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Point and Figure (PnF) RSIThis is live and non-repainting Point and Figure Chart RSI tool. The script has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. P&F RSI is calculated and shown by using its own P&F engine. If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. you can use PNF type RSI or RENKO type RSI. What is the difference between them? While calculating PNF type RSI, the script checks last X/O column's closing price but when using RENKO type RSI the scipt calculates RSI on every price changes according to number of boxes. and also with RENKO type RSI, calculation is made for each boxes on price changes. Important note if you use this PNF script with reversal = 2 then you get RENKO chart. So, with this RENKO chart better to use RENKO type RSI ;)
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LonesomeTheBlue tarafından
6
Point and Figure (PnF) ChartThis is live and non-repainting Point and Figure Charting tool. The tool has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. Chart Style: There are 3 options for chart style: “Candle”, “Area” or “Don’t show”. As Area: As Candle: X/O Column Style: it can show all columns from opening price or only last Xs/Os. Color Theme: different themes exist => Green/Red, Yellow/Blue, White/Yellow, Orange/Blue, Lime/Red, Blue/Red Show Breakouts is the option to show Breakouts This tool detects & shows following Breakouts: Triple Top/Bottom, Triple Top Ascending, Triple Bottom Descending, Simple Buy/Sell (Double Top/Bottom), Simple Buy With Rising Bottom, Simple Sell With Declining Top Catapult bullish/bearish Show Horizontal Count Targets: Finds the congestion or consolidation pattern and if there is breakout then it calculates the Target by using Horizontal Count method (based on the width of congestion pattern). It shows how many column exist on congestion area. There is no guarantee that prices will reach the target. Show Vertical Count Targets: When Triple Top/Bottom Breakouts occured the script calculates the target by using Vertical Count Method (based on the length of the column). There is no guarantee that prices will reach the target. For both methods there is auto target cancellation if price goes below congestion bottom or above congestion top. trend is calculated by EMA of closing price of the P&F Whipsaw protection: Last options are “Show info panel” and Labeling Offset. Script shows current box size, reversal, and recommanded minimum and maximum box size. And also it shows the price level to reverse the column (Xs <-> Os) and the price level to add at least 1 more box to column. This is the option to put these labels 10, 20, 30, 50 or 100 bars away from the last bar. Labeling content and color change according to X/O column. do not hesitate to comment.
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LonesomeTheBlue tarafından
65
CCI strategy on OIL1HThis indicator is based on Commodity Channel Index. It buys when CCI on period 200 is under -130 and it´s rising last 12 bars. It closes the position by hitting Take Profit, Stop Loss or opening short position. It sells when CCI on period 200 is over 130 and it´s falling last 12 bars. It closes the position by hitting Take Profit, Stop Loss or opening short position. This strategy seems to working just on USOIL on 1 hour chart. This can predict that it´s just luck and not proper strategy or indicator I would use for trading. This script is just for educational purposes and that´s why the script is open. I will be happy if you will leave comment and try to come up with some ideas how to improve this strategy, so it can be used also on other commodities/forex pairs.
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InvestorJakub tarafından
Rhaps SMAEMA Combo v1.1There's many versions of this sort of thing around the Tradingview library, but i guess we all like things to our own specifications. So this is my take on the SMA and EMA version combined. Bunch of SMA's & EMA's, with labels, and G&D Cross Labels and Alerts. These values can of course be changed to any you may prefer. Rhapsodyy's Combo SMAEMA's v1.1 SMA's with Painted Labels : 10/30/50/80/200 EMA's with Painted Labels : 21/50/89/200/377 50SMA / 200SMA Golden & Death Crosses on Current Timeframe & Alerts Daily 50SMA / 200SMA Golden & Death Crosses overlayed onto Current Timeframe & Alerts 50EMA / 200EMA Golden & Death Crosses on Current Timeframe & Alerts Daily 50EMA / 200EMA Golden & Death Crosses overlayed onto Current Timeframe & Alerts
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Rhapsodyy tarafından
2
EMA Cloud 150/250The trend is your friend. MA's are a simple and an easy way to find the trend on anytime frame. A lot of people use the 200 MA to define trend but I've always preferred EMA's. This is a 150 ema and 250 ema cloud. Ema's can act as support and resistance. Instead S/R being a single line on the chart S/R is seen more as an area on support and therefore a cloud is more suitable in defining the area around the 200 ema. Rules 1. Above the cloud the assumption is bullish 2 .Below the cloud the assumption is bearish 3 . Change in color is confirmation of a trend change Note that all MA's lag so use with confluence of other technical indicators. *better on higher time frames
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Yo_adriiiiaan tarafından
6
2-Period RSI strategy (with filter)2-period RSI strategy backtest described in several books of the trader Larry Connors . This strategy uses a 2 periods RSI , one slow arithmetic moving average and one fast arithmetic moving average. Entry signal: - RSI 2 value below oversold level (Larry Connors usually sets oversold to be below 5, but other authors prefer to work below 10 due to the higher number of signals). - Closing above the slow average (200 periods). - Entry at closing of candle or opening of next candle. Exit signal: - Occurs when the candlestick closes above the fast average (the most common fast average is 5 periods, but some traders also suggest the 10 period average). Entry Filter (modification made by me): - Applied an RSI2 arithmetic moving average to smooth out oscillations. - Entered only when RSI2 is below oversold level and RSI2 moving average is below 30. * NOTE: In the stocks that I evaluate daily the averages of 4 and 6 periods work very well as a filter. Comments: This strategy works very well in Daily charts but can be applied in other chart times as well. As this is a strategy to catch market fluctuations, it presents different results with different stocks. I have been applying this strategy to the stocks of the Brazilian market (BOVESPA) and have enjoyed the result. Every day I evaluate the stocks that are generating entry signals and choose which one to trade based on the stocks with the highest Profit Value. The RSI 2 averaging filter probably will reduce profit of the backtests because reduces the number of signals, but the Profit Value will usually increase. For me this was a good thing because without the filter, this strategy usually shows more signals than I have capital to allocate. Before entering a trade I look at which fast average the paper has the highest Profit Value and then I use this average as my output signal for that trade (this change has greatly improved the result of the outputs). This strategy does not use Stop Loss because normally Stop Loss decreases effectiveness (profit). In any case, the option to apply a percentage Stop Loss if desired is added in the script. As the strategy does not use stop, extra caution with risk management is advisable. I advise not to allocate more than 20% of the trade capital in the same operation. I'm still studying ways to improve this strategy, but so far this is the best setup I've found. Suggestions are always welcome and we can test to see if they improve the backtest result. Good luck and good trades. ================================================ Backtest das estratégia do IFR de 2 períodos descrita em varios livros do trader Larry Connors . Esta estratégia usa um IFR de 2 períodos, uma média movel aritmética lenta e uma média movel aritmética rápida. Sinal de entrada: - Valor do IFR 2 abaixo do nível de sobrevenda (Larry Connors usualmente define sobrevenda sendo abaixo de 5, mas outros autores preferem trabalhar abaixo de 10 devido ao maior número de sinais). - Fechamento acima da média lenta (200 períodos). - Realizado a compra no fechamento do candle ou na abertura do candle seguinte. Sinal de saída: - Ocorre quando o candle fecha acima da média rápida (a média rápida mais comum é a de 5 períodos, mas alguns traders sugerem também a média de 10 períodos). Filtro para entrada (modificação feita por mim): - Aplicado uma média móvel aritmética do IFR2 para suavisar as oscilações. - Realizado a entrada apenas quando o IFR2 está abaixo do nível de sobrevenda e a média móvel do IFR2 está abaixo de 30. *OBS: nos ativos que avalio diariamente as médias de 4 e 6 períodos funcionam muito bem como filtro. Comentários: Esta estratégia funciona muito bem no tempo gráfico Diário mas pode ser aplicada tambem em outros tempos gráficos. Como trata-se de uma estratégia para pegar oscilações do mercado, ela apresenta diferentes resultados com diferentes ativos. Eu venho aplicando esta estratégia nos ativos do mercado brasileiro (BOVESPA) e tenho gostado do resultado. Diariamente eu avalio os papeis que estão gerando entrada e escolho qual irei realizar o trade baseado nos papeis que apresentam maior Profit Value. O filtro da média do IFR 2 reduz o lucro nos backtests pois reduz também a quantidade de sinais, mas em compensação o Profit Value irá normalmente aumentar. Para mim isto foi algo positivo pois, sem o filtro, normalmente esta estratégia apresenta mais sinais do que possuo capital para alocar. Antes de entrar em um trade eu olho em qual média rápida o papel apresenta maior Profit Value e então eu utilizo está média como meu sinal de saída para aquele trade (esta mudança tem melhorado bastante o resultado das saídas). Está estratégia não utiliza Stop Loss pois normalmente o Stop Loss diminui a eficácia (lucro). De qualquer maneira, foi acrescentado no script a opção de aplicar um Stop Loss percentual caso seja desejado. Como a estratégia não utiliza stop é aconselhável um cuidado redobrado com o gerenciamento de risco. Eu aconselho não alocar mais de 20% do capital de trade em uma mesma operação. Ainda estou estudando formas de melhorar esta estratégia, mas até o momento está é a melhor configuração que encontrei. Sugestões são sempre bem vindas e podemos testar para verificar se melhoram o resultado do backtest. Boa sorte e bons trades.
Pine Script® stratejisi
Tomazetti tarafından
12
Mega Trend Plus - S&P 500 Trend Follower / Market GaugeFirstly, 100% of the credit goes to Greg Morris @ Stockcharts.com for the article detailing the concept and most of the settings/components. I've simply implemented his idea. I haven't sought permission from him, but given that he was open with the components of the indicator I'm assuming he's happy for me to go ahead and code this in pinescript. See the article here: stockcharts.com Okay, so this is part of a system/indicator Greg outlined in the article that he calls Trend Gauge. The idea is fairly simple: take a group of indexes that cover the breadth of the market you want to trade, track their relationship/position to their 200 period Exponential Moving Average (EMA), and assign scores to bull/bear crosses + relative location to the EMA. Once you've normalized and aggregated the scores you finish up with a trend following indicator that works surprisingly well. This part is called Mega Trend Plus, and tracks whether an index is above or below its 200 period EMA. I'll be releasing the second part ("Trend Strength") soon. Once that's done I'll combine them to form the full "Trend Gauge" indicator. I decided to provide the base version that people can then experiment with and tweak to their liking, so Greg's version shown in the article is smoother than the one provided here. It's up to you to play with smoothing options, and potentially tweak the weightings of the various components. Please see the script for info on what the various inputs are - I've added notes there. So, how does it do? Well, as you can see from the chart above it works pretty well overall. The S&P 500 has been fairly trendy over the last few decades, so it's been prime territory for a system like this. It would have kept you out of the big bear markets (particularly GFC & 2015-16), and that's the goal of any trend-based system. They thrive on how little they lose, not necessarily on how much they make. As you can see, the indicator is pretty choppy. So it's not designed (in the current configuration) to provide accurate buy/hold/sell signals. It currently functions more as a market gauge / strength indicator. Hopefully you find this concept interesting. It's simple, but the best systems often are. Please add comments below if you come up with an interesting configuration or variation. Let me know if you have any queries. DD
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DreamsDefined tarafından
3
Palex 2.0Atualização do SETUP do saudoso Professor Alexandre Fernandes "Palex" - Bandas de Bolliger (Standard) = *Banda Superior = Média Móvel Simples (20 dias) + (2 x Desvio Padrão de 20 dias) *Banda Inferior = Média Móvel Simples (20 dias) – (2 x Desvio Padrão de 20 dias) - EMA 9 (Média Móvel Exponencial) - SMA 21 (Média Móvel Simples) - SMA 200 (Média Móvel Simples) Clássica MA 200 períodos - SMA 400 (Média Móvel Simples) - EMA 400 (Média Móvel Exponencial) - WILD (Média Móvel Welles Wilder) O mesmo usado pelo nosso grande Mestre PALEX!
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ferGOD tarafından
1
EMA/SMA Support/Resistance Levels//////////////////////////////////////////////////////////// // saxonlucius 07/08/2019 // EMA/SMA Major Support/Resistance levels //////////////////////////////////////////////////////////// The script contains major support/resistance EMA's and SMA's. This includes: EMA EMA 21 EMA 34 EMA 50 EMA 89 EMA 100 EMA 200 EMA 377 SMA SMA 10 SMA 100 SMA 200 SMA 900 The EMA 34 and SMA 900 are not as relevant as the others.
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saxonlucius tarafından
1