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Trend Indicator B-V2 (Momentum measuring)"Trend Indicator A-V2" and "Trend Indicator B-V2" are updated and improved versions of my initial trend indicators. Totally rethinking the code, adding highs and lows in the calculations, including some more customisation through colour schemes. In practice, this indicator uses EMAs and Heikin Ashi to provide an overall idea of the trend. The "Trend Indicator A-V2" is an overlay showing “Smoothed Heikin Ashi” . The "Trend Indicator B-V2" uses the same values in a different way to measure the momentum of the trend and identify potential trend rejections. Please, take into account that it is a lagging indicator.
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DZIV tarafından
8
Absolute Momentum (Time Series Momentum)Absolute momentum , also known as time series momentum , focuses on the trend of an asset's own past performance to predict its future performance. It involves analyzing an asset's own historical performance, rather than comparing it to other assets. The strategy determines whether an asset's price is exhibiting an upward (positive momentum) or downward (negative momentum) trend by assessing the asset's return over a given period (standard look-back period: 12 months or approximately 250 trading days). Some studies recommend calculating momentum by deducting the corresponding Treasury bill rate from the measured performance. Absolute Momentum Indicator The Absolute Momentum Indicator displays the rolling 12-month performance (measured over 250 trading days) and plots it against a horizontal line representing 0%. If the indicator crosses above this line, it signifies positive absolute momentum, and conversely, crossing below indicates negative momentum. An additional, optional look-back period input field can be accessed through the settings. Hint: This indicator is a simplified version, as some academic approaches measure absolute momentum by subtracting risk-free rates from the 12-month performance. However, even with higher rates, the values will still remain close to the 0% line. Benefits of Absolute Momentum Absolute momentum, which should not be confused with relative momentum or the momentum indicator, serves as a timing instrument for both individual assets and entire markets. Gary Antonacci , a key contributor to the absolute momentum strategy (find study below), emphasizes its effectiveness in multi-asset portfolios and its importance in long-only investing. This is particularly evident in a) reducing downside volatility and b) mitigating behavioral biases. Moskowitz, Ooi, and Pedersen document significant 'time series momentum' across various asset classes, including equity index, currency, commodity, and bond futures, in 58 liquid instruments (find study below). There's a notable persistence in returns ranging from one to 12 months, which tends to partially reverse over longer periods. This pattern aligns with sentiment theories suggesting initial under-reaction followed by delayed over-reaction. Despite its surprising ease of implementation, the academic community has successfully measured the effects of absolute momentum across decades and in every major asset class, including stocks, bonds, commodities, and foreign exchange (FX). Strategies for Implementing Absolute Momentum: To Buy a Stock: Select a Look-Back Period: Choose a historical period to analyze the stock's performance. A common period is 12 months, but this can vary based on your investment strategy. Calculate Excess Return: Determine the stock's excess return over this period. You can also assume a risk-free rate of "0" to simplify the process. Evaluate Momentum: If the excess return is positive, it indicates positive absolute momentum. This suggests the stock is in an upward trend and could be a good buying opportunity. If the excess return is negative, it suggests negative momentum, and you might want to delay buying. Consider further conditions: Align your decision with broader market trends, economic indicators, or fundamental analysis, for additional context. To Sell a Stock You Own: Regularly Monitor Performance: Use the same look-back period as for buying (e.g., 12 months) to regularly assess the stock's performance. Check for Negative Momentum: Calculate the excess return for the look-back period. Again, you can assume a risk-free rate of "0" to simplify the process. If the stock shows negative momentum, it might be time to consider selling. Consider further conditions:Align your decision with broader market trends, economic indicators, or fundamental analysis, for additional context. Important note: Note: Entering a position (i.e., buying) based on positive absolute momentum doesn't necessarily mean you must sell it if it later exhibits negative absolute momentum. You can initiate a position using positive absolute momentum as an entry indicator and then continue holding it based on other criteria, such as fundamental analysis. General Tips: Reassessment Frequency: Decide how often you will reassess the momentum (monthly, quarterly, etc.). Remember, while absolute momentum provides a systematic approach, it's recommendable to consider it as part of a broader investment strategy that includes diversification, risk management, fundamental analysis, etc. Relevant Capital Market Studies: Antonacci, Gary. "Absolute momentum: A simple rule-based strategy and universal trend-following overlay." Available at SSRN 2244633 (2013) Moskowitz, Tobias J., Yao Hua Ooi, and Lasse Heje Pedersen. "Time series momentum." Journal of financial economics 104.2 (2012): 228-250
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DeltaValue tarafından
8
ATR Momentum [QuantVue]ATR Momentum is a dynamic technical analysis tool designed to assess the momentum of a securities price movement. It utilizes the comparison between a faster short-term Average True Range (ATR) and a slower long-term ATR to determine whether momentum is increasing or decreasing. This indicator visually represents the momentum relationship by plotting both ATR values as lines on a chart and applying color fill between the lines based on if momentum is increasing or decreasing. When the short-term ATR is greater than the long-term ATR, representing increasing momentum, the area between them is filled with green. Conversely, when the short-term ATR is less than the long-term ATR line, the area between them is filled with red. This red fill indicates decreasing momentum. Don't hesitate to reach out with any questions or concerns. We hope you enjoy! Cheers.
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QuantVue tarafından
1
ADX Momentum Shaded CandlesDescription: The "ADX Momentum Shaded Candles" indicator (ADXMSC) is an overlay indicator that enhances candlestick charts by adding shading based on the momentum derived from the Average Directional Index (ADX). This indicator provides visual cues about the strength of bullish and bearish momentum by adjusting the transparency of the candlesticks. How it Works: The indicator utilizes the ADX indicator to calculate the values of +DI (Directional Indicator Plus) and -DI (Directional Indicator Minus) based on user-defined parameters. It then determines the transparency levels for the bullish and bearish candlesticks based on the calculated values of +DI and -DI. Higher values of +DI or -DI result in lower transparency levels, while lower values increase transparency. Transparency Calculation: The transparency of the bullish and bearish candlesticks is adjusted based on the values of +DI and -DI, which reflect the momentum of the price movement. Transparency is inversely proportional to these values, with higher values resulting in lower transparency. To calculate transparency, the indicator uses the formula 100 minus the value of +DI or -DI multiplied by 2. This ensures that higher values of +DI or -DI produce more opaque candlesticks. Usage: To effectively use the "ADX Momentum Shaded Candles" indicator (ADXMSC), follow these steps: 1. Apply the indicator to your chart by adding it from the available indicators. 2. Observe the candlesticks on the chart: - Bullish candlesticks are represented by the original bullish color with adjusted transparency. - Bearish candlesticks are represented by the original bearish color with adjusted transparency. 3. Analyze the transparency levels of the candlesticks to assess the strength of bullish and bearish momentum. Less transparent candlesticks indicate stronger momentum, while more transparent ones suggest weaker momentum. 4. Combine the visual information from the shaded candlesticks with other technical analysis tools, such as support and resistance levels, trend lines, or oscillators, to confirm potential trade opportunities. 5. Customize the indicator's parameters, such as the ADX length and smoothing, to suit your trading preferences. 6. Implement appropriate risk management strategies, including setting stop-loss orders and position sizing, to manage your trades effectively and protect your capital.
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maybethatguy tarafından
2
Ultimate Momentum"Ultimate Momentum" – Elevating Your Momentum Analysis Experience a refined approach to momentum analysis with "Ultimate Momentum," a sophisticated indicator seamlessly combining the strengths of RSI and CCI. This tool offers a nuanced understanding of market dynamics with the following features: 1. Harmonious Fusion: Witness the dynamic interplay between RSI and CCI, providing a comprehensive understanding of market nuances. 2. Optimized CCI Dynamics: Delve confidently into market intricacies with optimized CCI parameters, enhancing synergy with RSI for a nuanced perspective on trends. 3. Standardized Readings: "Ultimate Momentum" standardizes RSI and CCI, ensuring consistency and reliability in readings for refined signals. 4. Native TradingView Integration: Immerse yourself in the reliability of native TradingView codes for RSI and CCI, ensuring stability and compatibility. How RSI and CCI Work Together: RSI (Relative Strength Index): Captures price momentum with precision, measuring the speed and change of price movements. CCI (Commodity Channel Index): Strategically integrated to complement RSI, offering a unique perspective on price fluctuations and potential trend reversals. Why "Ultimate Momentum"? In a crowded landscape, "Ultimate Momentum" stands out, redefining how traders interpret momentum. Gain a profound understanding of market dynamics, spot trend reversals, and make informed decisions. Your Insights Matter: Share your suggestions to enhance "Ultimate Momentum" in the comments. Your feedback is crucial as we strive to deliver an unparalleled momentum analysis tool.
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Julien_Eche tarafından
7
MLB Momentum IndicatorMLB Momentum Indicator is a no‐lookahead technical indicator designed to signal intraday trend shifts and potential reversal points. It combines several well‐known technical components—Moving Averages, MACD, RSI, and optional ADX & Volume filters—to deliver high‐probability buy/sell signals on your chart. Below is an overview of how it works and what each part does: 1. Moving Average Trend Filter The script uses two moving averages (fast and slow) to determine the primary trend: isUpTrend if Fast MA > Slow MA isDownTrend if Fast MA < Slow MA You can select the MA method—SMA, EMA, or WMA—and customize lengths. Why it matters: The indicator only gives bullish signals if the trend is up, and bearish signals if the trend is down, helping avoid trades that go against the bigger flow. 2. MACD Confirmation (Momentum) Uses MACD (with user‐defined Fast, Slow, and Signal lengths) to check momentum: macdBuySignal if the MACD line crosses above its signal line (bullish) macdSellSignal if the MACD line crosses below its signal line (bearish) Why it matters: MACD crossovers confirm an emerging momentum shift, aligning signals with actual price acceleration rather than random fluctuation. 3. RSI Overbought/Oversold Filter RSI (Relative Strength Index) is calculated with a chosen length, plus Overbought & Oversold thresholds: For long signals: the RSI must be below the Overbought threshold (e.g. 70). For short signals: the RSI must be above the Oversold threshold (e.g. 30). Why it matters: Prevents buying when price is already overbought or shorting when price is too oversold, filtering out possible poor‐risk trades. 4. Optional ADX Filter (Trend Strength) If enabled, ADX must exceed a chosen threshold (e.g., 20) for a signal to be valid: This ensures you’re only taking trades in markets that have sufficient directional momentum. Why it matters: It weeds out choppy, sideways conditions where signals are unreliable. 5. Optional Volume Filter (High‐Participation Moves) If enabled, the indicator checks whether current volume is above a certain multiple of its moving average (e.g., 1.5× average volume). Why it matters: High volume often indicates stronger institutional interest, validating potential breakouts or reversals. 6. ATR & Chandelier (Visual Reference) For reference only, the script can display ATR‐based stop levels or a Chandelier Exit line: ATR (Average True Range) helps gauge volatility and can inform stop‐loss distances. Chandelier Exit is a trailing stop technique that adjusts automatically as price moves. Why it matters: Though this version of the script doesn’t execute trades, these lines help you see how far to place stops or how to ride a trend. 7. Final Bullish / Bearish Signal When all conditions (trend, MACD, RSI, optional ADX, optional Volume) line up for a long, a green “Long” arrow appears. When all conditions line up for a short, a red “Short” arrow appears. Why it matters: You get a clear, on‐chart signal for each potential entry, rather than needing to check multiple indicators manually. 8. Session & Date Filtering The script allows choosing a start/end date and an optional session window (e.g. 09:30–16:00). Why it matters: Helps limit signals to a specific historical backtest range or trading hours, which can be crucial for day traders (e.g., stock market hours only). Putting It All Together Primary Trend → ensures you trade in line with the bigger direction. MACD & RSI → confirm momentum and avoid overbought/oversold extremes. ADX & Volume → optional filters for strong trend strength & genuine interest. Arrows → each potential buy (Long) or sell (Short) signal is clearly shown on your chart. Use Cases 5‐Minute Scalping: Shorter RSI/MACD lengths to catch small, frequent intraday moves. Swing Trading: Larger MAs, bigger RSI thresholds, and using ADX to filter only major trends. Cautious Approach: Enable volume & ADX filters to reduce false signals in choppy markets. Benefits & Limitations Benefits: Consolidates multiple indicators into one overlay. Clear buy/sell signals with optional dynamic volatility references. Flexible user inputs adapt to different trading styles/timeframes. Limitations: Like all technical indicators, it can produce false signals in sideways or news‐driven markets. Success depends heavily on user settings and the particular market’s behavior. Summary The MLB Momentum Indicator combines a trend filter (MAs), momentum check (MACD), overbought/oversold gating (RSI), and optional ADX/Volume filters to create clear buy/sell arrows on your chart. This approach encourages trading in sync with both trend and momentum, and helps avoid suboptimal entries when volume or trend strength is lacking. It can be tailored to scalp micro‐moves on lower timeframes or used for higher‐timeframe swing trading by adjusting the input settings.
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digitalsolomon_com tarafından
ATR + Momentum Shifts w/Take ProfitThis script is a technical analysis indicator designed to assist in identifying potential entry points and setting take profit levels in trading. It combines the Average True Range (ATR) indicator, momentum shifts, and customizable take profit levels to provide insights into potential market movements. Differences from Currently Published Ones: This script is unique due to its use of a combination of elements: ATR and Momentum: The script combines the ATR indicator to provide dynamic support and resistance levels with the momentum indicator to identify shifts in the underlying momentum. Customizable Take Profit Levels: It offers the ability to set take profit levels based on customizable multipliers of the ATR, helping traders manage potential profits. How to Use: ATR Bands: The script plots upper and lower ATR bands as potential dynamic support and resistance levels. Shift Arrows: Arrows are plotted below bars for potential long entry opportunities (green triangle) and above bars for potential short entry opportunities (yellow triangle). Take Profit Levels: The script also plots take profit levels both above and below the source price based on the ATR multipliers set in the inputs. Markets and Conditions: This script can be used across various financial markets, including stocks, forex, commodities, and cryptocurrencies. It's most effective in trending markets where momentum shifts can signal potential reversals or continuation of trends. Traders should consider the following conditions: Trend Confirmation: Look for momentum shifts in the direction of the prevailing trend for higher probability setups. Volatility: Higher volatility can amplify ATR movements and subsequently affect the placement of ATR bands and take profit levels. Risk Management: Always implement proper risk management strategies to protect your capital. Additional Considerations: Customization: Traders can adjust input parameters like ATR length, momentum length, and take profit multipliers to match their trading style and market conditions. Combining with Other Indicators: Consider using this indicator in conjunction with other technical indicators or chart patterns for confirmation.
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NantzOS tarafından