually the force that actually defines most of the city's observable characteristics. I believe markets work somewhat the same way; they may look the same, but if you live there for a while and pay attention, you will notice the idiosyncrasies. Some things that work in some markets will, accordingly, not work in others. Please keep that in mind when you draw conclusions. On Up/Down or Buy/Sell Volume Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by two different traders. While this does not keep me from using the terms, there is no such thing as “buy only” or “sell only” volume. Trader lingo is riddled with peculiarities. Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure, just as when buy market orders take out limit ask orders in the order book at successively higher levels. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s calculations are more precise because it analyses intrabars to calculate its information, it uses pretty much the same imperfect logic. Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our volume delta calculations will remain a mere proxy. Repainting  • The values calculated on the realtime bar will update as new information comes from the feed.  • Historical values may recalculate if the historical feed is updated or when calculations start from a new point in history.  • Markers and alerts will not repaint as they only occur on a bar's close. Keep this in mind when viewing markers on historical bars,   where one could understandably and incorrectly assume they appear at the bar's open. To learn more about repainting, see the Pine Script™ User Manual's page on the subject . Superfluity In "The Bed of Procrustes", Nassim Nicholas Taleb writes: To bankrupt a fool, give him information . This indicator can display a lot of information. The inevitable adaptation period you will need to figure out how to use it should help you eliminate all the visuals you do not need. The more you eliminate, the easier it will be to focus on those that are the most useful to your trading practice. Don't be a fool. █  THANKS Thanks to alexgrover for his Dekidaka-Ashi indicator. His volume plots on candles were the inspiration for my top/bottom plots. Kudos to PineCoders for their libraries. I use two of them in this script: Time and lower_tf . The first versions of this script used functionality that I would not have known about were it not for these two guys: — A guy called Kuan who commented on a Backtest Rookies presentation of their Volume Profile indicator. — theheirophant , my partner in the exploration of the sometimes weird abysses of request.security() ’s behavior at lower timeframes.
Pine Script® göstergesi
LucF tarafından
113
Envelop - Multi TypeEnvelop - Multi Type displays an upper envelope above a basis line and a lower envelope below the basis line. The basis line is a type of moving average, The envelopes are set a percentage away from the basis line. A. Basis Line's Type 1. Gaussian Filter script by Alex Orekhov (everget) 2. SMA 3. EMA 4. TEMA 5. WMA 6. VWMA 7. DONCHIAN 8. Hull MA 9. ALMA B. Default Percent of Envelop 1. Resolution (Time frame) <= 5: percent = 0.382 2. Resolution (Time frame) <= 15: percent = 0.5 3. Resolution (Time frame) <= 30: percent = 0.618 4. Resolution (Time frame) <= 60 (1H): percent = 0.786 5. Resolution (Time frame) <= 240 (4H): percent = 1.0 6. Resolution (Time frame) <= 1440 (1D): percent = 1.618 7. Resolution (Time frame) >1D: percent = 2.618 C. Custom Percent of Envelop Default Percent of Envelop auto disable when Custom Percent of Envelop > 0 and the envelopes are set by user defined percentage.
Pine Script® göstergesi
inno14 tarafından
9
ATA v4 StrategyAta strategy is include 3 different time frame = MTF 2 different moving average =MA Oversold/overbought for relative strength index =RSI Strategy exit for trailing stop loss %2 =TSL MTF like 1 day, 4h and 5 min, between 2 moving averages like fibo numbers 21 and 34. Also strategy test for oversold up to 60 and overbought under the 25 with RSI. Stratefy exit include trailing stop loss %2 persantage for max. gain. It was created by XMAXPRO. This system is open to development.
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xmaxpro tarafından
8
Double RSIThis is double RSI script which plots one time frame higher RSI along with the current time frame i.e For Weekly chart it display Weekly and Monthly RSI For Daily chart it display Daily and Weekly RSI For Intraday chart it display Intraday and Daily RSI. Usage: If Daily RSI is above 60 and weekly above 40 and moving up then stock is in a good uptrend look for buying when Daily takes support at 60. Usually First test of Daily produces a good entry for subsequent entries probability decreases. For Downtrend look for Daily RSI below 40 and weekly below 60.
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jombie tarafından
3
Right Sided Ricker Moving Average And The Gaussian DerivativesIn general gaussian related indicators are built by using the gaussian function in one way or another, for example a gaussian filter is built by using a truncated gaussian function as filter kernel (kernel refer to the set weights) and has many great properties, note that i say truncated because the gaussian function is not supposed to be finite. In general the gaussian function is represented by a symmetrical bell shaped curve, however the gaussian function is parametric, and the user might adjust the position of the peak as well as the width of the curve, an indicator using this parametric approach is the Arnaud Legoux moving average (ALMA) who posses a length parameter controlling the filter length, a peak parameter controlling the position of the peak of the gaussian function as well as a width parameter, those parameters can increase/decrease the lag and smoothness of the moving average output. However what about the derivatives of the gaussian function ? We don't talk much about them and thats a pity because they are extremely interesting and have many great properties as well, therefore in this post i'll present a low lag moving average based on the modification of the 2nd order derivative of the gaussian function, i believe this post will be extremely informative and i hope you will enjoy reading it, if you are not a math person you can skip the introduction on gaussian derivatives and their properties used as filter kernel. Gaussian Derivatives And The Ricker Wavelet The notion of derivative is continuous, so we will stick with the term discrete derivative instead, which just refer to the rate of change in the function, we have a change function in pinescript, and we will be using it to show an approximation of the gaussian function derivatives. Earlier i used the term 2nd order derivative, here the derivative order refer to the order of differentiation, that is the number of time we apply the change function. For example the 0 (zeroth) order derivative mean no differentiation, the 1st order derivative mean we use differentiation 1 time, that is change(f) , 2nd order mean we use differentiation 2 times, that is change(change(f)) , derivates based on multiple differentiation are called "higher derivative". It will be easier to show a graphic : Here we can see a normal gaussian function in blue, its scaled 1st order derivative in orange, and its scaled 2nd derivative in green, note that i use scaled because i used multiplication in order for you to see each curve, else it would have been less easy to observe them. The number of time a gaussian function derivative cross 0 is based on the order of differentiation, that is 2nd order = the function crossing 0 two times. Now we can explain what is the Ricker wavelet, the Ricker wavelet is just the normalized 2nd order derivative of a gaussian function with inverted sign, and unlike the gaussian function the only thing you can change is the width parameter. The formula of the Ricker wavelet is show'n here en.wikipedia.org , where sigma is the width parameter. The Ricker wavelet has this look : Because she is shaped like a sombrero the Ricker wavelet is also called "mexican hat wavelet", now what would happen if we used a Ricker wavelet as filter kernel ? The response is that we would end-up with a bandpass filter, in fact the derivatives of the gaussian function would all give the kernel of a bandpass filter, with higher order derivatives making the frequency response of the filter approximate a symmetrical gaussian function, if i recall a filter using the first order derivative of a gaussian function would give a frequency response that is left skewed, this skewness is removed when using higher order derivatives. The Indicator I didn't wanted to make a bandpass filter, as lately i'am more interested in low-lag filters, so how can we use the Ricker wavelet to make a low-lag low-pass filter ? The response is by taking the right side of the Ricker wavelet, and since values of the wavelets are negatives near the border we know that the filter passband is non-monotonic, that is we know that the filter will have low-lag as frequencies in the passband will be amplified. So taking the right side of the Ricker wavelet only mean that t has to be greater than 0 and linearly increasing, thats easy, however the width parameter can be tricky to use, this was already the case with ALMA, so how can we work with it ? First it can be seen that values of width needs to be adjusted based on the filter length. In red width = 14, in green width = 5. We can see that an higher values of width would give really low weights, when the number of negative weights is too important the filter can have a negative group delay thus becoming predictive, this simply mean that the overshoots/undershoots will be crazy wild and that a great fit will be impossible. Here two moving averages using the previous described kernels, they don't fit the price well at all ! In order to fix this we can simply define width as a function of the filter length, therefore the parameter "Percentage Width" was introduced, and simply set the width of the Ricker wavelet as p percent of the filter length. Lower values of percent width reduce the lag of the moving average, but lets see precisely how this parameter influence the filter output : Here the filter length is equal to 100, and the percent width is equal to 60, the fit is quite great, lower values of percent width will increase overshoots, in fact the filter become predictive once the percent width is equal or lower to 50. Here the percent width is equal to 50. Higher values of percent width reduce the overshoots, and a value of 100 return a filter with no overshoots that is suited to act as a lagging moving average. Above percent width is set to 100. In order to make use of the predictive side of the filter, it would be great to introduce a forecast option, however this require to find the best forecast horizon period based on length and width, this is no easy task. Finally lets estimate a least squares moving average with the proposed moving average, you know me...a percent width set to 63 will return a relatively good estimate of the LSMA. LSMA in green and the proposed moving in red with percent width = 63 and both length = 100. Conclusion A new low-lag moving average using a right sided Ricker wavelet as filter kernel has been introduced, we have also seen some properties of gaussian derivatives. You can see that lately i published more moving averages where the user can adjust certain properties of the filter kernel such as curve width for example, if you like those moving averages you can check the Parametric Corrective Linear Moving Averages indicator published last month : I don't exclude working with pure forms of gaussian derivatives in the future, as i didn't published much oscillators lately. Thx for reading !
Pine Script® göstergesi
alexgrover tarafından
17
Steps VThis indicator based on my volume MA that I design , it has 5 trend steps that are MTF length type (60,180,320 720,1440 min) by doing this it easy to see the real trend more easy my system is to start with 4 hour candle to see overall picture then we down to 1 hour etc.. I prefer 15 min candle so how this method work? the shorter trend will be at level 1,2,3 ' longer trend are level 4,5 if lets say level 1,2,3 is green then I go to buy if it also level 4 and 5 then its very bullish and I can increse up my bet vice versa for downtrend i like to use this setting on 15 min , it great for stocks (here I use 4 hour and 1 hour candles) also nice for forex if you want to see when the trend is changing direction I put other indicator which are not included in this script to make signal better but the concept is very similar here on 1 hour we see that level 1 red but all other are green so it still very bulish on Euro/USD 1 hour opposite
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RafaelZioni tarafından
10
Relative Strength(RSMK) + Perks - Markos KatsanosIf you are desperately looking for a novel RSI, this isn't that. This is another lesser known novel species of indicator. Hot off the press, in multiple stunning color schemes, I present my version of "Relative Strength (RSMK)" employing PSv4.0, originally formulated by Markos Katsanos for TASC - March 2020 Traders Tips. This indicator is used to compare performance of an asset to a market index of your choosing. I included the S&P 500 index along side the Dow Jones and the NASDAQ indices selectively by an input() in "Settings". You may comparatively analyze other global market indices by adapting the code, if you are skilled enough in Pine to do so. With this contribution to the Tradingview community, also included is MY twin algorithmic formulation of "Comparative Relative Strength" as a supplementary companion indicator. They are eerily similar, so I decided to include it. You may easily disable my algorithm within the indicator "Settings". I do hope you may find both of them useful. Configurations are displayed above in multiple scenarios that should be suitable for most traders. As always, I have included advanced Pine programming techniques that conform to proper "Pine Etiquette". For those of you who are newcomers to Pine Script, this script may also help you understand advanced programming techniques in Pine and how they may be utilized in a most effective manner. Utilizing the "Power of Pine", I included the maximum amount of features I could surmise in an ultra small yet powerful package, being less than a 60 line implementation at initial release. Unfortunately, there are so many Pine mastery techniques included, I don't have time to write about all of them. I will have to let you discover them for yourself, excluding the following Pine "Tricks and Tips" described next. Of notable mention with this release, I have "overwritten" the Pine built-in function ema(). You may overwrite other built-in functions too. If you weren't aware of this Pine capability, you now know! Just heed caution when doing so to ensure your replacement algorithms are 100% sound. My ema() will also accept a floating point number for the period having ultimate adjustability. Yep, you heard all of that properly. Pine is becoming more impressive than `impressive` was originally thought of... 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! 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, should you 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!
Pine Script® göstergesi
ImmortalFreedom tarafından
16
MA 12, MA 24, RSI OB-OS, CCI by WP@SITechDeveloped by Worachart Pirunruk, MD - Siam Intelligence Technology This is the signal that generates based on 4 Technical Analysis Tools: 1. SMA 12, 2. SMA 26, 3. RSI 14,3,3 4. CCI Signal to Buy/Long when the RSI below Dynamic oversold line based on close price back 60 bars. Parameter. This signal doesn't have to best TP point, I'm working on improvement, now. Btw, don't forget to calculate you Margin Level. I'll teach you guys later of how to calculate. Have fun Trading guys, and don't forget to give back to others. Because, Giving is Receiving." WP@SITech
Pine Script® stratejisi
MontaroNitaru tarafından
8