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Ehlers Stochastic CG Oscillator [LazyBear]Another one from Ehlers. Ehlers likes the idea behind StochRSI so much, he dedicated a full chapter in his book (linked below) on how stoch works with his "superlative" (his words, not mine) indicators. This is stoch of his CG oscillator. Standard stochastic oscillator uses fixed period for calculations and does not adjust to the constantly changing market cycle length. Stochastic CG Oscillator does not have such a drawback. Use this like normal stochRSI osc (Uncheck "Fill Osc/Trigger" option, sample chart below) More info: - CG oscillator: - Cybernetic Analysis for Stocks and Futures (Ehlers) List of my public indicators: bit.ly List of my app-store indicators: blog.tradingview.com
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LazyBear tarafından
8
[blackcat] L2 Ehlers Stochastic RSILevel: 2 Background John F. Ehlers introuced his Stochastic RSI in August, 2006. Function John Ehlers' article in August, 2006, "Modeling The Market = Building Trading Strategies," describes a process for extracting trend and cyclic elements from market data, then recombining them for trading purposes. He used the Stochastic RSI denoted the cyclic elements. Key Signal StochRSI--> Ehlers Stochastic RSI fast line Trigger--> Ehlers Stochastic RSI slow line Pros and Cons 100% John F. Ehlers definition translation, even variable names are the same. This help readers who would like to use pine to read his book. Remarks The 70th script for Blackcat1402 John F. Ehlers Week publication. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
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blackcat1402 tarafından
15
[blackcat] L3 Volatility Ehlers Stochastic CGOOVERVIEW This advanced indicator integrates the Center of Gravity Oscillator (CGO) with an Ehlers-Stochastic framework and an Adaptive Local Minimum-Maximum Average (ALMA) smoothing algorithm. Designed for non-overlaid charts, it identifies market momentum shifts by analyzing price action through multi-layer volatility analysis. FEATURES • Dual-line system: ✓ Stochastic CGO: Core oscillating line derived from weighted OHLC price calculations ✓ ALMA Lagging Line: Smoothing component using customizable offset/sigma parameters • Dynamic color scheme: ✓ Green/red trend differentiation via crossover comparison ✓ Optional fill areas between lines (toggleable) • Clear trade signals: ✓ Buy/Sell labels triggered by mathematically defined crossovers ✓ Zero-reference baseline marker (#0ebb23) • Customizable parameters: Fast Length (9 default) controls CGO sensitivity Slow Length (5 default) governs ALMA responsiveness ALMA Offset/Sigma allow adaptive curve optimization HOW TO USE Configure core parameters: • Adjust Fast Length (CGO timeframe window) • Set Slow Length, ALMA Offset, and Sigma for smoother/laggier response Interpret visuals: • Bullish trend = green shaded zone (when primary line above lagging line) • Bearish trend = red shaded zone (primary line below lagging line) Analyze signals: • Buy triggers occur when rising CGO crosses above ALMA while below zero • Sell triggers activate when falling CGO breaks below ALMA after exceeding zero base Optimize display: ✓ Enable/disable fill area via Fill Between Lines LIMITATIONS • Relies heavily on lookback periods - rapid market changes may reduce predictive accuracy • Signal frequency increases during high-volatility environments • Requires additional confirmation methods due to occasional premature crossovers • Default parameter settings may lack universality across asset classes NOTES • Best paired with volume-based confirmations for stronger signals • Reducing ALMA Sigma sharpens line responsiveness at cost of noise susceptibility • Increasing Fast Length extends calculation horizon while reducing peak sensitivity • Weighted OHLC source formula prioritizes closing prices for swing direction assessment
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blackcat1402 tarafından
5
Ehlers Stochastic Center Of Gravity [CC]The Stochastic Center Of Gravity Indicator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 79-80), and this is one of the many cycle scripts that I have created but not published yet because, to be honest, I don't use cycle indicators in my everyday trading. Many of you probably do, so I will start publishing my big backlog of cycle-based indicators. These indicators work best with a trend confirmation or some other confirmation indicator to pair with it. The current cycle is the length of the trend, and since most stocks generally change their underlying trend quite often, especially during the day, it makes sense to adjust the length of this indicator to match the stock you are using it on. As you can see, the indicator gives constant buy and sell signals during a trend which is why I recommend using a confirmation indicator. I have color-coded it to use lighter colors for normal signals and darker colors for strong signals. Buy when the line turns green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
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cheatcountry tarafından
Ehlers Stochastic Relative Vigor Index [CC]The Stochastic Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 84-89) and this of course is very similar to the Ehlers Fisher Stochastic Relative Vigor Index I just published. In hindsight I probably should have published this one first but just like with the other script this is a stochastic version of a Relative Vigor Index and I added some smoothing to make buy and sell signals clearer. There are several ways to identify buy and sell signals but generally in the long term it is a buy signal when the indicator is below the oversold line and is moving up and in the short term when the indicator is above it's trigger line which is what I coded the buy and sell signals to follow. Buy when the line is green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
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cheatcountry tarafından
2
Stochastic of Two-Pole SuperSmoother [Loxx]Stochastic of Two-Pole SuperSmoother is a Stochastic Indicator that takes as input Two-Pole SuperSmoother of price. Includes gradient coloring and Discontinued Signal Lines signals with alerts. What is Ehlers ; Two-Pole Super Smoother? From "Cycle Analytics for Traders Advanced Technical Trading Concepts" by John F. Ehlers A SuperSmoother filter is used anytime a moving average of any type would otherwise be used, with the result that the SuperSmoother filter output would have substantially less lag for an equivalent amount of smoothing produced by the moving average. For example, a five-bar SMA has a cutoff period of approximately 10 bars and has two bars of lag. A SuperSmoother filter with a cutoff period of 10 bars has a lag a half bar larger than the two-pole modified Butterworth filter.Therefore, such a SuperSmoother filter has a maximum lag of approximately 1.5 bars and even less lag into the attenuation band of the filter. The differential in lag between moving average and SuperSmoother filter outputs becomes even larger when the cutoff periods are larger. Market data contain noise, and removal of noise is the reason for using smoothing filters. In fact, market data contain several kinds of noise. I’ll group one kind of noise as systemic, caused by the random events of trades being exercised. A second kind of noise is aliasing noise, caused by the use of sampled data. Aliasing noise is the dominant term in the data for shorter cycle periods. It is easy to think of market data as being a continuous waveform, but it is not. Using the closing price as representative for that bar constitutes one sample point. It doesn’t matter if you are using an average of the high and low instead of the close, you are still getting one sample per bar. Since sampled data is being used, there are some dSP aspects that must be considered. For example, the shortest analysis period that is possible (without aliasing)2 is a two-bar cycle.This is called the Nyquist frequency, 0.5 cycles per sample.A perfect two-bar sine wave cycle sampled at the peaks becomes a square wave due to sampling. However, sampling at the cycle peaks can- not be guaranteed, and the interference between the sampling frequency and the data frequency creates the aliasing noise.The noise is reduced as the data period is longer. For example, a four-bar cycle means there are four samples per cycle. Because there are more samples, the sampled data are a better replica of the sine wave component. The replica is better yet for an eight-bar data component.The improved fidelity of the sampled data means the aliasing noise is reduced at longer and longer cycle periods.The rate of reduction is 6 dB per octave. My experience is that the systemic noise rarely is more than 10 dB below the level of cyclic information, so that we create two conditions for effective smoothing of aliasing noise: 1. It is difficult to use cycle periods shorter that two octaves below the Nyquist frequency.That is, an eight-bar cycle component has a quantization noise level 12 dB below the noise level at the Nyquist frequency. longer cycle components therefore have a systemic noise level that exceeds the aliasing noise level. 2. A smoothing filter should have sufficient selectivity to reduce aliasing noise below the systemic noise level. Since aliasing noise increases at the rate of 6 dB per octave above a selected filter cutoff frequency and since the SuperSmoother attenuation rate is 12 dB per octave, the Super- Smoother filter is an effective tool to virtually eliminate aliasing noise in the output signal. What are DSL Discontinued Signal Line? A lot of indicators are using signal lines in order to determine the trend (or some desired state of the indicator) easier. The idea of the signal line is easy : comparing the value to it's smoothed (slightly lagging) state, the idea of current momentum/state is made. Discontinued signal line is inheriting that simple signal line idea and it is extending it : instead of having one signal line, more lines depending on the current value of the indicator. "Signal" line is calculated the following way : When a certain level is crossed into the desired direction, the EMA of that value is calculated for the desired signal line When that level is crossed into the opposite direction, the previous "signal" line value is simply "inherited" and it becomes a kind of a level This way it becomes a combination of signal lines and levels that are trying to combine both the good from both methods. In simple terms, DSL uses the concept of a signal line and betters it by inheriting the previous signal line's value & makes it a level. Included: Bar coloring Alerts Signals Loxx's Expanded Source Types
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loxx tarafından
Vix FIX / Stochastic Weights StrategyThis script is based off of Chris Moody's Vix Fix Indicator modified by OskarGallard and BigBitsIO's Stochastic Weights. This script is a compilation of several different stochastic indicators (and RSI ) where the K value of each indicator is equally weighted. The purpose of the indicator is to combine many indicators together in a fashion that weights them easier. By default, the Stochastic and Stochastic RSI are both enabled - the idea is to speed up the relatively slower Stochastic and to slow down the relatively fast Stochastic RSI . BigBitsIO's Stochastics are also available that can also be added to the weighted calculation. Only the K value is weighted, as the D value is just a moving average of the weighted K. - Why is this modifed stochastic useful? - To weight multiple indicators together so that you can attempt to find optimal values shared amongst the indicators. Ex: If Stochastic RSI is 100 and Stochastic is 50, K would be 75 and not particularly high. If you add in a 50 RSI , the K would be 67 in this example. If we weight indicators together that all have a high value they could potentially help find elements that align together to produce a stronger signal. In this script we have the red "S" triangles which are Exits (overbought stochastic crosses). Added alerts for stochastic exit signals. Alerts are Pre-Set to only Alert on Bar Close. The "Williams Vix Fix" is one of the most reliable indicators in history for finding market bottoms. The Vix Fix is simply a code from Larry Williams creating almost identical results for creating the same ability the Vix has to all assets. The VIX has always been much better at signaling bottoms than tops. Simple reason is when market falls retail traders panic and increase volatility , and professionals come in and capitalize on the situation. At market tops there is no one panicking... just liquidity drying up. The FE green triangles are "Filtered Entries". The AE green triangles are "Aggressive Filtered Entries". Added Alerts to Williams Vix Fix (Aggressive Entry and Filtered Entry). Alerts are Pre-Set to only Alert on Bar Close. Added "Ehlrers StochCCI" indicator of user @glaz The Ehlrers StochCCI is a variation of Ehlers Stochastic RSI replaced with CCI. The John Ehlers' article in August, 2006, "Modeling The Market = Building Trading Strategies," describes a process for extracting trend and cyclic elements from market data, then recombining them for trading purposes. He used the Stochastic RSI denoted the cyclic elements. Added ability to show Dots when StochCCI Crosses. Sell: fuchsia dots. Buy: green dots. Added alerts for (Buy / Sell) StochCCI. Alerts are Pre-Set to only Alert on Bar Close. DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB.
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OsMar21 tarafından
2
inverse_fisher_transform_adaptive_stochastic█ Description The indicator is the implementation of inverse fisher transform an indicator transform of the adaptive stochastic (dominant cycle), as in the Cycle Analytics for Trader pg. 198 (John F. Ehlers). Indicator transformation in brief means reshaping the indicator to be more interpretable. The inverse fisher transform is achieved by compressing values near the extremes many extraneous and irrelevant wiggles are removed from the indicator, as cited. █ Inverse Fisher Transform input = 2*(adaptive_stoc - .5) output = e(2*k*input) -1 / e(2*k*input) +1 █ Feature: iFish i.e. output value trigger i.e. previous 1 bar of iFish * 0.90 if iFish crosses above the trigger, consider a buy indicated with the green line while, iFish crosses below the trigger, consider a sell indicate by the red line in addition iFish needs to be greater than the previous iFish
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palitoj_endthen tarafından
MomentumSignal Kit RSI-MACD-ADX-CCI-CMF-TSI-EStoch// ---------------------------------------- // Description: // ---------------------------------------- // MomentumKit RSI/MACD-ADX-CCI-CMF-TSI-EStoch Suite is a comprehensive momentum indicator suite designed to provide robust buy and sell signals through the consensus of multiple normalized momentum indicators. This suite integrates the following indicators: // - **Relative Strength Index (RSI)** // - **Stochastic RSI** // - **Moving Average Convergence Divergence (MACD)** with enhanced logic // - **True Strength Index (TSI)** // - **Commodity Channel Index (CCI)** // - **Chaikin Money Flow (CMF)** // - **Average Directional Index (ADX)** // - **Ehlers' Stochastic** // // **Key Features:** // 1. **Normalization:** Each indicator is normalized to a consistent scale, facilitating easier comparison and interpretation across different momentum metrics. This uniform scaling allows traders to seamlessly analyze multiple indicators simultaneously without the confusion of differing value ranges. // // 2. **Consensus-Based Signals:** By combining multiple indicators, MomentumKit generates buy and sell signals based on the agreement among various momentum measurements. This multi-indicator consensus approach enhances signal reliability and reduces the likelihood of false positives. // // 3. **Overlap Analysis:** The normalization process aids in identifying overlapping signals, where multiple indicators point towards a potential change in price or momentum. Such overlaps are strong indicators of significant market movements, providing traders with timely and actionable insights. // // 4. **Enhanced Logic for MACD:** The MACD component within MomentumKit utilizes enhanced logic to improve its responsiveness and accuracy in detecting trend changes. // // 5. **Debugging Features:** MomentumKit includes advanced debugging tools that display individual buy and sell signals generated by each indicator. These features are intended for users with technical and programming skills, allowing them to: // - **Visualize Signal Generation:** See real-time buy and sell signals for each integrated indicator directly on the chart. // - **Adjust Signal Thresholds:** Modify the criteria for what constitutes a buy or sell signal for each indicator, enabling tailored analysis based on specific trading strategies. // - **Filter and Manipulate Signals:** Enable or disable specific indicators' contributions to the overall buy and sell signals, providing flexibility in signal generation. // - **Monitor Indicator Behavior:** Utilize debug plots and labels to understand how each indicator reacts to market movements, aiding in strategy optimization. // // **Work in Progress:** // MomentumKit is continuously evolving, with ongoing enhancements to its algorithms and user interface. Current debugging features are designed to offer deep insights for technically adept users, allowing for extensive customization and fine-tuning. Future updates aim to introduce more user-friendly interfaces and automated optimization tools to cater to a broader audience. // // **Usage Instructions:** // - **Visibility Controls:** Users can toggle the visibility of individual indicators to focus on specific momentum metrics as needed. // - **Parameter Adjustments:** Each indicator comes with customizable parameters, allowing traders to fine-tune the suite according to their trading strategies and market conditions. // - **Debugging Features:** Enable the debugging mode to visualize individual indicator signals and adjust their contribution to the overall buy/sell signals. This requires a basic understanding of the underlying indicators and their operational thresholds. // // **Benefits:** // - **Simplified Analysis:** Normalization simplifies the process of analyzing multiple indicators, making it easier to identify consistent signals across different momentum measurements. // - **Improved Decision-Making:** Consensus-based signals backed by multiple normalized indicators provide a higher level of confidence in trading decisions. // - **Versatility:** Suitable for various trading styles and market conditions, MomentumKit offers a versatile toolset for both novice and experienced traders. // // **Technical Requirements:** // - **Programming Knowledge:** To fully leverage the debugging and signal manipulation features, users should possess a foundational understanding of Pine Script and the mechanics of momentum indicators. // - **Customization Skills:** Ability to adjust indicator parameters and debug filters to align with specific trading strategies. // // **Disclaimer:** // This indicator suite is intended for educational and analytical purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own analysis or consult a qualified financial advisor before making trading decisions.
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bogas2021 tarafından