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Collective IndicatorKey notes are that this indicators markets the High and Low of the previous day, week month and quarter. It also marks the open of the day, week, month and quarter. These are levels that can be important areas to take trades towards and away from. It includes additional features some may wish to use that I've included for your convenience that I don't personally use anymore. This is the 50 and 200 EMAs and high volume candle coloring. EMAs can be helpful for identifying the average markup and markdown of a a trend on any given timeframe. Be careful with mean reversion strategies alone since they tend not to have great entries and could result in high losses if used in isolation. The "Length" and "High Volume" settings control how the coloration of candles is applied. Length is the amount of bars it will use to calculate a volume average. "High Volume" is the multiplier used to distinguish how much additional volume you want to be considered "high" volume. 1x meaning average 2x meaning double volume and etc. High volume identification can help show distributive or accumulative characteristics around key areas. I personally focus on the Open, Low, High close data, apply SMC concepts and Wyckoff concepts to look for trades around these key areas.
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Antrias tarafından
Yearly Percentage ReturnsAn indicator that lets you visualize the historical Yearly Percentage returns of any symbol . Key Features: Displays the yearly returns from start to end of each year Displays a table showing all yearly returns for current symbol Displays start of each year as a vertical line Displays up to 5 custom horizontal levels Table Settings: Enable table - Show/Hide the table Size - Sets the size of the table Position - Sets the position of the table on the screen Direction - Sets the direction of the table to display the data (Vertically or Horizontally)
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Botnet101 tarafından
7
seasonThis script is meant to help verify the existence of a seasonal effect in asset returns, using a Z-test. There are three steps: 1. Think of a way to identify a season. The available methods are: by month, by week of the year, by day of the month, by day of the week, by hour of the day, and by minute of the hour. 2. Set the chart to the unit of your season. For example, if you want to check whether a crop commodity's harvest season has a seasonal implication, select "month". If you want to investigate the exchange's opening or close, select "hour". 3. Using the inputs, select the unit (e.g. "month", "dayofweek", "hour", etc.) and the range that identifies the season. The example natural gas chart has set "start" to 8 and "end" to 12 for September through December. The test logic is as follows: The "season" you select has a fixed length; for example, months eight through twelve has a length of four. This length is used to compute a sample mean, which is the mean return of all September-December periods in the chart. It is also used to calculate the mean/stdev of every other four-month period in the chart history. The latter is considered the "population." Using a Z-test, the script scores the difference between the sample returns and the population returns, and displays the results at two levels of significance (P = 0.05 and P = 0.01). The null hypothesis is "there is no difference between the seasonal periods and the population of ordinary periods". If the Z-score is sufficiently large or small, we can reject the null hypothesis and say that there is a seasonal effect at the given level of confidence. The output table will show green for a rejection of the null hypothesis (meaning there is a seasonal effect) or red of acceptance (there is no seasonal effect). The seasonal periods that you have defined will be highlighted on the chart, so you can make sure they are correct. Additionally, the output table shows the mean, median, standard deviation, and top and bottom percentiles for both the seasonal and population samples. Many news sites, twitter feeds, influences, etc. enjoy posting statistics about past returns, like "the stock market has gone up on this day 85 out of the past 100 years" and so on. Unfortunately, these posts don't tell you that many of these statistics are meaningless, as even totally random price fluctuations will cause many such interesting figures to occur. This script provides a limited means of testing some such seasonal effects so you can see if they are probably just random, or if they may have some meaning. Note that Tradingview seems to use 1-based indexing for daily or higher timeframes, and 0-based indexing for intraday timeframes: Months: 1-12 Weeks: 1-52 Days (of month): 1-31 Days (of week): 1-7 Hours (of day): 0-23 Minutes (of hour): 0-59
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taylor_o tarafından
6
Ambu IndicatorAids in analysis and trading with ICT models by automatically plotting concepts taught by Michael J. Huddleston, the Inner Circle Trader. Mainly tailored around my specific trading needs, I just decided to share because it might help other people too. What's Plotted and Included in the Indicator: 1. FVGs 2. ICT Sessions - Since this indicator is tailored specific to my trading needs, I disabled LCKZ, NYCKZ, IPDA TD, etc. Asian Killzone - 1900-0000 EST London Open Killzone - 0200-0500 EST NY Open Killzone - 0700-1000 EST Central Bank Dealer's Range - 1600-2000 EST 3. Seasonal Tendencies - The background color of the Killzones reflect the seasonal tendency of the specific pair. Currently, the only pairs supported are DXY, GBPUSD, EURUSD, and NAS100. More pairs being supported is planned for the future. 4. Midnight Opening Price - 0000 EST To Do: 1. Pairs to add seasonal tendencies for (in-order) SP500 US30 AUDUSD USDCAD XAUUSD 2. Weekly Opening Price 3. For indices, the 0830 (EST) IPDA shift opening price 4. PWH/PWL? 5. PMH/PML?
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hanselhimself tarafından
1
Easy Backtester PROWHAT IS EasyBacktester ? EasyBacktester is a tool that helps you backtest trading strategies built by yourself with an included strategy builder and a multitude of options. From within the parameters of the tool, you can specifically pick your entry settings across 12 most common indicators, such as "RSI", "MACD", "Moving Averages" etc... Then you can immediately visualise your setup's Stop-loss & Take Profit, your expected Profits & Loss and a lot of other statistics for your entry strategy. Once you are satisfied with your entry strategy, you are given a set of tools to optimize your setup using stop-loss rules, take profits rules, partial profits, trailing-stops, entry timing... WHY IS THIS TOOL DIFFERENT ? EasyBacktester is a backtesting engine with no coding skills required. TradingView allows for "Strategy Scripting" using PineScript, which is not an option for non-coder audience. EasyBacktester fills this gap and allow non-coders to get an idea of how their trading strategies may perform using mouse clicks only. Some similar attempts have been made on TradingView, allowing some limited options, but none have the same capabilities EasyBacktester offers, for instance, as of April 2022 these features have not been seen in any other TradingView tools: - partial take profits - leverage simulation - a multitude of trailing stop-loss possibilities including trail triggers and trail parameters - visualisation of entries including stop-loss, take profits, partial take profits, and trailing stops. One can now visualize such complex setups. - visualisation of Profits & Loss - time in trade - wait strategy after a signal: for example, when RSI is oversold, "WAIT until price retraces 100% of the original signal" amongst other possibilities QUICK START GUIDE: STEP 1: DEFINE YOUR SIGNAL STRATEGY From the settings of the tool, find the "SIGNALS STRATEGY" section. Select a type of entry you wish to simulate, for example "LONGs", and activate the checkbox right before "Simulate". Right below, you will find 4 signal builder for you to play with and pick your strategy accordingly. For example, to simulate a signal when RSI is oversold, follow these steps: - On the 1st multiple choice box, select "RSI" - On the 2nd multiple choice box, select "is below..." - On the 3rd multiple choice box, select "OverSold level" Don't forget to activate this rule by checking the checkbox in front of it. After this first step, one should immediately see the chart affected with some plots. The dots represents the signal entry defined by the rule we just created, and the red/green boxes visually represent trades that could have been taken with this signal which, in this example, occurs "when RSI is below oversold level". Note that all specific parameters for RSI including its specific "oversold level" is customisable at the end of the tools settings along with all other indicators settings. STEP 2: STATISTICS By default, the "APPEARANCE" section only plots potential entry signals (materialized by dots) and actual entry boxes (materialized by red/green boxes). But the user can easily add other precious statistics to the chart, and obviously the most important one for backtesting: Profits & Loss (P&L). In the "STATISTICS" section please check the "P&L" box to see appear a chart of the simulated P&L for our example. You should immediately see a new graph below the chart representing the evolution of the P&L after each entry. Other statistics are available to the user, including: Equity, Number of Trades, Time in Position, Number of trades Won, Number of trades Lost, Number of trades Stopped. Play around with those to see them plotted on your chart. STEP 3: OPTIMIZE YOUR ENTRY Under the "ENTRY STRATEGY" section, one can pick how to enter AFTER the signal, which provides the user with an extensive flexibility to pick its timing. Here there are a various set of choices offered, ranging from the default "Market Order at Next Candle Open", to "Limit Order: at signal's candle open" or even "Stop-Buy: at break of last candle high". As its name suggests, this option allows you to actually wait before randomly enter in trade. It is important to also note that the user can totally prevent entry if the conditions are not filled after a customizable number of candles represented in "Max bars to wait for entry" (default being 1, meaning the engine will wait the condition to be filled during only 1 candle) STEP 4: MANAGE YOUR RISK Under the "RISK MANAGEMENT" section, the user is given a series of options to set the amount (s)he would like to risk. This is extremely important to set, and is the result of a combination of customizable options including: - the Initial Capital of the account - the amount to risk per trade, and HOW to risk it: some fixed % the initial equity or adjust the stop-loss to the desired risk ? - use of leverage or not - initial stop-loss, as well as minimum and maximum - trailing stop-loss: what should trigger the trailing ? and by how much should the engine trail ? STEP 5: HAVE AN EXIT PLAN Under the "EXIT STRATEGY", the user can define how to exit the trade. For instance, here again a lot of options are given: - Take Profit: exit at some level of profits defined by a multiple of the stop-loss, or a multiple of the ATR, or some % or points - Partial Profit taking before exit - Panic close position after some time spent on the trade STEP 6: FURTHER OPTIMIZATIONS Under the sections "Commissions" & "Calendar & Sessions", one can simulate real trading conditions by including commissions fees as well as filtering actual dates and trading sessions. These sections are straightforward for any user to use. SETP 7: INDICATORS SETTINGS Since EasyBacktester uses a predefined set of indicators to get started, those indicators are also customizable in the last section of the settings. Here, one can easily customize RSI periodicity, MACD lengths, Moving averages types & lengths, ATR, etc... STEP 8: GOING FURTHER This is only a start to give users an overview of how various options affect their trading performance. But of course, each trader has its special recipe and specific detailed setup that is not possible to embed in a single tool. For advanced simulation, EasyBacktester provides plug & play connectors for advanced users. Namely, there are 3 connectors: - signal connector - trail trigger connector - exit connector Each of these connectors are an opportunity to customize the engine signals, trail trigger and exit choices with the user's own options. This case does require a little bit of coding, but it can easily be implemented by copy-pasting existing resources or with a slight help of a professional. In fact, the only conditions to build a proper connector is to export a plot with the numbers 1 (for signals), 2 (for trigger trails) and 3 (for exits). Here is an example of custom SIGNAL connector compatible with EasyBacktester, to produce a signal when last RSI was below 30 and current RSI reads above 30: ============================================================ //@version=5 indicator("My custom RSI signal") // when previous RSI 14 was below 30 and current RSI 14 is above 30, set "custom_signal" to 1, otherwise set "custom_signal" to 0 custom_signal = ta.rsi(close, 14) < 30 and ta.rsi(close, 14) > 30 ? 1 : 0 // Export a plot of "custom_signal", but do not display it plot(custom_signal, title="my signal", display=display.none) ============================================================ Once this indicator has been built, the user only needs to connect it with EasyBacktester as follow: 1. Open a desired chart, and add both EasyBacktester indicator as well as the custom "My custom signal" we just created above. 2. Open EasyBacktester's settings, and in the first option, there is "Connect signals source" which by default is set to "close". In the multiple choices, find your custom signal which should be named something like "My custom RSI signal: my signal", generally speaking the name is built like this " : ". 3. Now the custom code is connected to EasyBacktester, but we need to indicate the engine we actually want to use it as custom signal. 4. Under the "SIGNALS STRATEGY" section, where we generally build signals rules, there is special rule for this specific connection named "Use external source as entry signal". Just check the checkbox to activate it and see how the chart took our custom signal into consideration. That's it for the overview of EasyBacktester. Thank you for reading and happy trading :)
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StrategyHelpers tarafından
1
Musashi_Slasher (Mometum+Volatility)--- Musashi Slasher (Momentum + Volatility ) --- This tool was designed to fit my particular trading style and personal theories about the "Alchemy of the markets". Velocity This concept will be represented by the light blue and gray lines, a fast RSI (11 periods Relative Strength Index ), and a slow one ( RSI 14 periods as Wilder's half-cycle recommendation). Note: Regular and hidden divergences will be plotted to help spot interesting spots and help with timing. - Regular divergences will hint at a slowdown in price action. - Hidden divergences will hint at a continuation as energy stored as some type of potential energy ready to be released violently. It is also referred ad 'The Slingshot' Momentum To understand Momentum, we must know that in physics Momentum = mass * velocity We will understand mass as the mass of money of the market, which is found in the volume. To represent this concept a colored cloud will be plotted, this area will be given by MFI (13 periods Money Flow Index) and VRSI (Volume RSI ), when MFI is above VRSI will be colored dark blue, else red. Note: Regular and hidden divergences on MFI will be plotted. Volatility The key to making this Alchemic theory work is to understand the "Transmutation" of the volatility which will be plotted by a multicolor line which will be blue in periods of low volatility and Red in periods of high volatility. I like to see these states as 'Ice' and 'Magma', as some periods the volatility just freezes, giving you hints that maybe a big move can be approaching, and at some points is just burning hot. Something I like about this indicator is that is trend agnostic. The line is named BBWP ( Bollinger Bands Width Percentile), as it calculates the width of the Bollinger bands (13 periods) and plot it as a percentile. Finally, we will study the volatility of the volume, plotted as the red and purple mountains at the bottom of the indicator. This will complement and confirm the information provided by the Velocity-Momentum concepts. Final Note This indicator will only help identify interesting moments in the market, it's very powerful if used correctly, but it might be difficult to read in the beginning. It won't give "signals", as it is for understanding different dimensions in the market, I use it as it fits perfectly my trading strategies and tactics. Best! Musashi Alchemist
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Musashi-Alchemist tarafından
2
[blackcat] L3 Financial Minesweeper: Altman Z ScoreLevel: 3 Background The Altman Z-score is the output of a credit-strength test that gauges a publicly traded manufacturing company's likelihood of bankruptcy. The Altman Z-score is a formula for determining whether a company, notably in the manufacturing space, is headed for bankruptcy. Function The possibility of financial failure or bankruptcy of the enterprise is analyzed and predicted through the comprehensive score. The lower the Z value, the more likely the enterprise will go bankrupt. By calculating the Z value of an enterprise for several consecutive years, we can find out whether the enterprise has signs of financial crisis. Generally speaking, when the Z value is greater than 2.675, it indicates that the financial situation of the enterprise is good, and the possibility of bankruptcy is small; When the value is less than 1.81, it indicates that the enterprise is in a potential bankruptcy crisis; when the Z value is between 1.81 and 2.675, it is called a "gray area, indicating that the financial situation of the enterprise is extremely unstable. Remarks STOCKs ONLY which require financial data. X1~X5 coefficients can be customized for different stock markets. Compared to TradingView official Altman Z-Score Indicator. Feedbacks are appreciated.
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blackcat1402 tarafından
MVEX VOLA MODELTo use this script which focusses on vol on the given equity/commodity/price pair its focussed on at its core methodology. We use ES1 here as an example on how this indicator can be used. This indicator is mainly for ES/NQ and its constituents (except consumer staples, energy etc) which lack the same correlations. Note the red lines indicate where buy signals occurred an example listed below. Note the best timeframes to use this indicator include (intraday - 1d trades) 30min, 1hr and Daily for multi day trades. This is distilled into a simple method where you can use this indicator to gauge a potential buy or sell signal. The red shows a sell signal and a green which is a buy i.e. when the blue line short term signal (blue line) has a major divergence vs the mid and long term then this is typically a sell signal. This is shown in the chart above. The green lines indicate where buy signals occurred with an example listed below. The same goes for the reverse where the short term signal (blue line) is higher then we have a view of a potential buy signal. Once again when the VVS (Short term signal) is flattened out then we have a slowing done in the movement of price action and a reversion has the potential to occur. Once again there are times where the signal will not work, as with every indicator, model etc nothing hits 100% and I doubt there ever will be such an indicator to exist. As with everything please manage your risk.
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vexxly tarafından
4
OptimaLiteThe OptimaLite algorithm performs the calculation of the integrated profits and losses for all the buyers and sellers that they have for the given “Calculation period” back in history for every time point. The idea is based on the principle of the accumulation and distribution of the capital among the market participants leading to the price trend change. The indicator consists of the several components (signal lines): 1) “Return” – the main signal that reflects the integrated profits and losses delta (the “Return” moving average is added) 2) “Profit” and “Loss” – integrated profits and losses correspondingly 3) “Return Normalized” – the normalized “Return” for a given period of time 4) “Return High Frequency” – the “Return” signal compensated with the short-term fluctuations by RSI How to use the indicator: – Highs and lows of the indicator are associated with the overbought and oversold conditions points correspondingly. – Crosses of the moving average with the main indicator line are associated with the trend change – Divergencies between the indicator and price highs or lows can be used as signals for the trend reversal – “Profit” and “Loss” signal lines intersections indicate the bulls/bears take over the market Adjustments: The periods of the calculation, averaging and normalization are the main parameters that could be tuned in order to optimize the indicator performance. Generally, the default values are sufficient for the nominal performance thought. But the best combination of those parameters is specific for each asset and timeframe, so it recommended to optimize them.
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Crypto-Hamster tarafından
normalize_heatmap Description: This was a simple indicator to indicate the heatmap area of an asset price, in a relative given time period. In default the lookback period was set to 50 bars, indicating the current state of the price within the previous lookback period. The color scheme was using the rainbow palette, which set blue as the cooling-off area, and red as the heating area. The indicator doesn't take into account momentum strategy and thus doesn't consider the future direction of the asset price. Note: cooling-off area, can be considered to entry or adding position as a DCA strategy. Data Normalize: norm = (x - min) / (max - min) Feature: Heatmap color condition Weighted Moving average (Additional)
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palitoj_endthen tarafından
18
Contributing Constituents of BankniftyContributing Constituents of Banknifty HOW Does it work ? * Banknifty comprises of 12 Banks and each bank have its weightage, these weightage is updated every month by The Exchange. * The Index Movements will be decided through these individual weightage. * The Table is formed showing the contribution of each banks to the movement of index. * Main concept here is that, during anytime of live market, which bank is dragging or leading the Banknifty can be detected, and trend can be followed. # Table also contains the total points moved after opening of market. Contributing Constituents of Banknifty comprises of following -- The 12 Banks are added with their latest weightage in index contribution. User Inputs -- # User can update the weightage every month, through the link www.niftyindices.com How to learn the trend ? # The most moving banks will show their actual contribution in index movement, this will help following the trend of index. # The data for the indicator will be very restricted, most of the parts in indicator wont work when the market closes. # Pre-Opening or Post -Market data is tried to be ignored. # Utmost Care is taken to implement the suggestions of users and also tried to keep the chart neat and clean. Disclaimer: # The indicator to be used for understanding / learning the markets. # User is responsible for his / her profits / losses, that may occur during the markets.
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GrowMore_Indicators tarafından
3
Trading Sessions - SonarlabThe Trading Sessions indicator shows the most significant trading sessions for the Forex market, such as London, New York and Asian. The sessions are presented as colored boxes on the chart, thereby clearly indicating open and close times of a particular session, as well as its trading range. How is this Forex market session indicator used? Traders normally use trading sessions to determine the volatile hours throughout the day, since the trading activities vary from one stock exchange to another. London and New York market trading sessions are considered to be the most volatile, especially during the 4-hour overlap. There are also strategies aiming only at the opening of the London session or those that allow trading only during the Asian session. Backtesting When testing out your strategy this Indicator can be handy to use while backtesting in Tradingviews replay mode. Only backtest the sessions you will normally trade. Settings: For each session: Time beginning - end Show session range or only beginning Colors Overlay type: BOX/ Background/ High - Low Display settings statistics ADR Mid line (50%) Range
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vuetratrading tarafından
17
Positions Watcher & Gain/Loss LinesPositions Watcher & Gain/Loss Lines is a companion table indicator that keeps an eye on open positions, regardless of the ticker you are currently viewing. Keep track of up to 20 positions and their change on the day as well as the gain/loss of your positions. There are 9 different default positions as well as the ability to add a gap from the borders, incase you have other information already in the default position you want to use. It also has the ability to change the width of the table borders. Additionally, this indicator provides the ability to overlay gain/loss horizontal lines at set percentages. This can be based on the positions that are set, in addition to placing lines on all charts starting at the close, open, high or low. Part of this indicator is based on the following indicator and at some point the plan is to merge both indicators. Have modification ideas for this indicator? Just let me know and I will gladly consider them!
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CaptainBrett tarafından
Alpha BarsTo understand if your stock is behaving strongly or poorly, it is imperative to compare its daily changes to that of the S&P 500. To display true Relative Strength, your stock must outperform the S&P 500 by more than its BETA would suggest. The ALPHA Bars tool shows whether the stock outperforms its benchmark and what positive or negative Alpha it returned for the day. Note, that it does not factor in interest rates as the standard model does. To learn more about how Alpha can be used in stock analysis, please visit: www.carusoinsights.com Note that you can change the benchmark symbol from the S&P 500 to whatever benchmark is relevant for your analysis.
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CarusoInsights tarafından
9
EMA - MA 21/55/100/200 Horizontal Lines & Labels & Risk RewardThis indicator will help you to get dynamic support lines of EMA 21,55,100,200 and MA 55,100,200. You can get the Price of EMA And MA in Labels also. Solid Lines Extended Both Sides - 4 Hours Dynamic Support Resistance of EMA and MA Dotted Lines Extended Right Side - 1 Day Dynamic Support Resistance of EMA and MA Dashed Lines Extended Left Side - 1 Hour Dynamic Support Resistance of EMA and MA Donate Me for My Work : BTC(BEP20) :- 0x690fb613895dda012e93dfd35564517311b0f4f0 BNB(BEP20) - 0xE1eE3cF8bf462e1575980df2564a8ee4841f39B0 ETH(ERC20) - 0xE1eE3cF8bf462e1575980df2564a8ee4841f39B0 Hope It will help you. Trade with your own risk. I am not liable for any loss and profit based on this indicator. Thank you.
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cryptoindie tarafından