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Low Pass Channel [DW]This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag. In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm. Most radar warning, electronic countermeasures, and electronic intelligence systems employ IFM to identify threats, map the electronic battlefield, and implement deceptive countermeasures. The IFM technique used for this study was devised by John Ehlers. It calculates In Phase and Quadrature (IQ) components using the Hilbert Transform and uses them to determine the dominant price cycle. To generate the channel, the same filter approach is applied to true range then added to and subtracted from the price filter. Custom bar colors are included for simple wave and trend indication.
Pine Script® göstergesi
DonovanWall tarafından
11
Fast/Slow Degree OscillatorIntroduction The estimation of a least squares moving average of any degree isn't an interesting goal, this is due to the fact that lsma of high degrees would highly overshoot as well as overfit the closing price, which wouldn't really appear smooth. However i proposed an estimate of an lsma of any degree using convolution and a new sine wave series, all the calculation are described in the paper : "Pierrefeu, Alex (2019): A New Low-Pass FIR Filter For Signal Processing." Today i want to make use of this filter as an oscillator providing fast entry points. The oscillator would be similar to the MACD in the sense that is consist on the difference between two filters, with one faster than the other, however unlike the MACD which use two moving averages of different length, here i'll use two filters of same length but different degrees. The Indicator The indicator consist in 3 elements, one main line (in green) the trigger line (in orange) and the histogram which is the difference between the green line and the red one. The main line is made from the difference between two filters of both period length and different degrees (fast, slow), fast should always be higher than slow. The signal line is just the exponential moving average of the main line, the period of the exponential moving average can be adjusted from the settings. Both fast/slow determine the degree of the filters, higher values will create a faster filter. For those who are curious, the filter use a kernel who estimate a polynomial function, this is how an lsma work, the kernel of an lsma of degree p is a polynomial of degree p . I achieved this estimation using a sine wave series. When fast = 1 and slow = 0, the oscillator appear less periodic, this equivalent to : lsma - sma Using 2/1 allow the indicator to highlight cycles more easily without being uncorrelated with the price. This is equivalent to qlsma - lsma, where qlsma is a quadratic least squares moving average. This is similar to my old indicator "Linear Quadratic Convergence Divergence Oscillator". By default the indicator use 3 for fast and 2 for slow, but you can increase both values, here 4/3 : In general higher values of fast/slow will create way more cyclical results, but they can be uncorrelated with the market price. Conclusion This indicator was rather made to show the filter calculation rather than proposing something interesting. However it can be funny to see how the difference between low lag filters create more cyclical outputs, it often allow indicators to have more predictive capabilities. I invite you to read the paper made about the filter, codes for both pinescript and python are provided.
Pine Script® göstergesi
alexgrover tarafından
6
Jomy's Gyroscopic BandsPrice above white line? Long it. Price below white line? Short it. Tuned to XBTUSD on BitMEX. 12h chart. The bands aren't really needed, but you can also choose to long if the price goes above the band, and short if the price goes below the band. If used on other cryptos you should probably tinker with vara (variable a) until you get a respectable result, as that makes a huge difference when dealing with different prices. How does it work? I send a particle into the chart, which moves towards the price level like a moon around a planet. It swings around the price like a sine wave . I find the average gyration distance for the last x bars, and plot them like Bollinger Bands around the particle's trajectory from a point x bars ago. This system seems to produce fewer whipsaw trades than classical EMAs. Just like Bollinger bands, you can expect a big move if the bands tighten for a period of time. Feel free to tinker with this, and if you get some amazing backtests, please share.
Pine Script® stratejisi
Jomy tarafından
3
Open Interest Money Flow Index (OIMFI)CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume. What is the Money Flow Index ( MFI )? The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100. Unlike conventional oscillators such as the Relative Strength Index ( RSI ), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI . What Does the Money Flow Index ( MFI ) Tell You? One of the primary ways to use the Money Flow Index is when there is a divergence. A divergence is when the oscillator is moving in the opposite direction of price. This is a signal of a potential reversal in the prevailing price trend. For example, a very high Money Flow Index that begins to fall below a reading of 80 while the underlying security continues to climb is a price reversal signal to the downside. Conversely, a very low MFI reading that climbs above a reading of 20 while the underlying security continues to sell off is a price reversal signal to the upside. Traders also watch for larger divergences using multiple waves in the price and MFI . For example, a stock peaks at $10, pulls back to $8, and then rallies to $12. The price has made two successive highs, at $10 and $12. If MFI makes a lower higher when the price reaches $12, the indicator is not confirming the new high. This could foreshadow a decline in price. The overbought and oversold levels are also used to signal possible trading opportunities. Moves below 10 and above 90 are rare. Traders watch for the MFI to move back above 10 to signal a long trade, and to drop below 90 to signal a short trade. Other moves out of overbought or oversold territory can also be useful. For example, when an asset is in an uptrend, a drop below 20 (or even 30) and then a rally back above it could indicate a pullback is over and the price uptrend is resuming. The same goes for a downtrend. A short-term rally could push the MFI up to 70 or 80, but when it drops back below that could be the time to enter a short trade in preparation for another drop . Reference : www.investopedia.com WARNING : ** Since each instrument in the list has its own unique contract data, you must first enter its name to display it. I recommend you to select OANDA from the markets. Finally, when the COT reports are issued, it may repaints. However, this repaint is usually close to closing or after close .(When COT reports are so sharp ) So use this script only 1W ( 1 week ) or 1 M ( 1 month ) timeframe. ** This data is taken to Tradingview with the help of Quandl. This is a very low possibility, but the system will not work if there is a malfunction. FEATURES : *** Working with all futures (Including : Bitcoin ) *** If you dont work with "Futures" , you can select "Others" from switchable menu and use volume for all instruments. *** New generation elegant design used : Adaptive coloring Overbought - Oversold Levels according to the closing price. NOTE : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com Stay tuned. Best wishes !
Pine Script® göstergesi
Noldo tarafından
9
Confluence Zone Calculation for Support in Bullish TendsConfluence Zone Calculation for Support in Bullish Tends (or Restance in bearish ones) Ever wondered why sometimes the zag of an Elliot Wave zigzag is stopped after just a few points? (Like in the given Chart where I draw a line for a typical zag action.) It has often to do with confluence Zones. Most people think that the lower edge of a narrow range, repeated a few times, creates big support - confluence zones are stronger. You can make them visible by getting fibonaccis from just one specific high to several different significant lows (for example the range lines mentioned above). The areas where significant lows and their fibos appear very close together are confluence zones. They can brake a falling price like a security net. This script caluculates Confluence zones for you by using a second useful "secret": the secret that signifant lows test or create temporal rsi lows (vice-verse with highs). The thicker (non-aqua clored)lines show actual lows, are corresponding with those rsi lows, the thinner are fibo lines deriving from them. (The white line stands for the high taken for the calculation.) Note: Only those lines are valid which reach to the actual last bar. Best practise is to let the script calculate,then redraw your lines of interest by hand and get rid of the rest of the spider web-like turmoil of lines by deleting the script from the chart. Note further: I had to omit some calculations, because otherwise calculation time gets too long for TV and it stops with calculation Time out. (For your transparency I calculated all fibo codes but skipped some in "sline"-function; the number-suffix makes a jump when i omit a value ). Note further further: Resistance confluence lines for bullish trends need a different script, because if you do it totally right vou in this case work from a single LOW of your interes t. I hope it enriches your knowledge and is a help for your studies and tradings. Feedback and Questions welcome yoxxx
Pine Script® göstergesi
dep0tyoxxx tarafından
1
Template For Custom FIR Filters - Make Your Moving AverageIntroduction FIR filters (finite impulse response) are widely used in technical analysis, there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response won't have infinite outputs unlike IIR filters. They are extremely simple to design to, even without the Fourier transform, this is why i post this template that will let you create custom filters from step responses. Don't hesitate to post your results. How It Works Originally you create your filters from the frequency response you want your filter to have, this is because the inverse Fourier transform of the frequency response is the filter impulse response. After that step you use convolution (convolution is the sum of the product between the signal and the impulse response) and you will have your filter. But we don't have Fourier transforms in pine so how can we possibly make FIR filters from convolution ? Well here the thing, the impulse response is the derivative of the step response and the step response is the sum of the impulse response, this mean we can create filters from step responses. Step response of a moving average. Step responses are easy to design, you just need a function that start at 0 and end up at 1. How To Use The Template All the work is done for you, the only thing you need to do is to enter your function at line 5 : f(x)=> your function For example if you want your filter to have a step response equal to sqrt(x) just enter : f(x)=> sqrt(x) This will give the following filter output : You can create custom step responses from online graphing tools like fooplot or wolfram alpha, i recommend fooplot. You can also design your filter step response from the line 14/15/16, b will be your filter step response, just use a , for example b = pow(a,2) , then replace output in plot by b and use overlay false, you can also plot step , if you like your step response copy the content of b and paste after f(x) => . Filter Characteristics The impulse response determine how many of a certain signal you want in your filter, this is also called weighting, you can think of filter design as cooking where your ingredients are the the signal at different periods and the impulse response determine how many of an ingredient you must include in the recipe. The step response can also tell you about your filter characteristics, for example : This one converge faster to the step function, this mean that the filter will have less lag. However this one converge slower to the step function, this mean the filter might have more lag but could be smoother. Be aware that you must find a good weighting balance, else you can have output equals to the signal or just a delayed version of the signal without smoothing. Real Case Lets design a sine weighted moving average (swma), this FIR filter use the first 180 degrees of a sine wave function as impulse response. Impulse response of the swma. We can design it from the step response without much problems, remember that the impulse response is the derivative of the step response, therefore the derivative of the step response is equal to the first 180 degrees of a sine wave, the derivative of the cosine function is a sine function, therefore : f(x)=> .5*(1 - cos(x*pi)) And voila. Designing A BandPass Filter The bandpass filter like a low-pass and high pass filter, you can think of it as a smooth oscillator. To design a bandpass filter your step response must be bell shaped, or starting at 0 and ending at 0, for example : f(x)=>sin(x*pi) give : Conclusion Just use fooplot and experiment, you could get nice filters, i will try to post some using this template but it would be really nice to have other people use it. If you need further help pm me. Thanks for reading !
Pine Script® göstergesi
alexgrover tarafından
19
RSW2 - Realise Short Waves SmoothedEnglish: Smoothed version of RSW, gives less signals. Works better in short term graphs, like 15mins. RSW Smoothed aims to give you daytrading and stoploss signals. Usage: If leaves green region upwards: long position(buy) or close short position If enters green region downwards: close short position If enter red region downward : close long position If leaves red region downward:short position(sell) or close long position Türkçe: RSW indikatörümüzün düzleştirilmiş hali. Kısa vadeli grafiklerde daha verimli çalışır , mesela 15 dk.lık RSW Smoothed günlük al-sat-stop sinyalleri vermeyi amaçlar. Kullanımı: Yeşil bölgeyi yukarı keserek terkederse: long (al) veya short pozisyonu kapat Yeşil bölgeye aşağı keserek girerse: short pozisyonu kapat Kırmızı bölgeye aşağı keserek girerse : long pozisyonu kapat Kırmızı bölgeyi aşağı keserek terkederse : short(sat) veya long pozisyonu kapat
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PiyasaYorumu tarafından
Chart Mojo Neutral Unwound CloudPlots days high/low and the Chart Mojo neutral cloud, the zone between vwap and 50% range. A secondary gravity right behind the opening 1 min range. The gray crosses are the vwap the gold dots are 50% of developing range. The shaded area between vwap and 50% range is the Chart Mojo cloud...I think of it as traders from the open tend to unwind to it many times a day. More returns on a trend day but you will see urges toward it on trend days. Price tends to urge to it ahead of 10:30 session "1" and 1:15 Session 2. If you get used to watching it and its relationship to price and the opening 1 min range you should start to see tendencies as to when price unwinds toward it.. etc. Where price is in relation to the cloud and the clouds relationship to the opening 1 min range can reveal real time bias. You will being to see, upon observation how traders target the vwap and 50% with target tier of buys and sells etc. Often unwinds to the zones gravity. It takes force or a catalyst to break the gravity. I use it in conjuction with Time Zone theory and Wave and Pattern force...and look to leading correlating hi beta movers and internals like tick and new streaming highs-new straming lows to get jump on what you see on a big etf or index etc. If you intraday tendencies the neutral is very helpful.
Pine Script® göstergesi
chartmojo tarafından
7
Percentage OscillatorUsing momentum calculations on multiple time frames and adding everything together into 4 separate directions: 1- green: the strength and momentum in +45 to +90 degrees angle 2- blue: the strength and momentum in 0 to +45 degrees angle 3- orange: the strength and momentum in 0 to -45 degrees angle 4- red: the strength and momentum in -45 to -90 degrees angle Single parameter to control the size of the largest moving window. Uptrend is green with orange corrections Downtrend is red with blue corrections When downtrend turns into uptrend, blue becomes green When uptrend turns into downtrend, orange becomes red The natural cycle of the market is RED->BLUE->GREEN->ORANGE and so on, you will see the cycle repeats itself 3 times before a break up\down. The strength of the movement depends on the height and width of all the waves that created the 3 cycle movement (reminds Elliot in an oscillatory representation) The script is provided as is, there are no trading strategies implied or recommended. Feel free to PM with questions
Pine Script® göstergesi
Spectrum101 tarafından
1
Pseudo Polynomial ChannelIntroduction Back when i started using pine i made a script called periodic channel who aimed to rescale an average correlated sine wave to the price...don't worked very well. So i tried to fix problems induced by the indicator without much success, i had to redo it from scratch while abandoning the idea of rescaling correlated smooth functions to the price, at that time i also received requests regarding polynomial channel, some plateformes included this indicator, this led me to the idea to estimate it in order to both respond to the periodic channel problems and the requests i received, i have tried many many things and recently i tweaked a linear extrapolation to have an approximation. Linear Extrapolation To Pseudo Polynomial Regression I could be wrong but a polynomial regression must use constant parameters in order to provide a really smooth output, at least constant for a set of time. The moving averages forms (Savitzky-Golay moving average) who smooth polynomials across a window to the data don't have such smoothness, so how to estimate a polynomial regression while having a parameter providing control over the smoothness, a response to this is by using a recursive linear extrapolation. I posted a linear extrapolation indicator long ago, i used the same formula while adding a function to morph the output and the input in the form of : morph * output + (1-morph) * input How can this provide an estimate of a polynomial regression ? Well i'm not even sure myself but if you use the output as input (morph = 1) for the linear extrapolation function you should get a rough estimate of a line, this is what i thought at first and it proved to be right Based on this observation i thought that it would be possible to get polynomial results by lowering morph, and as expected it worked well but showed a periodic pattern, this is why i smooth k in line 10. 0.9 for morph work well, higher values create sometimes smoother results but damage heavily the estimation. Parameters Morph have been introduced earlier, it control the amount of output and input the linear extrapolation should process, lower values create rougher but more stables results, if you see that the estimation is going nuts lower morph or change length, also lower length if you increase morph . High overshoot, morph to 0.8 can help have a better estimation at the cost of less smoothness. Length control the indicator smoothing, this parameter differ heavily from other filters, therefore low values can create mid/long term smoothing, it can also depend on which market instrument you are applying it, so there are no fixed optimal length. Mult control how spread the bands are, to do so mult multiply the cumulative mean error, you can change this error measurement by anything you want like standard deviation/atr/range but take into account that you may create a separate parameter to control the error instead of length . Mult can be a float and like length can have different optimal values depending on the market the indicator is applied to. Flatten do exactly what is name imply, it flatten the overall output to have a better estimation, can be a float. The result is less smooth. Flatten = 2 More Exemples BTCUSD length = 25 and mult = 4 XPDUSD length = 25 and mult = 1 ALPHABET length = 6 and morph = 0.99 Conclusion I tried to estimate a polynomial channel by using recursion in the linear extrapolation function. This build is way more stable than the periodic channel but its still a bit inaccurate in my opinion. I hope this code can still help someone build something really nice, if so share your results :) I apologize for those expecting a legit polynomial channel build but i really don't know how to do that, as i said parameters for the regression must be constants, i hope it still fine :) Thanks for reading !
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alexgrover tarafından
24
Tuka balance with rsi（Prototype）'Tuka' is Japanese called currency. I made this indicator to see the strength of the currency. ※Use google translation※ ■ Difference with other indicators. ・ We used RMA to find currency pairs with volatility. And by using the average foot I saw a gentle wave. ・Made it possible to select 2 standard currency from "EUR, USD, JPY, GBP, AUD" and 4 currencies as options "NZD, CHN, CAD, CHF". ・Added RSI to find weak currencies that are oversold. ・The meaning of kanji is 　EUR：欧 　USD：米 　JPY：日 　GBP：英 　AUD：豪 　NZD：新 　CHN：中 　CAD：加 　CHF：瑞 ■他のインジケーターとの違い。 ・ボラティリティのある通貨ペアを見つけるのにRMAを使ってみた。且つ平均足を使う事でなだらかな波を見るようにした。 ・基準通貨を５つ”EUR、USD、JPY、GBP、AUD”、オプションで４通貨”NZD、CHN、CAD、CHF”から２つを選択出来るようにした。 ・RSIを追加することで、売られすぎの弱い通貨を見つけられるようにしました。 　EUR：欧 　USD：米 　JPY：日 　GBP：英 　AUD：豪 　NZD：新 　CHN：中 　CAD：加 　CHF：瑞
Pine Script® göstergesi
Cbgbm788 tarafından
2
Simple LinesIntroduction Making lines is great in technical analysis since it can highlights principal movements and make the analysis of the price easier when using certain methodologies (Elliott Waves, patterns). However most of the indicators making lines (Zig-Zag, simple linear regression) are non causal (repaint), this is the challenge i tried to overcome, making an indicator capable of making lines in a smart way (able to follow price without loosing a linear approach) and with the least lag possible, i inspired myself from the behaviour of the renko when using a small brick size. This indicator does not repaint . The code is short and i hope, understandable for all of you, making lines is not a difficult task and its important to know that when a problem appear complex it does not mean that the code used to solve this problem must be complex. Lets see the indicator in details. The indicator The indicator have 4 parameters, the length parameter who control the length of lines, the emphasis parameter who control the stability and also the ability to make lines closer to the price (thus minimizing the sum of squares) , the mult parameter which is similar to emphasis and a point option that we will discuss later. When emphasis and mult are both equal to 1 the indicator will sometimes draw a perfect line, however this line will try to follow the price and thus can create a noisy result. This is where emphasis and mult will correct this behaviour. The emphasis parameter give a more periodic look as well as some control to the lines but can also destroy them. This should not happen with mult , this parameter also give more predictability to the lines. Overall it correct the drawbacks of the parameters combinations mentioned earlier. Its also possible to mix both the emphasis and mult parameter, but take into account that when both are equals the result consist of less reactive lengthy lines with low accuracy. Its better to only use one of them and let the other stay to 1. Point Option The indicator can sometimes have a weird look, appearing almost flat or just dont appearing at all. When such thing happen use the point option. XPDUSD without point option. with point option : Time Frame Problem and Its Fix When using higher time-frames the result of the indicator can appear different, in general the higher the time frame the lengthier are the lines. In order to fix this you can use decimals in the length parameter length and mult both equal to 5.5, emphasis cant use decimals. Conclusion I have highlighted a simple way to make use of the small renko box size method in order to return reactive lines without making the indicator repaint. However Its ability to be close to the price as well as being always super reactive is not a guarantee. For any suggestion/help feel free to pm me, i would be happy to help you :)
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alexgrover tarafından
19
EW CountHelper HiLo/Volume-based; with predict-tendencyHere is my Elliott wave count assistant. It is volume based and remarkable signifant to me, how well volume changes can even predict the next swing. (If you use it, you will see that is a little faster and oftenly more accentuated than the original price swing.) Standard use : Lean back from the screne to see the whole picture more likely than details. The beginning of a green cluster is the begining of a new wave one, the end is the end of wave 5 . Red is correcting abc. (Upside down valid in downtrends.) Advanced use : You will see that most of stocks have their own bullsih support, somewhere below zero. Mark it with an horizontal line as an additional warner for reversals. Btw: Have a look at the last "upswing" of SPLK in my example (Start March, 8th, 2019) My Indicator says that is still correcting - ergo a b wave (probably of a zigzag, so further decline to expect.) Have fun and help with it! Yoxxx
Pine Script® göstergesi
dep0tyoxxx tarafından
6