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Momentum and Trend Strength Entry Exit Pivot StudyUpdated version of previous Momentum Strength Entry Exit Pivot Study: //************************ // @TheGeeBee - Credit where used // //Notes: // // Use 1,2,3,5 minute timeframes // EMA Cross line and offset allows user to alter the sell characteristics where the candle low is above the EMA line and indicates a possible pre-pivot reversal // Adjust Min and Max pivots based on risk profile // Single Candle drawdown value represents the maximum size of a single red candle before an Exit Pivot is generated // ADX Threshold inhibits Pivots when trending signal is below the threshold value // Percentage Max drawdown since Entry Pivot allows the system to generate an Exit Pivot if the security has dropped X percent from the most recent Entry Pivot point // Use Bars, Candles (preferred) or Heikin-Ashi // Multiple Green Bars = BTFD // Multiple Red bars = If you didn't already get out, do it now! // //************************ Allows for Alerts to be set for Entry and Exit Pivots.
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TheGeeBee tarafından
8
EMA NoHesi - cutting noise in EMA and any other data seriesNoise is common issue in variety of indicators. NoHesi is my take on reducing this noise. Moving Averages are great indicators to show and maintain the trend. But sometimes - especially in pullback areas, smooth reversal zones or flat markets - MAs suggest trend changes, while it would be best for them to stay quiet :) NoHesi function smoothens this noise, without adding unnecessary delay. NoHesi will make MA stay in the same direction as long as the move is not significant. If significant - MAs will report trend-change instantly. Check the chart for illustration - NoHesi EMA keeps showing the same direction, despite its numerous attempts to change it (marked blue). NoHesi can be applied to any data series: MAs, RSI , ADX , etc. EMA seemed like the most obvious example, so I used it for this presentation. Hope it helps in your research! P.S. When applying this to EMAs in other markets/timeframes, you will need to adjust "hesitation" parameter.
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Peter_O tarafından
8
Simple TrenderOriginates from: I was reading some Impulse Trading literature by A. Elder.. In it, someone named Kerry Lovvorn proposed "An End of Day Trend Following System" for someone lazy. Originally it is just price closing above an 8 ema (low) for long. Exit when price closes below an 8 ema (low). The opposite for a short position. Conditions: Buy when price closed below ema (low) for two bars or more, then closes above. Opposite for a short position. I do not follow this condition. Though it may help with whipsaw. My condition is when price closes above the 26 ema (low) (works the best for me) I place orders above the initial crossing bars high. Opposite for lows. I look for stocks that are low in price to go long on. I want the run from 2's to 15's I look for stocks that are mid-teens/20's in price to go short on. I want the run from 20's to 2's I look for stock with news and earnings that are already running (up or down) to play the pullback. These conditions can easily be scanned for on thinkorswim From first glance, the system looks like CMsling shotsystem. Although, I plagiarized some parts of the codes, because I am inept when it comes to that shit, it differs as it is not a moving average crossover system. It is a price crossing over concept. A moving average VWAP is used for best entries on pullbacks. Purpose: --To catch the majority of a trend/wave/run. --To identify pullback areas to go long or short while in midst of trend. To catch pullbacks off news and earning runners. --To catch the initial start of trend with clear rules to enter --Clear rules to exit Issues --possibilities of getting ninja sliced the fuck up. Can be mitigated by entering stocks with decent average volume. And also only going long above 200 ema and short below it. ADX won't work, at the initial start of the trend it will show not trending. Can look at blow off volume at the bottom followed by increase in buying for long and vice versa for short. --Can give some huge gains away through gap ups or gap downs from news or earnings during trend. However, can get huge gain on gaps from news or earning. Nature of the game. --Need some brass balls and a supply of pepto to stomach through some of the pullbacks. Gut wrenching seeing big gains dwindle. But they all even out at the end, you hope. (see NBEV and IGC, and CRON and others. shit don't go in straight lines, homie) Pros --It's simple and easy. Overall, you profit --works with any security Cons --It can be stressful. --does not work well on lower time frames. Do not recommend going below 15 minutes --Possibility of working on 5 minutes with a time frame breakout strategy (15,30 min). Couple it with LazyBear "Weis Wave Volume" indicator. Works well for pullback entries. Enjoy. Ride some waves.
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NYBKLYN tarafından
6
vwMACD_VXI+CMFNOTE: Not useful for <15 mins timeframes. Hey! I added a CMF to read market control. It gives a bit mire insight than the casual MACD Histogram, since it's formula is also based on volume and not just in price change. How yo read CMF: Possitive value = Bulls are in control of the market Negative value = Bears are in control the market Impulsive divergence = Bulls are taking the control, Bears are loosing it (yellow example) Corrective divergence = Bears are taking the control, Bulls are loosing it (no example, but its the opposite, try to find it out :o) You can study divergencies and convergencies to read the trend strenght, while you can check the trend development via the MACD crossing over. MACD to check an opportunity, CMF to check if it's a good or a shitty one ;) As you can see, yellow divergencies = CMF purple divergencies = MACD Also, check my StotRSI Oscillator + ADX for trend strenght + Buy/Sell point script, it does a great job with vwMACD+CMF! ;) For any question, just shoot it on the comments. Cheers!
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BiO-618 tarafından
Renko Parabolic SAR + ADX Indicator (Need help on the alert)//This script is made using scripts by other authors. All credit goes to them. I am only copying snippets and making it work for me// Problem Statement: The script seems to work best using a fixed renko brick. The indicators do work but I have problems with the alert. What often happens is, the signal appears (condition is met) BRIEFLY as the bar forms, it disappears a few seconds later, but the alert is still sent on the close of the bar. I wish to receive these alerts on the close of a bar only if the condition is still met on the close of the bar I am hoping someone can guide or fix the alertcondition such that it checks for the firmed signal before triggering the alert. POLONIEX:BTCUSDT
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ahjian tarafından
Ergodic CSI Backtest This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. 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. This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
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HPotter tarafından
2
Ergodic CSI Strategy This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. 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. This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise. WARNING: - This script to change bars colors.
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HPotter tarafından
Vertical Horizontal Filter VHF by KIVANÇ fr3762Vertical Horizontal Filter Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets. Vary the number of periods in the Vertical Horizontal Filter to suit different time frames. White originally recommended 28 days but now prefers an 18-day window smoothed with a 6-day moving average. Trading Signals Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Rising values indicate a trend. Falling values indicate a ranging market. High values precede the end of a trend. Low values precede a trend start. I have added an option to plot a deafult value of 14 bar EMA too, to clarify the signals. Formula To calculate the Vertical Horizontal Filter: Select the number of periods (n) to include in the indicator. This should be based on the length of the cycle that you are analyzing. The most popular is 28 days (for intermediate cycles). Determine the highest closing price ( HCP ) in n periods. Determine the lowest closing price (LCP) in n periods. Calculate the range of closing prices in n periods: HCP - LCP Next, calculate the movement in closing price for each period: Closing price - Closing price Add up all price movements for n periods, disregarding whether they are up or down: Sum of absolute values of ( Close - Close ) for n periods Divide Step 4 by Step 6: VHF = ( HCP - LCP) / (Sum of absolute values for n periods) created by Adam White
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KivancOzbilgic tarafından
7
Range Action Verification Index (RAVI) Backtest The indicator represents the relative convergence/divergence of the moving averages of the financial asset, increased a hundred times. It is based on a different principle than the ADX. Chande suggests a 13-week SMA as the basis for the indicator. It represents the quarterly (3 months = 65 working days) sentiments of the market participants concerning prices. The short moving average comprises 10% of the one and is rounded to seven. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
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HPotter tarafından
Range Action Verification Index (RAVI) Strategy The indicator represents the relative convergence/divergence of the moving averages of the financial asset, increased a hundred times. It is based on a different principle than the ADX. Chande suggests a 13-week SMA as the basis for the indicator. It represents the quarterly (3 months = 65 working days) sentiments of the market participants concerning prices. The short moving average comprises 10% of the one and is rounded to seven. WARNING: - This script to change bars colors.
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HPotter tarafından