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Two EMA's crossing w/ TRIX & ADX/DI & EMA@RSI filteringThe initial idea for the "X-candle" script is from @nmike, and the requirement was to mark the bar with positive or negative as EMA(5) and EMA(13) cross. Later, it was requested to filter the above with Trix(3) so it just crosses the "zero" line and goes in either positive or negative territory - confirming the EMA's crossing. In addition, one of my ideas was to integrate 2 more rules, and the final looked something like this ... The script marks the candle vertical background with green or red when all 4 rules are satisfied: 1. Between the current and previous bar has to be a cross of the EMA lines (by default: EMA 5 and EMA 13) 2. The current bar is the first or second bar crossing the zero TRIX line ... going in either Positive or Negative range, confirming the first rule 3. ADX is above threshold 25 & DI is also valid (higher than the opposite DI) ... confirming trend direction and strength 4. EMA(21) on top of RSI(13), one of my favorites, so it has to be valid also At the end the script did extensive filtering, and it does filter some good ones also. Needs more work, less filtering, more tolerance, and new rules. All of the above indicator parameters can be modified easily, so anybody can play with. If you find some better indicator parameters that will provide a more efficient filtering, please let us know and drop me a note. Thanks!
Pine Script® göstergesi
zokipoki tarafından
1
Two EMA's crossing w/ TRIX & ADX/DI & EMA@RSI filteringThe initial idea for the "X-candle" script is from @nmike, and the requirement was to mark the bar with positive or negative as EMA(5) and EMA(13) cross. Later, it was requested to filter the above with Trix(3) so it just crosses the "zero" line and goes in either positive or negative territory - confirming the EMA's crossing. In addition, one of my ideas was to integrate 2 more rules, and the final looked something like this ... The script marks the candle vertical background with green or red when all 4 rules are satisfied: 1. Between the current and previous bar has to be a cross of the EMA lines (by default: EMA 5 and EMA 13) 2. The current bar is the first or second bar crossing the zero TRIX line ... going in either Positive or Negative range, confirming the first rule 3. ADX is above threshold 25 & DI is also valid (higher than the opposite DI) ... confirming trend direction and strength 4. EMA(21) on top of RSI(13), one of my favorites, so it has to be valid also At the end the script did extensive filtering, and it does filter some good ones also. Needs more work, less filtering, more tolerance, and new rules. All of the above indicator parameters can be modified easily, so anybody can play with. If you find some better indicator parameters that will provide a more efficient filtering, please let us know and drop me a note. Thanks!
Pine Script® göstergesi
zokipoki tarafından
1
Directional Trend Index (DTI) This technique was described by William Blau in his book "Momentum, Direction and Divergence" (1995). His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. Directional Trend Index is an indicator similar to DM+ developed by Welles Wilder. The DM+ (a part of Directional Movement System which includes both DM+ and DM- indicators) indicator helps determine if a security is "trending." William Blau added to it a zeroline, relative to which the indicator is deemed positive or negative. A stable uptrend is a period when the DTI value is positive and rising, a downtrend when it is negative and falling. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading
Pine Script® stratejisi
HPotter tarafından
2
Directional Trend Index (DTI) Strategy This technique was described by William Blau in his book "Momentum, Direction and Divergence" (1995). His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. Directional Trend Index is an indicator similar to DM+ developed by Welles Wilder. The DM+ (a part of Directional Movement System which includes both DM+ and DM- indicators) indicator helps determine if a security is "trending." William Blau added to it a zeroline, relative to which the indicator is deemed positive or negative. A stable uptrend is a period when the DTI value is positive and rising, a downtrend when it is negative and falling.
Pine Script® göstergesi
HPotter tarafından
1
Indicators: Chartmill Value Indicator & Random Walk IndexChartMill Value Indicator & Modified ChartMill Value Indicator : ------------------------------- Developed by Dirk Vandycke, CVI tracks how far the price spread is from its MA. Since MA keeps increasing even when price consolidates or stalls, it is very difficult for the deviation from a moving average to remain in the overbought or oversold regions for extended periods, which represents a significant improvement over other oscillators such as the RSI and Stochastic indicators. However, a simple price spread from a moving average would not be comparable across all securities, which would preclude us from using the spread in systematic strategies. Fortunately, Mr.Vandycke addresses this problem by dividing the spread by the average true range, which is dependent on both the price level and volatility of the underlying security. There is a variation of CVI called Modified CVI, which does time normalization of ATR (not the MA). This indicator supports displaying "Modified CVI" too. Check the options page. This indicator is best used with other oscillators, to confirm signals. Zero line (in this case, "1" line since the gray line is drawn at the value of 1) crossovers should also be considered as signals. I suggest tuning the OB/OS levels to match your instrument (usually it is around 0.5/-0.5 range). More info: www.traders.com Random Walk Index ------------------------- RWI is used to determine if an issue is trending or in a random trading range (like ADX/Aroon). It attempts to do this by first determining an issue's trading range. The next step is to calculate a series of RWI indexes for the maximum look-back period. The largest index move in relation to a random walk is used as today's index. Michael Poulos, inventor of RWI, recommends 2 to 7 for the short-term time frames and 8-64 for long terms. An issue is trending higher if the long term RWI of highs is greater than 1, while a downtrend is indicated if the long term RWI of lows is greater than 1. Below are some more rules developed by Mr.Poulos: - Enter a long (or close short) when the long-term RWI of the highs is greater than 1 and the short-term RWI of lows peaks above 1 - Enter short (or close long) when the long-term RWI of the lows is greater than 1 and the short-term RWI of highs peaks above 1 More info: - tradingsim.com For displaying only the histogram (as shown in the bottom pane), select "ShowOnlyHistogram" in the options page.
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LazyBear tarafından
5
Aggro-15min Pro V4.2 [SMA200 + Vortex] (v6 Ready)🚀 Aggro-15min Pro Aggro-15min Pro is a professional-grade algorithmic strategy optimized for the 15-minute timeframe. It combines structural trend analysis with aggressive momentum tracking to capture high-probability swings while filtering out market noise. 🛠️ How the Strategy Works 1. Structural Trend (The "Guardrail") 200 SMA: The strategy identifies the primary market direction. It only buys above the 200 SMA and only sells below it, ensuring you stay on the side of institutional flow. 2. Execution Trigger (The "Signal") EMA Cross (9/50): A crossover of the 9-period Fast EMA and 50-period Slow EMA triggers the entry, identifying a confirmed shift in medium-term momentum. 3. Momentum Engine (The "Vortex") Vortex Indicator (VI): Validates the "thrust" behind the move. Dynamic Exit: Includes a "Vortex Reverse" logic that closes trades early if the directional energy fades, preserving capital before a full reversal occurs. 4. Risk & Volatility ADX Filter: Prevents entries during low-volatility "sideways" periods. ATR Risk Management: Uses the Average True Range to set dynamic Stop Loss and Take Profit levels that adapt to current market volatility. - - # 📂 STRATEGY PACKAGE: AGGRO-15MIN PRO **Version:** 4.2 (Pine Script v6 Ready) **Asset Class:** Crypto, Forex, Indices **Timeframe:** 15 Minutes --- ## 📘 1. OPERATIONS MANUAL (English) ### 🟢 Strategy Overview Aggro-15min Pro is a momentum-based trend-following system. It uses a "Triple-Filter" logic to ensure that trades are only taken when long-term trend, medium-term momentum, and short-term volatility are perfectly aligned. ### 🟢 Technical Indicators Setup * **Structural Filter:** 200-period Simple Moving Average (SMA). * **Trigger Engine:** 9-period & 50-period Exponential Moving Averages (EMA). * **Momentum Engine:** 14-period Vortex Indicator (VI). * **Strength Filter:** 14-period Average Directional Index (ADX). * **Volatility/Exits:** 14-period Average True Range (ATR). ### 🟢 Entry Checklist #### LONG Position: 1. **Trend:** Price is **ABOVE** the 200 SMA. 2. **Trigger:** 9 EMA crosses **ABOVE** the 50 EMA. 3. **Vortex:** VIP (Positive) is **ABOVE** VIM (Negative). 4. **Strength:** ADX is **ABOVE** 20. #### SHORT Position: 1. **Trend:** Price is **BELOW** the 200 SMA. 2. **Trigger:** 9 EMA crosses **BELOW** the 50 EMA. 3. **Vortex:** VIM (Negative) is **ABOVE** VIP (Positive). 4. **Strength:** ADX is **ABOVE** 20. ### 🟢 Exit Management * **Take Profit (TP):** $3.0 \times ATR$ (Risk/Reward 1:2). * **Stop Loss (SL):** $1.5 \times ATR$. * **Dynamic Exit:** If the Vortex lines cross in the opposite direction (e.g., VIM > VIP during a Long), the strategy closes the position immediately to lock in profits or minimize loss. ---
Pine Script® stratejisi
CryptoZoso tarafından
EDUVEST Lorentzian ClassificationEDUVEST Lorentzian Classification - Machine Learning Signal Detection ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ ORIGINALITY This indicator enhances the original Lorentzian Classification concept by jdehorty with EduVest's visual modifications and alert system integration. The core innovation is using Lorentzian distance instead of Euclidean distance for k-NN classification, providing more robust pattern recognition in financial markets. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ WHAT IT DOES - Generates BUY/SELL signals using machine learning classification - Displays kernel regression estimate for trend visualization - Shows prediction values on each bar - Provides trade statistics (Win Rate, W/L Ratio) - Includes multiple filter options (Volatility, Regime, ADX, EMA, SMA) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ HOW IT WORKS 【Lorentzian Distance Calculation】 Unlike Euclidean distance, Lorentzian distance uses logarithmic transformation: d = Σ log(1 + |xi - yi|) This provides: - Better handling of outliers - More stable distance measurements - Reduced sensitivity to extreme values 【Feature Engineering】 The classifier uses up to 5 configurable features: - RSI (Relative Strength Index) - WT (WaveTrend) - CCI (Commodity Channel Index) - ADX (Average Directional Index) Each feature is normalized using the n_rsi, n_wt, n_cci, or n_adx functions. 【k-Nearest Neighbors Classification】 1. Calculate Lorentzian distance between current bar and historical bars 2. Find k nearest neighbors (default: 8) 3. Sum predictions from neighbors 4. Generate signal based on prediction sum (>0 = Long, <0 = Short) 【Kernel Regression】 Uses Rational Quadratic kernel for smooth trend estimation: - Lookback Window: 8 - Relative Weighting: 8 - Regression Level: 25 【Filters】 - Volatility Filter: Filters signals during extreme volatility - Regime Filter: Identifies market regime using threshold - ADX Filter: Confirms trend strength - EMA/SMA Filter: Trend direction confirmation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ HOW TO USE 【Recommended Settings】 - Timeframe: 15M, 1H, 4H, Daily - Neighbors Count: 8 (default) - Feature Count: 5 for comprehensive analysis 【Signal Interpretation】 - Green BUY label: Long entry signal - Red SELL label: Short entry signal - Bar colors: Green (bullish) / Red (bearish) prediction strength 【Trade Statistics Panel】 - Winrate: Historical win percentage - Trades: Total (Wins|Losses) - WL Ratio: Win/Loss ratio - Early Signal Flips: Premature signal changes 【Filter Recommendations】 - Enable Volatility Filter for ranging markets - Enable Regime Filter for trend confirmation - Use EMA Filter (200) for higher timeframes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ CREDITS Original Lorentzian Classification concept and MLExtensions library by jdehorty. Enhanced with visual modifications and alert integration by EduVest. License: Mozilla Public License 2.0
Pine Script® göstergesi
EduVest_doro tarafından
Nexus Momentum Flow [JOAT] Nexus Momentum Flow - ADX-Based Trend Strength Analysis Introduction and Purpose Nexus Momentum Flow is an open-source oscillator indicator that combines the ADX (Average Directional Index) with directional movement indicators (+DI/-DI) to create a comprehensive trend strength and direction analysis tool. The core problem this indicator solves is that ADX alone tells you trend strength but not direction, while +DI/-DI alone tells you direction but not strength. Traders need both pieces of information together. This indicator addresses that by combining ADX strength classification with directional bias into a single confluence score, making it easy to identify when strong trends exist and which direction they favor. Why These Components Work Together 1. ADX (Average Directional Index) - Measures trend strength regardless of direction. Values above 25 indicate trending; below 20 indicate ranging. 2. +DI (Positive Directional Indicator) - Measures upward price movement strength. 3. -DI (Negative Directional Indicator) - Measures downward price movement strength. 4. Confluence Score - Combines ADX strength with DI bias to create a single actionable metric. The combination works because: ADX filters out ranging markets where DI crossovers produce whipsaws DI relationship provides direction when ADX confirms trend Confluence score simplifies the analysis into one number How the Calculation Works float directionBias = diPlus - diMinus float confluenceScore = (adx / 100) * directionBias The confluence score is positive when +DI > -DI (bullish) and negative when -DI > +DI (bearish), with magnitude scaled by ADX strength. Trend State Classification EXTREME - ADX > 50 (very strong trend) STRONG - ADX 35-50 (strong trend) TRENDING - ADX 25-35 (moderate trend) RANGING - ADX < 25 (no clear trend) Dashboard Information Status - Current trend state (EXTREME/STRONG/TRENDING/RANGING) Direction - BULLISH or BEARISH based on DI relationship ADX - Current ADX value DI Bias - Difference between +DI and -DI Confluence - Combined score with directional context How to Use This Indicator For Trend Following: 1. Wait for ADX to show TRENDING or higher 2. Check direction matches your trade bias 3. Enter on pullbacks when confluence remains positive/negative 4. Exit when ADX drops to RANGING For Avoiding Whipsaws: 1. Do not trade DI crossovers when ADX shows RANGING 2. Only trust directional signals when ADX confirms trend 3. Use RANGING periods for mean-reversion strategies instead For Trend Exhaustion: 1. Watch for EXTREME ADX readings 2. Extreme trends often precede reversals 3. Consider taking profits when ADX reaches extreme levels Input Parameters ADX Length (14) - Period for ADX calculation DI Length (14) - Period for directional indicators ADX Smoothing (14) - Smoothing period for ADX Trend Threshold (25) - ADX level for trend confirmation Strong Threshold (35) - ADX level for strong trend Extreme Threshold (50) - ADX level for extreme trend Timeframe Recommendations Daily/4H: Best for swing trading trend analysis 1H: Good for intraday trend following 15m: More signals but requires faster reaction Limitations ADX is a lagging indicator - trends are confirmed after they start DI crossovers can whipsaw even with ADX filter Works best in markets that trend clearly May miss early trend entries due to confirmation requirement Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. This indicator does not constitute financial advice. Trend analysis does not guarantee profitable trades. Always use proper risk management. - Made with passion by officialjackofalltrades
Pine Script® göstergesi
officialjackofalltrades tarafından