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Asset Correlation Tool v3, improvedI found this useful tool among the indicators but it wasn't doing the correlation study correctly. Everything in markets, with only a few exceptions, are rising in value over time and therefore trended to time. The simplest method I found is to use link relative or first difference detrending, before calculating a correlation between assets. I also updated it to include more assets, to use the latest Cryptocap indices like BTC.D/ETH.D/TOTAL2 and the top 100 crypto index CIX100. I improved the colour schemes, too Included in the source code are some other ideas like the FRED:M1 and FRED:M2 (only on daily charts), the Yuan/Yen/EUR/USD, etc. There's lots of scope for correlating unrelated markets. I'll keep updating it as I use it to find truly correlated assets. Some kind of signal line of known correlations, to subtract from the baseline fuzz of market activity. Any improvements are most welcome; I'm a novice at best at statistics and build on others' work. - mabonyi
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mabonyi tarafından
Chart Mojo Neutral Unwound CloudPlots days high/low and the Chart Mojo neutral cloud, the zone between vwap and 50% range. A secondary gravity right behind the opening 1 min range. The gray crosses are the vwap the gold dots are 50% of developing range. The shaded area between vwap and 50% range is the Chart Mojo cloud...I think of it as traders from the open tend to unwind to it many times a day. More returns on a trend day but you will see urges toward it on trend days. Price tends to urge to it ahead of 10:30 session "1" and 1:15 Session 2. If you get used to watching it and its relationship to price and the opening 1 min range you should start to see tendencies as to when price unwinds toward it.. etc. Where price is in relation to the cloud and the clouds relationship to the opening 1 min range can reveal real time bias. You will being to see, upon observation how traders target the vwap and 50% with target tier of buys and sells etc. Often unwinds to the zones gravity. It takes force or a catalyst to break the gravity. I use it in conjuction with Time Zone theory and Wave and Pattern force...and look to leading correlating hi beta movers and internals like tick and new streaming highs-new straming lows to get jump on what you see on a big etf or index etc. If you intraday tendencies the neutral is very helpful.
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chartmojo tarafından
7
SMEF Scalper 2.0SMEF Scalper 2.0 by shaslund. Trying to mix some humour into technical trading. Kudos to Douglas Adams for his great books. Please take some time to read them. I believe all traders have been SMEF'd now and then... For the uninitiated: SMEF = 'Spontaneous Massive Existence Failure'. Methology: I am combining a TEMA and a volume-weighted average to predict the trend changes (buy/sell). Features: Some funny, some useful. Changes in v2.0: Removed some garbage and unprotected the code. Thanks to ChrisMoody, LazyBear and Hpotter for invaluable scripting ideas :-) Now, go ahead and board the 'Heart of Gold' and enjoy the ride :-)
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Complector tarafından
11
plot CFTC COT disaggregated dataCFTC COT data is exported by quandl.com to tradingview COT@quandl: www.quandl.com COT@tradingview www.tradingview.com How to use this script: Select and load CFTC COT data for the commodity ticker in the chart Will by default take current ticker, or allow to avvverride it with another Traders' categories are those for commodities, not financial futs Select And Configure : -categories to be plotted -Futures/Futures+Options -by num_contracts/percent -plot"Tot Spreads %" selection when also "Show as % of OI" selected This script supercedes my other "MY_ CFTC GC/SI/CL (Disaggregated)" script
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giancapino tarafından
Function To Candles - Another way to see indicatorsIntroduction There are different and better way's to see price data, a candlestick chart is one of the best way to see the price since you have access to the open/high/low/close information, this is really efficient and can allow for naked non parametric trading strategies (candlesticks patterns) . But what about making candles out of indicators ? There are tons of studies about candlesticks patterns in price data but none (?) about candlestick patterns using indicator data, therefore i made this script in order to show candles from various indicators, i also made an heikin-ashi mode. Rsi To Candles All the indicators are use the open/high/low/close price as input in order to return candles. length control the indicator period. Stochastic To Candles The stochastic oscillator is restrained in a range of 0/100, therefore when equal to 0 or 100 the candles can be flat. Rate Of Change To Candles The rate of change don't distort price as heavily as other indicators since its based on differencing. Center Of Gravity To Candles The center of gravity (cog) is defined from tradingview as "an indicator based on statistics and the Fibonacci golden ratio", its not an indicator i'am familiar with and i don't know if its the same proposed by Elhers. The candles are smooth, high length can flatten the candles heavily making them hard to see. Correlation Oscillator In a range of -1/1 this indicator is quite smooth and can also flatten candles. Patterns And Heikin-Ashi There are tons of patterns that can be generated from candlesticks, they can be applied to this indicator as well. The indicator can show an heikin-ashi mode, heikin-ashi candlestick use averaging to plot candles, this is why they appear smoother, some signals generated from heikin-ashi candles are : Bullish body with no lower shadows = Strong Uptrend Bearish body with no higher shadows = Strong Downtrend High range and small body = Indecision/Risk of reversal Conclusion I made an indicator able to draw candles from other indicators, those candles contain various information that can generate decision from patterns. I hope you find a use to it, if its the case share your findings with me, maybe that you will even be able find a new candlestick pattern :) Thanks for reading !
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alexgrover tarafından
17
Volume Area Profile (Индикатор горизонтальных объемов)Volume Area Profile (Индикатор горизонтальных объемов) Данные введены для графика GC!- Futures Gold - Дата: 20 мая 2019 Индикатор интегрирует данные полученные Вами после анализа кластерного графика объемов цены и строит зоны профиля объемных уровней поддержки и сопротивления Необходимо отредактировать входные параметры: Resistance_max - верхняя граница зоны сопротивления Resistance_min - нижняя граница зоны сопротивления Support_max - верхняя граница зоны поддержки Support_min - нижняя граница зоны поддержки
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vsalnik-ru tarafından
3
Open Interest:CME e-o-d vs CFTC e-o-wCFTC only publishes total OI on fridays, related to last Tuesday. But what happened since last Tuesday? CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview via the che CHRIS/CME datasets www.quandl.com Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI) @quandl.com: www.quandl.com is exported @tradingview: www.tradingview.com Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line): tiny.cc This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line). As numer of outstanding contracts varies from future to future,Eg: E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day Number ofoutstanding contracts exported by quandl.com to tradingview is taken from s3.amazonaws.com There are 2 params you can enter on the script: * override the ticket symbol on the chart ,if script cannot guessit or you need a different one * enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview This script is Open so anyone can copy and modifyit for its use. Please post comments and ideas if you find it useful I try to keep a log of my work here:
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giancapino tarafından
4
Synergy StatsSynergy Stats This indicator is intended to complement the Synergy indicator. It provides the following statistics: A percentage showing how often the two assets move in the opposite direction over a given lookback period. Similarly, another percentage showing how often the two assets move in the same direction over the same lookback period. Count the number of times (occurrences) when the two assets move in the same direction for more than 4 bars. Count the number of times the alternative asset moves more than x% Count the number of times that chart asset moved in the same direction of the alternative asset when the alternative asset moved more than x% Both indicators were developed for use in an investigation/tutorial using Pine Script to analyse Gold and US Dollar Index correlation. The full free post can be found here: backtest-rookies.com
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BacktestRookies tarafından
1
The Scale Of Sacred SoundsBased on the Sacred Sound Scale How to use it: This indicator is designed to capture the inferred behavior of traders and investors by using two groups of averages. Meant for longer trades and trend indicator. Used on any timescale as needed. Can trade on long or short where the slow MA crosses fast Ma or where the Slow MA compresses and flips open again. Follow the trend to the end - pot of gold at the end of the rainbow :-) References: Based on Daryl Guppy GMMA and www.guppytraders.com Read more at: whatmusicreallyis.com There is one tuning in which the frequencies 432, 528, 424 and 440 Hz can peacefully coexist. The scale has 32+1 pure harmonic tones and the reference frequency of 256 Hz. It comes from the Natural Ascending Series of Harmonics 32 to 64 of the 8 Hz Fundamental Tone, and represents its 6th double. I call this tuning The Scale of Sacred Sounds. Representation using ancient Sumerian/Babylonian/Vedic math: 32; 33; 34; 35; 36; 37; 38; 39; 40; 41; 42; 43; 44; 45; 46; 47; 48; 49; 50; 51; 52; 53; 54; 55; 56; 57; 58; 59; 60; 61; 62; 63; 64 Representation using musical ratios: 1/1; 33/32; 17/16; 35/32; 9/8; 37/32; 19/16; 39/32; 5/4; 41/32; 21/16; 43/32; 11/8; 45/32; 23/16; 47/32; 3/2; 49/32; 25/16; 51/32; 13/8; 53/32; 27/16; 55/32; 7/4; 57/32; 29/16; 59/32; 15/8; 61/32; 31/16; 63/32; 2/1 The math for deriving one of the above series from the other is simple. Divide all numbers from the ancient series by the first, then simplify the fractions. Conversely, the series of ratios can be turned into the series of integers by calculating their least common denominator (the smallest whole number that is a multiple of all numbers under the fraction bar) and discarding it. Logarithmic representation using musical constants (definition given further down): 0,000; 30,772; 60,625; 89,612; 117,783; 145,182; 171,850; 197,826; 223,144; 247,836; 271,934; 295,464; 318,454; 340,927; 362,905; 384,412; 405,465; 426,084; 446,287; 466,090; 485,508; 504,556; 523,248; 541,597; 559,616; 577,315; 594,707; 611,802; 628,609; 645,138; 661,398; 677,399; 693,147
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riseofthecapitalist tarafından
7
Tillson T3 Moving Average MTFMULTIPLE TIME FRAME version of Tillson T3 Moving Average Indicator Developed by Tim Tillson, the T3 Moving Average is considered superior -1.60% to traditional moving averages as it is smoother, more responsive and thus performs better in ranging market conditions as well. However, it bears the disadvantage of overshooting the price as it attempts to realign itself to current market conditions. It incorporates a smoothing technique which allows it to plot curves more gradual than ordinary moving averages and with a smaller lag. Its smoothness is derived from the fact that it is a weighted sum of a single EMA , double EMA , triple EMA and so on. When a trend is formed, the price action will stay above or below the trend during most of its progression and will hardly be touched by any swings. Thus, a confirmed penetration of the T3 MA and the lack of a following reversal often indicates the end of a trend. The T3 Moving Average generally produces entry signals similar to other moving averages and thus is traded largely in the same manner. Here are several assumptions: If the price action is above the T3 Moving Average and the indicator is headed upward, then we have a bullish trend and should only enter long trades (advisable for novice/intermediate traders). If the price is below the T3 Moving Average and it is edging lower, then we have a bearish trend and should limit entries to short. Below you can see it visualized in a trading platform. Although the T3 MA is considered as one of the best swing following indicators that can be used on all time frames and in any market, it is still not advisable for novice/intermediate traders to increase their risk level and enter the market during trading ranges (especially tight ones). Thus, for the purposes of this article we will limit our entry signals only to such in trending conditions. Once the market is displaying trending behavior, we can place with-trend entry orders as soon as the price pulls back to the moving average (undershooting or overshooting it will also work). As we know, moving averages are strong resistance/support levels, thus the price is more likely to rebound from them and resume its with-trend direction instead of penetrating it and reversing the trend. And so, in a bull trend, if the market pulls back to the moving average, we can fairly safely assume that it will bounce off the T3 MA and resume upward momentum, thus we can go long. The same logic is in force during a bearish trend . And last but not least, the T3 Moving Average can be used to generate entry signals upon crossing with another T3 MA with a longer trackback period (just like any other moving average crossover). When the fast T3 crosses the slower one from below and edges higher, this is called a Golden Cross and produces a bullish entry signal. When the faster T3 crosses the slower one from above and declines further, the scenario is called a Death Cross and signifies bearish conditions. I Personally added a second T3 line with a volume factor of 0.618 (Fibonacci Ratio) and length of 3 (fibonacci number) which can be added by selecting the box in the input section. traders can combine the two lines to have Buy/Sell signals from the crosses. Developed by Tim Tillson
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KivancOzbilgic tarafından
3
Asset Correlation Tool v2Correlation amongst assets is the degree to which they move in tandem. This indicator measures correlation between different assets. Why is that important? To any investor diversification is a very important technique for reducing risk. The problem is that most misunderstand it. Most people tend to think diversification is achieved simply by investing in a variety of assets instead of just a few. This is wrong. The whole point of diversification is to be invested in assets with different growth drivers. A portfolio consisting of +20 highly correlated assets (Your cryptobags, probably) is the OPPOSITE of diversification. This is taking on risk without being compensated for it. Which is contradictory to the fundamental reason for why you do invest in assets. Proper diversification is achieved when you reduce the correlation between the assets in your portfolio. HOW TO USE To use this tool, add it to your favorites and then add it to your chart. It will by default only show the correlation between an altcoin index and the current chart symbol. If you go to its settings you can add its correlation to the stock market, gold and you can also easily customize it to any security you want. 0.5 to 1.0: Strong positive correlation Around 0: Little to no correlation -0.5 to -1.0: Strong negative correlation Took a few hours to build this one. It would be super helpful if you can take a look at the index I used - I'm convinced there are better and more accurate methods to this one. But best I could come up with Later I will evolve this one to an oscillator that measures the relation between cross coin correlations and volatility. Inspired by some great work by @cryptorae If you have any requests or ideas please shoot Updates v0.2 - Added altcoin index - Changed some calculations - Restructed code
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Supervillain tarafından
Multi SMA EMA WMA HMA BB (5+5 MAs + Bollinger Bands) MTF by RRBMulti SMA EMA WMA HMA BB (5+5 Moving Averages of Any Type with Bollinger Bands) MTF by RagingRocketBull 2018 Version 1.0 This indicator shows multiple MAs of any type (SMA EMA WMA HMA etc) with BB and MTF support There are several versions: Simple, MTF, Pro MTF and Ultimate MTF. This is the MTF version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +assign 1 custom Timeframe to any group combo (5+5 Custom TF) - Pro MTF: +multiple Timeframes for multiple MA groups (4*3 MTF), horizontal levels and show max bars back options - Ultimate MTF: +individual settings for each MA, multiple Timeframes There are 2 groups of MAs, 3rd group is BB. You can: - show/hide all MAs in a group. Use length 0 to hide a particular MA independently or uncheck in Style. - apply any MA type to all MAs in a particular MA group. For example, you can assign all EMAs the HMA type. Groups are called EMAs and SMAs just for reference. - assign Custom Timeframe to a particular MA/BB group combination or all groups. For example, show daily (D) EMAs+SMAs on H1 Timeframe, or only H4 (240) BB on H1. You can use different types of MAs as dynamic S/R levels to trade of off and MA crosses as signals for possible trend change (golden/death bull/bear crosses). Current Timeframe MAs can be used together with Custom Timeframe MAs on a single chart. Higher TF MAs are more important than lower TF MAs. Most common MA types are: SMA, EMA, WMA, HMA. Most common MA lengths are: 12, 20, 26, 30, 50, 100, 200, 400 etc. MTF Notes: - Script UI uses simple timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs - Groups that are not assigned a Custom TF will use Current Timeframe (0). - MTF will work for any MA type assigned to the group. BB group always uses SMA type. - MTF works both ways: you can display a higher TF MA/BB on a lower TF or a lower TF MA/BB on a higher TF. - MTF MA values are normally aligned at the boundary of their native timeframe. This produces stair stepping when a higher TF MA is viewed on a lower TF. Therefore Point Density/Smoothing is applied by default on MA MTF for visual aesthetics. Set to 0 to disable and see exact ma mtf values (lines with stair stepping and original mtf alignment). - Smoothing is disabled for BB MTF because fill doesn't work with smoothed MAs after duplicate values are replaced with na. - MTF MA Value fluctuation is possible on the current bar due to default security lookahead Features: - 2 groups of custom 5+5 MAs of any type including Hull Moving Average (HMA) - BB - 1x Custom Timeframe with step line smoothing for 3 groups (MAs + BB) 1. based on 3EmaBB, uses plot, fill, security, change, barstate, stdev and custom hma functions 2. you can't set certain constants from input due to Pinescript limitations - change the code as needed, recompile and use as a private script version 3. you can't have plot* inside ?/if/for/function, and implementing condition forks using 2 sets of plots (na vs non-na) doubles indicator params and styles - confusing 4. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params Feel free to use. Good Luck!
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RagingRocketBull tarafından
8
Multi SMA EMA WMA HMA BB (5+5 MAs + Bollinger Bands) by RRB Multi SMA EMA WMA HMA BB (5+5 Moving Averages of Any Type with Bollinger Bands) by RagingRocketBull 2018 Version 1.0 This indicator shows multiple MAs of any type (SMA EMA WMA HMA etc) with BB on a chart at the same time with/without MTF support depending on the version. There are several versions (published later): Simple, MTF, Pro MTF and Ultimate MTF. This is the Simple version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +assign 1 custom Timeframe to any group combo (5+5 Custom TF) - Pro MTF: +multiple Timeframes for multiple MA groups (4*3 MTF), horizontal levels and show max bars back options - Ultimate MTF: +individual settings for each MA, multiple Timeframes You can use different types of MAs as dynamic S/R levels to trade of off and MA crosses as signals for possible trend change (golden/death bull/bear crosses). Most common MA types are: SMA, EMA, WMA, HMA. Most common MA lengths are: 12, 20, 26, 30, 50, 100, 200, 400 etc. Features: - 2 groups of custom 5+5 MAs of any type including Hull Moving Average (HMA) - BB 1. based on 3EmaBB, uses plot, fill, stdev and custom hma functions 2. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params Feel free to use. Good Luck!
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RagingRocketBull tarafından
12