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Congestion Index by KatsanosCONGESTION INDEX Market movements can be characterized by two distinct types or phases. In the first, the market shows trending movements which have a directional bias over a period of time. The second type of market behavior is periodic or cyclic motion, where the market shows no consistent directional bias and trades between two levels. This type of market results in the failure of trend-following indicators and the success of overbought/oversold oscillators. Both phases of the market require the use of different types of indicator. Trending markets need trend-following indicators such as moving averages, moving average convergence/divergence (MACD), and so on. Trading range markets need oscillators such as the relative strength index (RSI) and stochastics, which use overbought and oversold levels. The age-old problem for many trading systems is their inability to determine if a trending or trading range market is at hand. Trend-following indicators, such as the MACD or moving averages, tend to be whipsawed as markets enter a nontrending congestion phase. On the other hand, oscillators (which work well during trading range markets) are often too early to buy or sell in a trending market. Thus, identifying the market phase and selecting the appropriate indicators is critical to a system’s success. The congestion index attempts to identify the market’s character by dividing the actual percentage that the market has changed in the past x days by the extreme range according to the following formula: Readings between+20 and−20indicate congestion or oscillating mode. Crossing over the 20 line from below indicates the start of a rising trend. Conversely, the start of a down turn is indicated by crossing under−20 from above. The CI can also be used as an overbought/oversold oscillator. It was taken from İntermarket Trading Strategies book of by Markos Katsanos.Read the book. D1:=Input(“DAYS IN CONGESTION”,1,500,15); CI:=ROC(C,D1-1,%)/((HHV(H,D1)-LLV(L,D1))/(LLV(L,D1)+.01)+.000001); Mov ( CI ,3,E) (Copyright Markos Katsanos 2008)
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ceyhun tarafından
13
Rate Of Change Earnings Move - ROCEMRate Of Change Earnings Move What is it and how does it work? The Rate of Change Earnings Move indicator or ROCEM is an indicator designed for giving the user an idea of how much a stock has moved up or down in past earnings reports. This is ideal for options traders who can use ROCEM to calculate whether or not their long straddles are actually probable of happening. How it works The indicator measures the absolute value rate of change and then calculates the average rate of change for the day of the earnings report for the past 8 earnings reports (2 years). It then takes the current stock price and finds the upper and lower price based on the average rate of change for past earnings. I have also included a moving average (purple line), use this to see if the current rate of change is higher than usual. Additionally, earnings reports are marked with a red x on the indicator. How to trade ROCEM This is primarily made for options trading so I will be explaining how it can be used for that. It is not suited for traditional stock trading as it does not determine a market direction. Select a stock with an upcoming earnings Enter your per leg commissions in the indicator if you want it to calculate new upper and lower prices (makes it easier to determine if the options trade will pass the breakeven when commissions are factored in) Compare your long straddle breakevens with the upper and lower prices of the indicator. If the upper breakeven is smaller than the upper price in ROCEM and the lower breakeven is larger than the lower price in ROCEM, then a long straddle position could be considered a reasonable trade based on past earnings performance.
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DEAD_HUNTER tarafından
2
Super Trend Daily BF 🚀Super Trend is based on volatility and attempts to show the overall greater trend of a market. Thanks to everget for the idea of improving the Super Trend code. Thanks to kiasaki for ROC code. The idea here is to enter a trade upon trend reversal (unless we have a white background - this indicates choppy/sideways market). INSTRUCTIONS Follow the background color for signals of a trend reversal. Bright green = long Bright red = short White = no trade We use a fixed stop loss here of 6% but I have included the option to apply an ATR based stop loss in Settings. No take profit. No re-entering until we get an opposing signal. I use a Rate of Change function to detect when we should stay out due to choppy sideways price action. This strategy was optimised for XBT/USD on Bitmex 1 day chart, ideal settings for other pairs will differ.
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bennef tarafından
13
Multistep AutocorrelationAutocorrelation, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals. This multistep autocorrelation function calculates the correlation of roc (rate of change) between an asset at t and t-1 as well as the correlation of the same asset at t and t-4. The output is an average of the two. If both outputs show a positive correlation, the color will be green. If only one shows a positive correlation, the color will be yellow. If neither show a positive correlation, the color will be red. This indicator can be useful as a filter for strategy entry logic (only enter on strong correlation and the strategy entry condition), or as standalone confirmation of strength in a specific direction. It can also be used to filter chop. Another potential usecase would be as a variable in regression applications. Enjoy!
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Randomtask555 tarafından
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Multifactor Inverse Fisher Strategy (ps4)Best for higher time frames - 30m, 1H, 2H, 3H, 4H, D this strategy uses several factors that are pushed through an Inverse Fisher Transform (IFT). The higher the TF, the better the performance, up to 98%, but the number of deals tends to drop). Middle time frames (5m, 15m) look viable with Scaled Price (Scaled %P) and MFI factors. The factor list can be extended to include cci, stoch, rsi_stoch, emo, macd, cog, dpo, roc, accdist, cctbb, mom, awesome, tva, etc. Some of them need to be rescaled to a 0..100 interval. The IFT produces a value in the -1..1 interval (see: www.mesasoftware.com). This indicator does NOT repaint.
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capissimo tarafından
4
Momentum Pinball IndicatorMomentum Pinball, when you get a buy/sell signal, wait for the next day enter on the high or low of the first hour (depending on the signal) and place a stop in the low/high of the first hour. If the day you get filled closes profitable you can decide to close the trade by the end of the day or hold overnight (if there was a considerable move) and exit the following morning. This strategy is based on the 3 period RSI of the one period ROC
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the_no_factor tarafından
2
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
Price Move exceed % Threshold & BE Evaluation -Tom1traderwww.tradingview.com Category is difficult with this one. I chose ROC as the closest as this measures the historical % of a given change amount. This indicator is in a separate panel above or below the main chart. I use it only for Options trading to help with probability reckoning. Use it (at your own risk) and the code freely and please ask any questions, glad to add detail / clarify and glad to know if you see I screwed something up. :-) 1. Plots when a percent move per candle is exceeded +exceeded is an "x" at top of panel and - is an "x" at panel bottom. 2. Plots (at last candle only) prices that are the selected % above and below the current close with thick black lines. TIP: For this to work best, in chart settings "Scales" tab, check the "Indicator last value" and "No overlapping labels" check box. 3. Sums the number of times it occurs in a given number of candles ("Bars to sum . ." input). TIP: On longer time frames (month+) reduce the length ("Bars . . sum" input) until get sums% plot. 4. Plots green and red lines for plus and minus sums as a percentage. User inputs: ***** BTW did you know you can customize the time frame so one candle is (for example) 3 trading days? 1. Set the time frame of chart - NOTE this can be customized to what you need by scrolling to the bottom and adding the time frame you want i.e. 3 days or 2 weeks per candle. Remember these are trading times so 21 calendar days are 3 weeks or 15 trading days. 2. Choose the % threshold default 2% (+1.02 and its inverse for -) steps are 1/10th of a % (.001). 3. Choose the sum length("Bars . . sum . ") from 10 to 100 in number of candles. Bottom line you can see the historical percentages and prices for a given percent move or can dial in a given break even (plus , minus or both) to see its past % occurrence and % move. One has to take into account changes in the market which show up clearly from the x above or below showing each occurrence (example: See more hits ("x"s) recently? Sum for recent length only to get more accurate reflection of market now.). Anyhow it is fun to play with and is part of how I do my own probability reckoning.
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Tom1trader tarafından
4
Closing Leverage and Rate of ChangeShows BTCUSDLONGS vs BTCUSDSHORTS along with their rate of change on a scale that's friendly for a combined indicator. ROC is increased proportionally so you can see it in relationship to Open Shorts and Open Longs on the same graph without zooming. I had been using an offset as well, but using an offset to adjust position causes the highs to look lower and it makes the lows look less low. It was significant enough to seem like a bad idea to include.
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jarederaj tarafından
2
Sb_Rate_Of_Change_BB_Band_strategy Version 1.0The strategy couples the concept of rate of change along with the Bollinger bands. Along with it LazyBear's RSI/MFI with Volatility Indicator is also taken to reduce the number of trades and improve efficiency. Strategy (in Layman terms): If in the past 10 candles RSI/MFI with Volatility Indicator has printed a red/green colour and the roc has gone above/below the Bollinger bands then the short/long order is placed respectively. Message if you think of any modifications/ enhancements/ any opportunities. :) Donations/Tips... :) - BTC: 1BjswGcRR6c23pka7qh5t5k56j46cuyyy2 ETH: 0x64fed71c9d6c931639c7ba4671aeb6b05e6b3781 LTC: LKT2ykQ8QSzzfTDB6Tnsf12xwYPjgq95h4
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SudeepBisht tarafından
1
Unemployment Momentum ModelThis model uses a Smoothed RSI to measure the momentum of the Civilian Unemployment Rate as published by FRED. The behavior of the unemployment rate makes it ideal for applying momentum-based timing techniques because it tends to rise sharply in a short time period and then declines gradually over a longer period. Using other basic momentum-based timing techniques also works well (e.g., EMA crossover, MACD, ROC, etc.) Please note that you cannot trade the unemployment rate directly. This model is meant to help you understand the state of the current economy in the context of unemployment.
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Stable_Camel tarafından
1
Indicator IntegratorHere is a light piece of code, The Indicator Integrator. It sums up a function (like an integral for you calculus folks). Unlike the 'cum' function that does a million bars of look back you can change the look back period, like limits of integration. Built in is a difference of the close from an SMA. And there is an ROC. By changing what is summed up in the loop you can sum up the differences from the SMA or sum up the ROC. Pick your SMA length/ROC length. Then pick your look back period of how much to add up (bars to add up). There is a built in SMA smoother of three bars on the final summation. Comments welcomed
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forexpirate tarafından
2