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ILM Seasonality Monthly - Day of Month - Tabular FormUse this indicator on Daily Timeframe This indicator displays the seasonality data for any instrument (index/stock/ futures /currency) in a tabular data by day of the month (Day 1..31). User can change the start of the year and month for analysis from the inputs. Year is represented in rows and Day of the month (Day) is represented in cols. This indicator uses Daily Data feed to calculate the % change Summary data for Day of month is displayed at the bottom of the table
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ILuvMarkets tarafından
9
Combined Moving Averages + Squeeze & Volume Spike SignalsThis is a set of 4 combined moving averages. Each moving average is a combination of an EMA, SMA, HMA, RMA, WMA and VWMA with the same length as set in your input settings. All 6 of them are added together and then divided by 6 for an average of all of them. This is based on the theory that most traders use their own preference of moving averages, so combining them all should give us a better idea of where price should actually react since we are using the average of what most traders are using on their charts. It also smooths the moving averages out as well so you get a much easier to read moving average than any of them on their own which should help you hold positions longer and time your entries better. The default lengths used for this indicator are as follows: 10, 50, 100 and 500. These lengths can be updated in the settings. The 10 and 500 will change colors when the individual moving average is less than or greater than its previous value. Price above or below the moving average does not affect the colors. The 50 and 100 are colored based on whether the 50 is greater/less than the 100. The two middle length moving averages by default are the 50 and 100. This has been turned into a cloud because it is the area where price typically bounces, since tons of traders use the 50 and 100 moving averages. This should be your long/short zone when price is trending. Each moving average can be set to use a different source such as close, open, high, low, ohlc4, etc. You can also adjust the length of each moving average. Default settings work well, but feel free to customize them to your liking. You can also change the colors of the lines in the settings. Beware that changing the lengths of MA #2 and MA #3 will change the signals, squeezes and the cloud. VOLUME SPIKES The cloud will change to a brighter color when a volume spike is detected. When a major volume spike is detected, it will turn very bright colored green/red according to the direction of the cloud. This notifies you of volume spikes so you have a better idea of how strong the trend is. If the cloud is a dark green/red then that means that volume is less than or equal to the recent median volume. SIGNALS There are also signals that will be given when the current candle is in the cloud, the candle is going in the same direction as the cloud, the MA #2 and MA #3 is going in the same direction and a volume spike is detected. These help you identify good entries when markets are trending. Be cautious of these signals when the trend is sideways and not clearly moving in one direction. The signals can be turned on or off in the settings. SQUEEZE Many times when moving averages squeeze together, a big move happens shortly after. Because of this I added a yellow background color when a squeeze is detected. It looks at the median value difference of the MA #2 and MA #3 and if the current value difference is less than the median multiplied by the multiplier in the settings then it will change the background color to notify you. The default value of the multiplier is .6, meaning the squeeze signal will only show if the current value difference of the cloud is less than .6 of the median difference. The multiplier can be adjusted in the settings to suit your preferences. Lower values will only show tighter squeezes. MARKETS This indicator can be used on all markets including stocks, crypto, futures and forex. TIMEFRAMES This indicator can be used on all timeframes. PAIRINGS We recommend pairing this combined moving average with Trend Friend Swing Trade And Scalp Signals for extra confluence. Look for price to bounce in the cloud with good volume and a confirming signal from Trend Friend for highly probable moves.
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FriendOfTheTrend tarafından
4
Session candles & reversals / quantifytools— Overview Like traditional candles, session based candles are a visualization of open, high, low and close values, but based on session time periods instead of typical timeframes such as daily or weekly. Session candles are formed by fetching price at session start (open), highest price during session (high), lowest price during session (low) and price at session end (close). On top of candles, session based moving average is formed and session reversals detected. Session reversals are also backtested, using win rate and magnitude metrics to better understand what to expect from session reversals and which ones have historically performed the best. By default, following session time periods are used: Session #1: London (08:00 - 17:00, UTC) Session #2: New York (13:00 - 22:00, UTC) Session #3: Sydney (21:00 - 06:00, UTC) Session #4: Tokyo (00:00 - 09:00, UTC) Session time periods can be changed via input menu. — Reversals Session reversals are patterns that show a rapid change in direction during session. These formations are more familiarly known as wicks or engulfing candles. Following criteria must be met to qualify as a session reversal: Wick up: Lower high, lower low, close >= 65% of session range (0% being the very low, 100% being the very high) and open >= 40% of session range. Wick down: Higher high, higher low, close <= 35% of session range and open <= 60% of session range. Engulfing up: Higher high, lower low, close >= 65% of session range. Engulfing down: Higher high, lower low, close <= 35% of session range. Session reversals are always based on prior corresponding session , e.g. to qualify as a NY session engulfing up, NY session must have a higher high and lower low relative to prior NY session , not just any session that has taken place in between. Session reversals should be viewed the same way wicks/engulfing formations are viewed on traditional timeframe based candles. Essentially, wick reversals (light green/red labels) tell you most of the motion during session was reversed. Engulfing reversals (dark green/red labels) on the other hand tell you all of the motion was reversed and new direction set. — Backtesting Session reversals are backtested using win rate and magnitude metrics. A session reversal is considered successful when next corresponding session closes higher/lower than session reversal close . Win rate is formed by dividing successful session reversal count with total reversal count, e.g. 5 successful reversals up / 10 reversals up total = 50% win rate. Win rate tells us what are the odds (historically) of session reversal producing a clean supporting move that was persistent enough to close that way too. When a session reversal is successful, its magnitude is measured using percentage increase/decrease from session reversal close to next corresponding session high/low . If NY session closes higher than prior NY session that was a reversal up, the percentage increase from prior session close (reversal close) to current session high is measured. If NY session closes lower than prior NY session that was a reversal down, the percentage decrease from prior session close to current session low is measured. Average magnitude is formed by dividing all percentage increases/decreases with total reversal count, e.g. 10 total reversals up with 1% increase each -> 10% net increase from all reversals -> 10% total increase / 10 total reversals up = 1% average magnitude. Magnitude metric supports win rate by indicating the depth of successful session reversal moves. To better understand the backtesting calculations and more importantly to verify their validity, backtesting visuals for each session can be plotted on the chart: All backtesting results are shown in the backtesting panel on top right corner, with highest win rates and magnitude metrics for both reversals up and down marked separately. Note that past performance is not a guarantee of future performance and session reversals as they are should not be viewed as a complete strategy for long/short plays. Always make sure reversal count is sufficient to draw reliable conclusions of performance. — Session moving average Users can form a session based moving average with their preferred smoothing method (SMA , EMA , HMA , WMA , RMA) and length, as well as choose which sessions to include in the moving average. For example, a moving average based on New York and Tokyo sessions can be formed, leaving London and Sydney completely out of the calculation. — Visuals By default, script hides your candles/bars, although in the case of candles borders will still be visible. Switching to bars/line will make your regular chart visuals 100% hidden. This setting can be turned off via input menu. As some sessions overlap, each session candle can be separately offsetted forward, clearing the overlaps. Users can also choose which session candles to show/hide. Session periods can be highlighted on the chart as a background color, applicable to only session candles that are activated. By default, session reversals are referred to as L (London), N (New York), S (Sydney) and T (Tokyo) in both reversal labels and backtesting table. By toggling on "Numerize sessions", these will be replaced with 1, 2, 3 and 4. This will be helpful when using a custom session that isn't any of the above. Visual settings example: Session candles are plotted in two formats, using boxes and lines as well as plotcandle() function. Session candles constructed using boxes and lines will be clear and much easier on the eyes, but will apply only to first 500 bars due to Tradingview related limitations. Rest of the session candles go back indefinitely, but won't be as clean: All colors can be customized via input menu. — Timeframe & session time period considerations As a rule of thumb, session candles should be used on timeframes at or below 1H, as higher timeframes might not match with session period start/end, leading to incorrect plots. Using 1 hour timeframe will bring optimal results as greatest amount historical data is available without sacrificing accuracy of OHLC values. If you are using a custom session that is not based on hourly period (e.g. 08:00 - 15:00 vs. 08.00 - 15.15) make sure you are using a timeframe that allows correct plots. Session time periods applied by default are rough estimates and might be out of bounds on some charts, like NYSE listed equities. This is rarely a problem on assets that have extensive trading hours, like futures or cryptocurrency. If a session is out of bounds (asset isn't traded during the set session time period) the script won't plot given session candle and its backtesting metrics will be NA. This can be fixed by changing the session time periods to match with given asset trading hours, although you will have to consider whether or not this defeats the purpose of having candles based on sessions. — Practical guide Whether based on traditional timeframes or sessions, reversals should always be considered as only one piece of evidence of price turning. Never react to them without considering other factors that might support the thesis, such as levels and multi-timeframe analysis. In short, same basic charting principles apply with session candles that apply with normal candles. Use discretion. Example #1 : Focusing efforts on session reversals at distinct support/resistance levels A reversal against a level holds more value than a reversal by itself, as you know it's a placement where liquidity can be expected. A reversal serves as a confirming reaction for this expectation. Example #2 : Focusing efforts on highest performing reversals and avoiding poorly performing ones As you have data backed evidence of session reversal performance, it makes sense to focus your efforts on the ones that perform best. If some session reversal is clearly performing poorly, you would want to avoid it, since there's nothing backing up its validity. Example #3 : Reversal clusters Two is better than one, three is better than two and so on. If there are rapid changes in direction within multiple sessions consecutively, there's heavier evidence of a dynamic shift in price. In such case, it makes sense to hold more confidence in price halting/turning.
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quantifytools tarafından
11
Equity Bond Currency DashboardDepicts demand-flow between Equities, Bonds and Currencies of 6 countries. Useful in tracking the flow of smart money and checking the dynamics of inter-connected markets. Principle: DXY lies at the heart of the diagram with usd-currency pairs of 5 countries connected to it. When demand for a currency increases it strengthens against Dollar. This is depicted by a line from DXY to the currency indicating demand flow from Dollar to the currency (DXY is only an indicative symbol for Dollar, the currency may not be part of the dollar index). Similarly when Dollar strengthens against the currency, demand flow is depicted by a line from the currency to DXY. Currency blocks are connected to Equity and Bond Yields of the respective countries. Equities and Bonds, when bought, takes the demand from the respective currencies and vice versa. Overall, the demand flows in the direction of arrows. The flow is incomplete without commodities, import/export, interest/inflation rates of countries, however, the diagram most of the times explains why an asset class is performing the way it is. Left side bar of each block is very similar to OHLC candles except for the following - Instead of wicks, top and bottom of the bar represents high and low for the selected time-frame Open and close are normalised for high and low Bar border is red if close < prev.close, green if close >= prev.close Other notes: The diagram requires at least 200 bars in the chart to render. Please select the symbol and time-frame that contain at least 200 bars. The diagram requires a live market to render the flow. To check flows on historical bars, set the option from settings. Desired indices could be selected for countries of choice. Default settings point to futures wherever possible to have the markets live simultaneously across the countries.
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iravan tarafından
12
Volume DeltaThis script is meant to only show you the most significant volume moves. The way it works is it takes the cumulative sum of the delta of the volume. You can go from current all the way to ten bars back in your delta window. Review on what volume is: The Volume indicator measures how much of a given financial asset has traded in a specific period of time. Volume is measured by shares traded for stocks, whereas for futures, it is based on the number of contracts.
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The_Peaceful_Lizard tarafından
Weekly Power 3Did you know there is a simple line you can place on your chart to immediately make the weeks price action more understandable? Its called the Weekly Open Line. And its the opening price of the trading week. It was created by The Inner Circle Trader (ICT) and incorporates another one of his concepts called Power 3. The Weekly Power 3 indicator takes the idea of the Weekly Open Line and builds a suite of intelligent and dynamic tools around it that will immediately help the user to start understanding how price moves within the trading week context. Features Static Weekly Open Line Intelligent Days of the Week Text Dynamic Weekly High Line Dynamic Weekly Low Line Weekly High Candle Label (highest candle of the week) Weekly Low Candle Label (lowest candle of the week) Best Odds High of the Week Zone Line & Text Best Odds Low of the Week Zone Line & Text Components The primary feature is a line that forms on the weekly open price and grows as the week progresses. Additionally, lines are created for the highest and lowest prices of the week so the weekly profile can be easily recognized. A dynamic label marks each weeks highest and lowest point. This will automatically move as prices expand throughout the week. A very useful component of the Weekly Power 3 indicator is the Days of the Week text. Each Day of the Week text is displayed in the middle of each trading day and also the user can specify in the Settings whether to position the text at the high or low of the weeks price range. Additionally, there is a Buffer setting that allows the user to move the Days of the Week text up or down to prevent chart overlapping. To help the user visualize the span of time with the best odds of forming the weekly highs or weekly lows, according to ICT, this indicator adds at static line and optional label into the charts future that projects the span from Tuesday’s London Open to Wednesday’s New York. Having a static line out in the future on your chart really helps to picture where price could be drawn to based solely around time of the week. Premise ICT says that the weekly open price is the most important level that price reacts to across the five days of a trading week. If the week profile is expected to be bullish then price many times goes below the weekly open line at the beginning of the week and above it later in the week (a.k.a Bullish Power 3). Consequently, if the week is anticipated to be a bearish week, price often times starts the week high and then goes lower throughout the week (a.k.a Bearish Power 3). ICT always specifies that the weekly high or weekly low have the best odds of forming between the Tuesday’s London Open and Wednesday’s New York Open. Inputs and Style Like all scripts publish by Infinity Trading, everything in the indicator is customizable by the user. Every label, line, or text can be individually toggled ON or OFF so the user has complete control over the elements they want displayed on their chart. All of the lines can be individually adjusted by color, line style, or line width. The color and text color on the high and low of the week labels can be individually changed. The text in the chart (day of the week & best odds zones text) each have a “buffer” value. This allows the user to individually move the text up or down on the chart to declutter the chart. And lastly, the day of the week text can be positioned above or below the weeks price action and the text will dynamically move higher or lower as price expands throughout the week. Previous weeks have all of the Weekly Power 3 markups so it's easy to study past price action and identify trends. Gallery View the weeks price action View multiple weeks price action Visualize future price action
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Infinity_Trading_ tarafından
33
rt maax EMA cross strategythis just sample of our strategies we published with open source, to learning our investor the way of trading and analysis, this strategy just for study and learning in this strategy we use expontial moving avarage 20 , 50 , 200 and the we build this strategy when the price move up ema 200 and ema 20,50 cross up the 200 ema in this conditions the strargey will open long postion and the oppisit it is true for short postion in this sitation the price should be under ema 200 and the ema 20 , 50 should cross under 200 ema then the strategy will open the short postion we try this strategy on forex ,crypto and futures and it give us very good result ,, also we try this postion on multi time frame we find the stragey give us good result on 1 hour time frame . in the end our advice for you before you use any stratgy you should have the knowledg of the indecators how it is work and also you should have information about the market you trade and the last news for this market beacuse it effect so much on the price moving . so we hope this strategy give you brefing of the way we work and build our strategy
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MSD_trading tarafından
LibIndicadoresUteisLibrary "LibIndicadoresUteis" Collection of useful indicators. This collection does not do any type of plotting on the graph, as the methods implemented can and should be used to get the return of mathematical formulas, in a way that speeds up the development of new scripts. The current version contains methods for stochastic return, slow stochastic, IFR, leverage calculation for B3 futures market, leverage calculation for B3 stock market, bollinger bands and the range of change. estocastico(PeriodoEstocastico)   Returns the value of stochastic   Parameters:      PeriodoEstocastico : Period for calculation basis   Returns: Float with the stochastic value of the period estocasticoLento(PeriodoEstocastico, PeriodoMedia)   Returns the value of slow stochastic   Parameters:      PeriodoEstocastico : Stochastic period for calculation basis      PeriodoMedia : Average period for calculation basis   Returns: Float with the value of the slow stochastic of the period ifrInvenenado(PeriodoIFR, OrigemIFR)   Returns the value of the RSI/IFR Poisoned of Guima   Parameters:      PeriodoIFR : RSI/IFR period for calculation basis      OrigemIFR : Source of RSI/IFR for calculation basis   Returns: Float with the RSI/IFR value for the period calculoAlavancagemFuturos(margem, alavancagemMaxima)   Returns the number of contracts to work based on margin   Parameters:      margem : Margin for contract unit      alavancagemMaxima : Maximum number of contracts to work   Returns: Integer with the number of contracts suggested for trading calculoAlavancagemAcoes(alavancagemMaxima)   Returns the number of batches to work based on the margin   Parameters:      alavancagemMaxima : Maximum number of batches to work   Returns: Integer with the amount of lots suggested for trading bandasBollinger(periodoBB, origemBB, desvioPadrao)   Returns the value of bollinger bands   Parameters:      periodoBB : Period of bollinger bands for calculation basis      origemBB : Origin of bollinger bands for calculation basis      desvioPadrao : Standard Deviation of bollinger bands for calculation basis   Returns: Two-position array with upper and lower band values ​​respectively theRoc(periodoROC, origemROC)   Returns the value of Rate Of Change   Parameters:      periodoROC : Period for calculation basis      origemROC : Source of calculation basis   Returns: Float with the value of Rate Of Change
Pine Script® kütüphanesi
Fabricio_Guima tarafından
Physics CandlesPhysics Candles embed volume and motion physics directly onto price candles or market internals according to the cyclic pattern of financial securities. The indicator works on both real-time “ticks” and historical data using statistical modeling to highlight when these values, like volume or momentum, is unusual or relatively high for some periodic window in time. Each candle is made out of one or more sub-candles that each contain their own information of motion, which converts to the color and transparency, or brightness, of that particular candle segment. The segments extend throughout the entire candle, both body and wicks, and Thick Wicks can be implemented to see the color coding better. This candle segmentation allows you to see if all the volume or energy is evenly distributed throughout the candle or highly contained in one small portion of it, and how intense these values are compared to similar time periods without going to lower time frames. Candle segmentation can also change a trader’s perspective on how valuable the information is. A “low” volume candle, for instance, could signify high value short-term stopping volume if the volume is all concentrated in one segment. The Candles are flexible. The physics information embedded on the candles need not be from the same price security or market internal as the chart when using the Physics Source option, and multiple Candles can be overlayed together. You could embed stock price Candles with market volume, market price Candles with stock momentum, market structure with internal acceleration, stock price with stock force, etc. My particular use case is scalping the SPX futures market (ES), whose price action is also dictated by the volume action in the associated cash market, or SPY, as well as a host of other securities. Physics allows you to embed the ES volume on the SPY price action, or the SPY volume on the ES price action, or you can combine them both by overlaying two Candle streams and increasing the Number of Overlays option to two. That option decreases the transparency levels of your coloring scheme so that overlaying multiple Candles converges toward the same visual color intensity as if you had one. The Candle and Physics Sources allows for both Symbols and Spreads to visualize Candle physics from a single ticker or some mathematical transformation of tickers. Due to certain TradingView programming restrictions, each Candle can only be made out of a maximum of 8 candle segments, or an “8-bit” resolution. Since limits are just an opportunity to go beyond, the user has the option to stack multiple Candle indicators together to further increase the candle resolution. If you don’t want to see the Candles for some particular period of the day, you can hide them, or use the hiding feature to have multiple Candles calibrated to show multiple parts of the trading day. Securities tend to have low volume after hours with sharp spikes at the open or close. Multiple Candles can be used for multiple parts of the trading day to accommodate these different cycles in volume. The Candles do not need be associated with the nominal security listed on the TV chart. The Candle Source allows the user to look at AAPL Candles, for instance, while on a TSLA or SPY chart, each with their respective volume actions integrated into the candles, for instance, to allow the user to see multiple security price and volume correlation on a single chart. The physics information currently embeddable on Candles are volume or time, velocity, momentum, acceleration, force, and kinetic energy. In order to apply equations of motion containing a mass variable to financial securities, some analogous value for mass must be assumed. Traders often regard volume or time as inextricable variables to a securities price that can indicate the direction and strength of a move. Since mass is the inextricable variable to calculating the momentum, force, or kinetic energy of motion, the user has the option to assume either time or volume is analogous to mass. Volume may be a better option for mass as it is not strictly dependent on the speed of a security, whereas time is. Data transformations and outlier statistics are used to color code the intensity of the physics for each candle segment relative to past periodic behavior. A million shares during pre-market or a million shares during noontime may be more intense signals than a typical million shares traded at the open, and should have more intense color signals. To account for a specific cyclic behavior in the market, the user can specify the Window and Cycle Time Frames. The Window Time Frame splits up a Cycle into windows, samples and aggregates the statistics for each window, then compares the current physics values against past values in the same window. Intraday traders may benefit from using a Daily Cycle with a 30-minute Window Time Frame and 1-minute Sample Time Frame. These settings sample and compare the physics of 1-minute candles within the current 30-minute window to the same 30-minute window statistics for all past trading days, up until the data limit imposed by TradingView, or until the Data Collection Start Date specified in the settings. Longer-term traders may benefit from using a Monthly Cycle with a Weekly Time Frame, or a Yearly Cycle with a Quarterly Time Frame. Multiple statistics and data transformation methods are available to convey relative intensity in different ways for different trading signals. Physics Candles allows for both Normal and Log-Normal assumptions in the physics distribution. The data can then be transformed by Linear, Logarithmic, Z-Score, or Power-Law scoring, where scoring simply assigns an intensity to the relative physics value of each candle segment based on some mathematical transformation. Z-scoring often renders adequate detection by scoring the segment value, such as volume or momentum, according to the mean and standard deviation of the data set in each window of the cycle. Logarithmic or power-law transformation with a gamma below 1 decreases the disparity between intensities so more less-important signals will show up, whereas the power-law transformation with gamma values above 1 increases the disparity between intensities, so less more-important signals will show up. These scores are then converted to color and transparency between the Min Score and the Max Score Cutoffs. The Auto-Normalization feature can automatically pick these cutoffs specific to each window based on the mean and standard deviation of the data set, or the user can manually set them. Physics was developed with novices in mind so that most users could calibrate their own settings by plotting the candle segment distributions directly on the chart and fiddling with the settings to see how different cutoffs capture different portions of the distribution and affect the relative color intensities differently. Security distributions are often skewed with fat-tails, known as kurtosis, where high-volume segments for example, have a higher-probabilities than expected for a normal distribution. These distribution are really log-normal, so that taking the logarithm leads to a standard bell-shaped distribution. Taking the Z-score of the Log-Normal distribution could make the most statistical sense, but color sensitivity is a discretionary preference. Background Philosophy This indicator was developed to study and trade the physics of motion in financial securities from a visually intuitive perspective. Newton’s laws of motion are loosely applied to financial motion: “A body remains at rest, or in motion at a constant speed in a straight line, unless acted upon by a force”. Financial securities remain at rest, or in motion at constant speed up or down, unless acted upon by the force of traders exchanging securities. “When a body is acted upon by a force, the time rate of change of its momentum equals the force”. Momentum is the product of mass and velocity, and force is the product of mass and acceleration. Traders render force on the security through the mass of their trading activity and the acceleration of price movement. “If two bodies exert forces on each other, these forces have the same magnitude but opposite directions.” Force arises from the interaction of traders, buyers and sellers. One body of motion, traders’ capitalization, exerts an equal and opposite force on another body of motion, the financial security. A securities movement arises at the expense of a buyer or seller’s capitalization. Volume The premise of this indicator assumes that volume, v, is an analogous means of measuring physical mass, m. This premise allows the application of the equations of motion to the movement of financial securities. We know from E=mc^2 that mass has energy. Energy can be used to create motion as kinetic energy. Taking a simple hypothetical example, the interaction of one short seller looking to cover lower and one buyer looking to sell higher exchange shares in a security at an agreed upon price to create volume or mass, and therefore, potential energy. Eventually the short seller will actively cover and buy the security from the previous buyer, moving the security higher, or the buyer will actively sell to the short seller, moving the security lower. The potential energy inherent in the initial consolidation or trading activity between buy and seller is now converted to kinetic energy on the subsequent trading activity that moves the securities price. The more potential energy that is created in the consolidation, the more kinetic energy there is to move price. This is why point and figure traders are said to give price targets based on the level of volatility or size of a consolidation range, or why Gann traders square price and time, as time is roughly proportional to mass and trading activity. The build-up of potential energy between short sellers and buyers in GME or TSLA led to their explosive moves beyond their standard fundamental valuations. Position Position, p, is simply the price or value of a financial security or market internal. Time Time, t, is another means of measuring mass to discover price behavior beyond the time snapshots that simple candle charts provide. We know from E=mc^2 that time is related to rest mass and energy given the speed of light, c, where time ≈ distance * sqrt(mass/E). This relation can also be derived from F=ma. The more mass there is, the longer it takes to compute the physics of a system. The more energy there is, the shorter it takes to compute the physics of a system. Similarly, more time is required to build a “resting” low-volatility trading consolidation with more mass. More energy added to that trading consolidation by competing buyers and sellers decreases the time it takes to build that same mass. Time is also related to price through velocity. Velocity = (p(t1) – p(t0)) / p(t0) Velocity, v, is the relative percent change of a securities price, p, over a period of time, t0 to t1. The period of time is between subsequent candles, and since time is constant between candles within the same timeframe, it is not used to calculate velocity or acceleration. Price moves faster with higher velocity, and slower with slower velocity, over the same fixed period of time. The product of velocity and mass gives momentum. Momentum = mv This indicator uses physics definition of momentum, not finance’s. In finance, momentum is defined as the amount of change in a securities price, either relative or absolute. This is definition is unfortunate, pun intended, since a one dollar move in a security from a thousand shares traded between a few traders has the exact same “momentum” as a one dollar move from millions of shares traded between hundreds of traders with everything else equal. If momentum is related to the energy of the move, momentum should consider both the level of activity in a price move, and the amount of that price move. If we equate mass to volume to account for the level of trading activity and use physics definition of momentum as the product of mass and velocity, this revised definition now gives a thousand-times more momentum to a one-dollar price move that has a thousand-times more volume behind it. If you want to use finance’s volume-less definition of momentum, use velocity in this indicator. Acceleration = v(t1) – v(t0) Acceleration, a, is the difference between velocities over some period of time, t0 to t1. Positive acceleration is necessary to increase a securities speed in the positive direction, while negative acceleration is necessary to decrease it. Acceleration is related to force by mass. Force = ma Force is required to change the speed of a securities valuation. Price movements with considerable force have considerably more impact on future direction. A change in direction requires force. Kinetic Energy = 0.5mv^2 Kinetic energy is the energy that a financial security gains from the change in its velocity by force. The built-up of potential energy in trading consolidations can be converted to kinetic energy on a breakout from the consolidation. Cycle Theory and Relativity Just as the physics of motion is relative to a point of reference, so too should the physics of financial securities be relative to a point of reference. An object moving at a 100 mph towards another object moving in the same direction at 100 mph will not appear to be moving relative to each other, nor will they collide, but from an outsider observer, the objects are going 100 mph and will collide with significant impact if they run into a stationary object relative to the observer. Similarly, trading with a hundred thousand shares at the open when the average volume is a couple million may have a much smaller impact on the price compared to trading a hundred thousand shares pre-market when the average volume is ten thousand shares. The point of reference used in this indicator is the average statistics collected for a given Window Time Frame for every Cycle Time Frame. The physics values are normalized relative to these statistics. Examples The main chart of this publication shows the Force Candles for the SPY. An intense force candle is observed pre-market that implicates the directional overtone of the day. The assumption that direction should follow force arises from physical observation. If a large object is accelerating intensely in a particular direction, it may be fair to assume that the object continues its direction for the time being unless acted upon by another force. The second example shows a similar Force Candle for the SPY that counters the assumption made in the first example and emphasizes the importance of both motion and context. While it’s fair to assume that a heavy highly accelerating object should continue its course, if that object runs into an obstacle, say a brick wall, it’s course may deviate. This example shows SPY running into the 50% retracement wall from the low of Mar 2020, a significant support level noted in literature. The example also conveys Gann’s idea of “lost motion”, where the SPY penetrated the 50% price but did not break through it. A brick wall is not one atom thick and price support is not one tick thick. An object can penetrate only one layer of a wall and not go through it. The third example shows how Volume Candles can be used to identify scalping opportunities on the SPY and conveys why price behavior is as important as motion and context. It doesn’t take a brick wall to impede direction if you know that the person driving the car tends to forget to feed the cats before they leave. In the chart below, the SPY breaks down to a confluence of the 5-day SMA, 20-day SMA, and an important daily trendline (not shown) after the bullish bounce from the 50% retracement days earlier. High volume candles on the SMA signify stopping volume that reverse price direction. The character of the day changes. Bulls become more aggressive than bears with higher volume on upswings and resistance, whiles bears take on a defensive position with lower volume on downswings and support. High volume stopping candles are seen after rallies, and can tell you when to take profit, get out of a position, or go short. The character change can indicate that its relatively safe to re-enter bullish positions on many major supports, especially given the overarching bullish theme from the large reaction off the 50% retracement level. The last example emphasizes the importance of relativity. The Volume Candles in the chart below are brightest pre-market even though the open has much higher volume since the pre-market activity is much higher compared to past pre-markets than the open is compared to past opens. Pre-market behavior is a good indicator for the character of the day. These bullish Volume Candles are some of the brightest seen since the bounce off the 50% retracement and indicates that bulls are making a relatively greater attempt to bring the SPY higher at the start of the day. Infrequently Asked Questions Where do I start? The default settings are what I use to scalp the SPY throughout most of the extended trading day, on a one-minute chart using SPY volume. I also overlay another Candle set containing ES future volume on the SPY price structure by setting the Physics Source to ES1! and the Number of Overlays setting to 2 for each Candle stream in order to account for pre- and post-market trading activity better. Since the closing volume is exponential-like up until the end of the regular trading day, adding additional Candle streams with a tighter Window Time Frame (e.g., 2-5 minute) in the last 15 minutes of trading can be beneficial. The Hide feature can allow you to set certain intraday timeframes to hide one Candle set in order to show another Candle set during that time. How crazy can you get with this indicator? I hope you can answer this question better. One interesting use case is embedding the velocity of market volume onto an internal market structure. The PCTABOVEVWAP.US is a market statistic that indicates the percent of securities above their VWAP among US stocks and is helpful for determining short term trends in the US market. When securities are rising above their VWAP, the average long is up on the day and a rising PCTABOVEVWAP.US can be viewed as more bullish. When securities are falling below their VWAP, the average short is up on the day and a falling PCTABOVEVWAP.US can be viewed as more bearish. (UPVOL.US - DNVOL.US) / TVOL.US is a “spread” symbol, in TV parlance, that indicates the decimal percent difference between advancing volume and declining volume in the US market, showing the relative flow of volume between stocks that are up on the day, and stocks that are down on the day. Setting PCTABOVEVWAP.US in the Candle Source, (UPVOL.US - DNVOL.US) / TVOL.US in the Physics Source, and selecting the Physics to Velocity will embed the relative velocity of the spread symbol onto the PCTABOVEVWAP.US candles. This can be helpful in seeing short term trends in the US market that have an increasing amount of volume behind them compared to other trends. The chart below shows Volume Candles (top) and these Spread Candles (bottom). The first top at 9:30 and second top at 10:30, the high of the day, break down when the spread candles light up, showing a high velocity volume transfer from up stocks to down stocks. How do I plot the indicator distribution and why should I even care? The distribution is visually helpful in seeing how different normalization settings effect the distribution of candle segments. It is also helpful in seeing what physics intensities you want to ignore or show by segmenting part of the distribution within the Min and Max Cutoff values. The intensity of color is proportional to the physics value between the Min and Max Cutoff values, which correspond to the Min and Max Colors in your color scheme. Any physics value outside these Min and Max Cutoffs will be the same as the Min and Max Colors. Select the Print Windows feature to show the window numbers according to the Cycle Time Frame and Window Time Frame settings. The window numbers are labeled at the start of each window and are candle width in size, so you may need to zoom into to see them. Selecting the Plot Window feature and input the window number of interest to shows the distribution of physics values for that particular window along with some statistics. A log-normal volume distribution of segmented z-scores is shown below for 30-minute opening of the SPY. The Min and Max Cutoff at the top of the graph contain the part of the distribution whose intensities will be linearly color-coded between the Min and Max Colors of the color scheme. The part of the distribution below the Min Cutoff will be treated as lowest quality signals and set to the Min Color, while the few segments above the Max Cutoff will be treated as the highest quality signals and set to the Max Color. What do I do if I don’t see anything? Troubleshooting issues with this indicator can involve checking for error messages shown near the indicator name on the chart or using the Data Validation section to evaluate the statistics and normalization cutoffs. For example, if the Plot Window number is set to a window number that doesn’t exist, an error message will tell you and you won’t see any candles. You can use the Print Windows option to show windows that do exist for you current settings. The auto-normalization cutoff values may be inappropriate for your particular use case and literally cut the candles out of the chart. Try changing the chart time frame to see if they are appropriate for your cycle, sample and window time frames. If you get a “Timeframe passed to the request.security_lower_tf() function must be lower than the timeframe of the main chart” error, this means that the chart timeframe should be increased above the sample time frame. If you get a “Symbol resolve error”, ensure that you have correct symbol or spread in the Candle or Physics Source. How do I see a relative physics values without cycles? Set the Window Time Frame to be equal to the Cycle Time Frame. This will aggregate all the statistics into one bucket and show the physics values, such as volume, relative to all the past volumes that TV will allow. How do I see candles without segmentation? Segmentation can be very helpful in one context or annoying in another. Segmentation can be removed by setting the candle resolution value to 1. Notes I have yet to find a trading platform that consistently provides accurate real-time volume and pricing information, lacking adequate end-user data validation or quality control. I can provide plenty of examples of real-time volume counts or prices provided by TradingView and other platforms that were significantly off from what they should have been when comparing against the exchanges own data, and later retroactively corrected or not corrected at all. Since no indicator can work accurately with inaccurate data, please use at your own discretion. The first version is a beta version. Debugging and validating code in Pine script is difficult without proper unit testing. Please report any bugs with enough information to reproduce them and indicate why they are important. I also encourage you to export the data from TradingView and verify the calculations for your particular use case. The indicator works on real-time updates that occur at a higher frequency than the candle time frame, which TV incorrectly refers to as ticks. They use this terminology inaccurately as updates are really aggregated tick data that can take place at different prices and may not accurately reflect the real tick price action. Consequently, this inaccuracy also impacts the real-time segmentation accuracy to some degree. TV does not provide a means of retaining “tick” information, so the higher granularity of information seen real-time will be lost on a disconnect. TV does not provide time and sales information. The volume and price information collected using the Sample Time Frame is intraday, which provides only part of the picture. Intraday volume is generally 50 to 80% of the end of day volume. Consequently, the daily+ OHLC prices are intraday, and may differ significantly from exchanged settled OHLC prices. The Cycle and Window Time Frames refer to calendar days and time, not trading days or time. For example, the first window week of a monthly cycle is the first seven days of the month, not the first Monday through Friday of trading for the month. Chart Time Frames that are higher than the Window Time Frames average the normalized physics for price action that occurred within a given Candle segment. It does not average price action that did not occur. One of the main performance bottleneck in TradingView’s Pine Script is client-side drawing and plotting. The performance of this indicator can be increased by lowering the resolution (the number of sub-candles this indicator plots), getting a faster computer, or increasing the performance of your computer like plugging your laptop in and eliminating unnecessary processes. The statistical integrity of this indicator relies on the number of samples collected per sample window in a given cycle. Higher sample counts can be obtained by increasing the chart time frame or upgrading the TradingView plan for a higher bar count. While increasing the chart time frame doesn’t increase the visual number of bars plotted on the chart, it does increase the number of bars that can be pulled at a lower time frame, up to 100,000. Due to a limitation in Pine Scripts request_lower_tf() function, using a spread symbol will only work for regular trading hours, not extended trading hours. Ideally, velocity or momentum should be calculated between candle closes. To eliminate the need to deal with price gaps that would lead to an incorrect statistical distributions, momentum is calculated between candle open and closes as a percent change of the price or value, which should not be an issue for most liquid securities.
Pine Script® göstergesi
Techotomy tarafından
31
SuperTrend Multi Time Frame Long and Short Trading Strategy Hello All This is non-repainting Supertrend Multi Time Frame script, I got so many request on Supertrend with Multi Time Frame. This is for all of them ..I am making it open for all so you can change its coding according to your need. How the Basic Indicator works SuperTrend is one of the most common ATR based trailing stop indicators. In this version you can change the ATR calculation method from the settings. Default method is RMA. The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two parameters, namely period and multiplier. The default values used while constructing a Supertrend indicator are 10 for average true range or trading period and three for its multiplier. The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility . The buy and sell signals are generated when the indicator starts plotting either on top of the closing price or below the closing price. A buy signal is generated when the ‘Supertrend’ closes above the price and a sell signal is generated when it closes below the closing price. It also suggests that the trend is shifting from descending mode to ascending mode. Contrary to this, when a ‘Supertrend’ closes above the price, it generates a sell signal as the colour of the indicator changes into red. A ‘Supertrend’ indicator can be used on spot, futures, options or forex, or even crypto markets and also on daily, weekly and hourly charts as well, but generally, it fails in a sideways-moving market. How the Strategy works This is developed based on SuperTrend. Use two time frame for confirm all entry signals. Two time frame SuperTrend works as Trailing stop for both long and short positions. More securely execute orders, because it is wait until confine two time frames(example : daily and 30min) Each time frame developed as customisable for user to any timeframe. User can choose trading position side from Long, Short, and Both. Custom Stop Loss level, user can enter Stop Loss percentage based on timeframe using. Multiple Take Profit levels with customisable TP price percentage and position size. Back-testing with custom time frame. This strategy is develop for specially for automation purpose. The strategy includes: Entry for Long and Short. Take Profit. Stop Loss. Trailing Stop Loss. Position Size. Exit Signal. Risk Management Feature. Backtesting. Trading Alerts. Use the strategy with alerts This strategy is alert-ready. All you have to do is: Go on a pair you would like to trade Create an alert Select the strategy as a Trigger Wait for new orders to be sent to you This is develop for specially for automating trading on any exchange, if you need to get that automating service for this strategy or any Tradingview strategy or indicator please contact me I am have 8 year experience on that field. I hope you enjoy it! Thanks, Ranga
Pine Script® stratejisi
AIScripts tarafından
19
ILM COT Financial Table - CFTCUse this indicator on Daily Timeframe Please refer to the below link for CFTC Financials www.cftc.gov This script shows the Financial COT for the respective instrument by deriving the CFTC code. Option is provided to override the CFTC code User can also configure the historical CFTC data view The script calculates the Long% vs Short% for various categories (Dealers/Asset Managers/Leveraged Funds/Other Reportables) and color codes the column appropriately. The goal of this script is to show all the financial CFTC data on a single page to digest the data better in a tabular form Fixed the default TradingView Library which has some errors with CFTC code mapping. For example, SPX CFTC Code #13874+ which is the most important one where big players take positions is not there in the default Library.
Pine Script® göstergesi
ILuvMarkets tarafından
4
Seasonality DOW - Day Of the Week - Tabular FormUse this indicator on Daily Timeframe This indicator displays the seasonality data for any instrument (index/stock/ futures /currency) in a tabular data by day of the week - DOW ( Sun - Mon - Tue - Wed - Thu - Fri - Sat ). User can change the start of the year for analysis from the inputs. Year is represented in rows and Day of the week (DOW) is represented in cols. This indicator uses Daily Data feed to calculate the % change Summary data for DOW displayed as the last row
Pine Script® göstergesi
ILuvMarkets tarafından
9
Relative Market Status by @WilliamBeliniWhat is the impact for Volume to the Prices? To respond this question, I formulate the hipótesis if a little Volume change a lot the Price, it's a reversion signal, and if a lot of Volume change a little the price, it´s because the price is established. This is one of 3 indicators created to improve this hipótesis, named: 1. Relative Volume Prices Index by @WilliamBelini (RVPI) 2. Relative Market Status by @WilliamBelini (RMS) 3. Trade Trigger RVPI by @WilliamBelini (TTR) - The first show you the effect from volume to the prices, meas the sensibility of the variation; - The second show you the feeling of the market by cicles, based at the cumulative average sensibility from the RVPI indicator; - The third show you a trigger to trading positions, with the analysis of the historical RVPI data, based on the normal distribution of the futures price variation, by previos RVPI values and some rules created based on data behaviors identified. To the end of this work, I can comprove the hipótesis, with simulations trading based from the TTR. How we can´t monetize our work here, on TradingView platform, I´m disponibilize 2 of 3 indicators for you here free. If you want to have the third, discover how to contact with me (@ ;), and for me will be a pleasure to help you.
Pine Script® göstergesi
wbelini tarafından
Relative Volume Prices Index by @WilliamBeliniWhat is the impact for Volume to the Prices? To respond this question, I formulate the hipótesis if a little Volume change a lot the Price, it's a reversion signal, and if a lot of Volume change a little the price, it´s because the price is established. This is one of 3 indicators created to improve this hipótesis, named: 1. Relative Volume Prices Index by @WilliamBelini (RVPI) 2. Relative Market Status by @WilliamBelini (RMS) 3. Trade Trigger RVPI by @WilliamBelini (TTR) - The first show you the effect from volume to the prices, meas the sensibility of the variation; - The second show you the feeling of the market by cicles, based at the cumulative average sensibility from the RVPI indicator; - The third show you a trigger to trading positions, with the analysis of the historical RVPI data, based on the normal distribution of the futures price variation, by previos RVPI values and some rules created based on data behaviors identified. To the end of this work, I can comprove the hipótesis, with simulations trading based from the TTR. How we can´t monetize our work here, on TradingView platform, I´m disponibilize 2 of 3 indicators for you here free. If you want to have the third, discover how to contact with me (@ ;), and for me will be a pleasure to help you.
Pine Script® göstergesi
wbelini tarafından
[blackcat] L3 Gann SlopeLevel 3 Background William Gann (Wilian D. Gann) is one of the most famous investors in the twentieth century. His outstanding achievements in the stock and futures markets are unparalleled. The theory he created that perfectly combines time and price has been It is still talked about and highly praised by the investment community. Function The slope is the degree of the angle line relative to the time axis (X axis). Volatility is the ratio of unit amplitude to unit time. At the heart of Gann angles is the determination of volatility. Gann angle is the movement of price defined by time unit and price unit. Each angle is determined by the relationship between time and price. In the rising angle, the angle with the larger slope means that the stock price is rising stronger and falling. In a trend line, the larger the slope, the stronger the downtrend. This technical indicator speaks of the Gann slope expressed as an oscillator. Its value varies from 0 to 100. The positive slope means rising, and the negative slope means falling. For rising and falling, the strength of rising and falling is distinguished by the thickness and color of the oscillating line: 1. The thin white line represents the basic oscillator curve and has no special meaning. 2. Light red indicates that an uptrend is established, and dark red indicates a very strong uptrend. 3. Light green indicates an established downtrend, dark green indicates a very strong downtrend. Remarks Feedbacks are appreciated.
Pine Script® göstergesi
blackcat1402 tarafından
2
PowerOfStocks_5EMAThis indicator is based of Subhashish Pani's (power of stocks) 5 EMA Strategy. It plots 5 EMA and Buy/Sell signals with Target & Stoploss levels. What is Subhashish Pani's (power of stocks) 5 EMA Strategy :- His strategy is very simple to understand. for intraday use 5 minutes timeframe for selling. You can sell futures, sell call or buy Puts in selling strategy. What this strategy tries to do is , it tries to catch the tops, so when you sell at top & it turns out to be a reversal point then you can get good profit. this will hit stop losses often, but stop losses are small and minimum target should be 1:3. but if you stay with the trend you can get big profits. According to Subhashish Pani this strategy has 60% success rate. Strategy for Selling (Short future/Call/stock or buy Put) When ever a Candle closes completely above 5 ema (no part of candle should be touching the 5ema), then that candle should be considered as Alert Candle. If the next candle is also completely above 5 ema and it has not broken the low of previous alert candle, Then the previous Alert Candle should be ignored and the new candle should be considered as new Alert Candle. so if this goes on then continue shifting the Alert Candle, but whenever the next candle breaks the low of the Alert Candle we should take the Short trade (Short future/Call/stock or buy Put). Stoploss will be above high of the Alert Candle and minimum target will be 1:3. Strategy for Buying (Buy future/Call/stock or sell Put) When ever a Candle closes completely below 5 ema (no part of candle should be touching the 5ema), then that candle should be considered as Alert Candle. If the next candle is also completely below 5 ema and it has not broken the high of previous alert candle, Then the previous Alert Candle should be ignored and the new candle should be considered as new Alert Candle. so if this goes on then continue shifting the Alert Candle, but whenever the next candle breaks the high of the Alert Candle we should take the Long trade (Buy future/Call/stock or sell Put). Stoploss will be below low of the Alert Candle and minimum target will be 1:3. Buy/Sell with extra conditions : it just adds 1 more condition to buying/selling 1. checks if closing of current candle is lower than alert candles closing for Selling & checks if closing of current candle is higher than alert candles closing for Buyling. This can sometimes save you from false moves but by using this, you can also miss out on big moves as you'll enter trade after candle closing instead of entering at break of high/low. Note :- According to Subhashish Pani Timeframe for intraday buying should be 15 minutes Timeframe. If you haven't understood the strategy by reading above description, then search for "Subhashish Pani's (power of stocks) 5 EMA Strategy" on youtube to get a deeper understanding. Note:- This is not only for Intraday trading , you can use this strategy for Positional/Swing trading as well. If you use this on Monthly Timeframe then it can be very good for Long Term Investing as well. Rules will be same for all types of trades & Timeframes.
Pine Script® göstergesi
Keanu_ritz tarafından
76
Willspread Chart + POIV & ADVolumen TrendColor sπThe Indicator is a combination of different types of measurements to the Price Action. 1. Spread: The Spread is set to measure your Symbol to another chosen Market like Dollar as Contra . But you can switch also between different markets. 2. Accumulation/Distribution with True Range of High or Low including OpenInterest. This only works with Futures . --Energies, Metals, Bonds, Softs, Currencies, Livestock, live cattle , feeder cattle, lean hogs , index-- Open Interest for: ZW, ZC, ZS, ZM, ZL, ZO, ZR, CL, RB, HO, NG, GC, SI, HG, PA, PL, ZN, ZB, ZT, ZF, CC, CT, KC, SB, JO, LB, AUDUSD, GBPUSD, USDCAD, EURUSD, USDJPY, USDCHF, USDMXN, NZDUSD, USDRUB, DX, BTC, ETH, LE, GF, HE, NQ, NDX, ES, SPX, RTY, VIX, 3. Accumulation/Distribution with True Range of High or Low including Volume . 4. The color shows if the Market has positive or negative (Willspread, Volume or Open Interest) 5. The Indicator also shows Divergences to Price and Willspread Movements. If you want to have more information just give me a message.
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ComJoTrader tarafından
1