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Volatilite Durdurması

[-_-] Volatility Calibrated ATRDescription: An indicator based on ATR adjusted for volatility of the market. It uses Heikin Ashi data to find short and long opportunities and displays a dynamic stop loss level. Additionally, it has alerts for when the trend changes (which is an entry signal). How it works: It works by dynamically calculating the Period for ATR which depends on current volatility level that is calculated by a function that uses Standard Deviation of price. ATR is then smoothed by Weighted Moving Average and multiplied by ATR Factor, resulting in a plot that changes its colour to red when we're in a downtrend and green when in an uptrend. This plot should be used as a dynamic Stop Loss level. Trend change is determined by price crossing the dynamic Stop Loss level. The squared red and green labels appear when the trend changes, and should be used as Entry signals. Parameters: - Source -> data used for calculations - ATR Factor -> higher values produce less noise and longer trends, lower values give more signals
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sabricat tarafından
11
Volatility Stop with Vwap StrategyFirst the credits goes to @TradingView for their release of the volatility stop mtf indicator. I have took it, and inside I have added a weekly vwap for a better trend direction and at the same time I have added a dynamic risk managment which is calculated from the distance between the volatility line to the close of the candle. The rules for entry are simple: For long:We enter when our close of the candle is above the volatility stop line and at the same time the close of the candle is above weekly vwap For short we enter when our close of the candle is below the volatility stop line and at the same time the close of the candle is below weekly vwap. We exit when we either have a reverse signal than the one we enterred, or based on the TP/SL which is calculated with the distance from vwap to the close of the candle. If you have any questions please let me know !
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exlux tarafından
1
SuperTrend Entry(My goal creating this indicator) : Provide a way to enter the market systematically, automatically create Stop Loss Levels and Take Profit Levels, and provide the position size of each entry based on a fix Percentage of the traders account. The Underlying Concept : What is Momentum? The Momentum shown is derived from a Mathematical Formula, SUPERTREND. When price closes above Supertrend Its bullish Momentum when its below Supertrend its Bearish Momentum. This indicator scans for candle closes on the current chart and when there is a shift in momentum (price closes below or above SUPERTREND) it notifies the trader with a Bar Color change. Technical Inputs - If you want to optimize the rate of signals to better fit your trading plan you would change the Factor input and ATR Length input. Increase factor and ATR Length to decrease the frequency of signals and decrease the Factor and ATR Length to increase the frequency of signals. Quick TIP! : You can Sync all VFX SuperTrend Indicators together! All VFX SuperTrend indicators display unique information but its all derived from that same Momentum Formula. Keep the Factor input and ATR Length the same on other VFX SuperTrend indicators to have them operating on the same data. Display Inputs - The indicator has a candle overlay option you can toggle ON or OFF. If toggled ON the candles color will represent the momentum of your current chart ( bullish or bearish Momentum) your able to change the colors that represent bullish or bearish to your preference - You can toggle on which shows the exact candle momentum switched sides your able to change the colors that represent a bullish switch or bearish switch to your preference - The trader can specify which point you would like your stop loss to reference. (Low and High) Which uses the Low of the Momentum signal as the reference for your Stop Loss during buy signals and the High as the reference during sell signals. Or (Lowest Close and Highest Close) which uses the Lowest Close of the Momentum signal as the reference for your Stop Loss during buys and the Highest Close as the reference during sells. - The colors that represent your Stop Loses and Take Profits can also be changed Risk Management Inputs - Your Risk MANAGMENT section is used to set up how your Stop Loss and Take Profit are calculated - You have the option to take in account Volatility when calculating your Stop Loss. A adjusted ATR formula is used to achieve this. Increase Stop Loss Multiplier from 0 to widen stops. - Increase Take Profit Multiplier from 0 to access visual Take Profit Levels based on your Stop Loss. This will be important for traders that Prefer trading using risk rewards. For Example: If the the Take Profit Multiplier is 3 a Take Profit level 3 times the size or your stop loss from your entry will be shown and a price number corresponding to that Take Profit Level becomes available. - Enter your current Account size, Bet Percentage and Fixed Spread to get your Position Size for each trade -Toggle on the Current Trade Chart and easily get the size of your Position and the exact price of your Take Profit and Stop Loss. You can increase the Size of the Current Trade Chart= Tiny, Small, Normal, Large, Huge and change the Position of the Current trade Chart to your preference, (Top- Right, Center, Left) (Middle- Right, Center, Left) (Bottom- Right, Center, Left). How it can be used ? - Enter Trades and always know where your stop is going to be - Eliminate the need to manual calculate Position Size - Get a consistent view of the current charts momentum - Systematical enter trades - Reduce information overload
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Who7is7Like7God tarafından
4
ATR SL + Position Size Calculator [DoctaBot]Props to @Veryfid for his original script 'ATR Stop Loss Finder'. The concept is simple. We use the average true range to determine an appropriate stop loss distance based on recent volatility. The original script calculated the stop loss offset from the current candle's high or low. Here, I've added the option to offset stop loss from the recent local low or local high (a better way in my opinion). I have also added a feature to automatically calculate position size by either dollar amount or as a percent of your account size to suit your risk profile (percent of account at risk per trade). This calculator supports use of leverage to calculate the amount of margin required to open desired position size.
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DoctaBot tarafından
5
StopLossThat indicator helps us to determine the stop loss levels or prices in terms of atr levels. It includes 4 (four) options which are 1-Don't Risk, 2-Low Risk, 3-High Risk, 4-Risk Lover their exploding rates are 1-2.4% , 2-3.9% , 3-6.7% , 4-16.7% in sort. It helps us to produce new methods to decreace our risk/reward ratio. It is ATR Trailing StopLoss indicator. The indicator is awesome in terms of comfortable. Thanks and waiting for your feedbacks.
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MrMagic09 tarafından
4
Average True Range (VStop) GuppyThis script allows Volatility Stop, an average true range-based indicator, to be plotted like a "Guppy" multiple moving average indicator. Backtesting results seem pretty good when a solid majority of the lines are in agreement. Of course, as is customary with my scripts, the user can select the length, source, and multiple for any of the ATR lines plotted and customize the visuals how they want. Value added: As far as I know, there aren't any ATR-based indicators that quite do this -- setting up a "Guppy" actually seems to help quite a lot with seeing the overall big picture & capturing the meat of a trend.
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animecummer tarafından
3
ka66: Percent Stop ChannelOften used as a dynamic stop loss management tool, this indicator: Takes a source series as input, e.g. a moving average, or close prices. Draws configurable channels, some percentage above and below the source series (e.g. for long vs. short stop losses) Since long vs. short trade profiles can be different, differing percentage inputs are allowed for the bands. While in forex or futures we tend to use ATRs (see my other script: ATR Stop Channels), in stocks, a percentage is more the norm, it's still as dynamic as the source series, being a function of it, and may at times be simpler to reason about in terms of money. An idea might be to set your stop loss at the point of entry where the band currently is (assuming you have observed and set a reasonable percentage).
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ka66 tarafından
Anna-LysaEspecially useful when using it for stocks in intraday screening for daytrading. This gives you quick information about the volatility at the moment when you look at the stock. The current range of the last candles (adjustable) is calculated so that you can stop based on the Vola. In addition, the daily volume and daily range are calculated in the table and what is left of the average. So that you can adjust your ideas for the movement in order to take profit. No matter what the timeframe, you can see how the volume compares to that of the previous few candles and thus anticipate the most likely breakout. Then the most relevant day trading levels ( Premarkets, Lastday high/lows and some Ma´s ) are shown so that you can get a very fast overview of the stock at the moment. All levels and labels and colors are adjustable or hidden in the settings.
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MartinKostov tarafından
1
Trailing Stop AlertsThis script is designed as an ATR-based trailing stop tool to assist in managing open positions. Once you're involved in a profitable trade, if you add this script to your chart you'll be prompted to select a bar to begin trailing from. You can then adjust the candle lookback distance for swing high/lows (7 by default), the ATR multiplier (1.0 by default), and the direction to trail (Long/Short). You can also adjust the ATR period in the settings menu if you want to (14 period by default). Once the script is added to your chart, it will begin drawing your trailing stop and you can then set up alerts. Alert Options: Any alert() function call : Will trigger an alert for both conditions (trailing stop updated, trailing stop hit) Alert Conditions : Trailing Stop Update will trigger whenever the stop is updated, Trailing Stop Hit will trigger whenever the stop is hit. Note: the alerts will only fire once per bar close and the trailing stop will not update on realtime bars.
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ZenAndTheArtOfTrading tarafından
20
ATR Trailing Stop v5 One of my favorite stops is the ATR Trailing Stop-loss. With the implementation of PineScript v5, a code update was needed in order to use this stop/exit-strategy with newer strategy scripts. A timeframe selector that was not featured on earlier versions is also included. This new version can be plugged into PineScript v5 strategies, and also has a simpler/cleaner code that makes the code logic easier to follow than prior versions. For those that are unfamiliar with the ATR Trailing Stop exit strategy; it is a trailing stop that takes into account the volatility of the underlying asset by trailing the price series using a multiple of the Average True Range (ATR). In practice I’ve found that this exit can be more effective than traditional trailing stops, depending on the volatility of the asset you are trading. More detailed information can be found at www.stockopedia.com How do I use it? Add it to your chart as an indicator to visualize where the ATR stop would be with your settings. Or, copy and add it to your v5 strategy with the addition of a ta.crossunder(close, ATRTrailingStop) or ta.crossover(close, ATRTrailingStop) function. Special thanks and credit to HPotter who coded an earlier version of this in pine!
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TradeAutomation tarafından
10
Trailing StopMost of the trailing stops on TradingView are made of using the lowest lows and the highest highs. Not many are based around what I called the volatile trailing stop. This is where the trailing stop will move around according to a set percentage difference from the previous closing value. This allows you to say "If the current bar moves x percent, then stop". The script I've made here is a simple version of that with a few options for smoothing and setting the percent change. Disclaimer: This is not financial advice, please do your own research before making any decisions.
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OztheWoz tarafından
Bjorgum AutoTrailOne Time Trade Risk Management Incorporating the new interactive feature, this script is meant as a one time trailing stop for the active trader to manage positional risk of an ongoing trade. As a crypto trader or Fx trader, many may find themselves in a position late into the evening, or perhaps daily life is calling while a trade progresses in their favor. Adding a trailing stop to a position thats trending can help to keep you in the trade and lock in gains if things turn around when you are unable to react. To use the trail, the user would add the script to the chart. Once added, a set of crosshairs will appear allowing the user to choose a point to begin. Often choosing to start a trail from a swing high/ low can be an ideal option. This tends to provide some protection for a stop by placing it under support for a long trade or above resistance for a short trade. Price based trail The trail will automatically plot and the offset is a factor of the distance from price action selected by the crosshairs. If placed above price action the script will plot a short trail, if placed below it will trail for a long position. Additionally, there are several other trail types other than price based. There is also percent based, which offsets the trail as a percent from close. A hard stop is placed at the cross hair value, then once the distance is exceeded by the percentage specified, the trail begins. There are 2 more volatility based trails. There is a PSAR trail which can provide quicker and tighter stops that accelerate with the trend locking in gains faster, and an ATR trail that keeps a distance from price action as a function of volatility. Volatility levels can be adjusted from the menu. Volatility based trail (ATR) Volatility based trail (PSAR) Lastly, within the code for more the more technical savvy, is some starting setups for string alerts to be sent to exchanges via 3rd party or custom API applications. Some string manipulation is required for specific providers to meet their requirements, but there is some building block alerts that will take the ticker symbol, recognize the asset your trading (Fx, Crypto, etc) and take input quantity or exchange names from the settings via inputs. Complex strings can be built to perform almost any trade related task when to comes to alerts via web hook. A little setup this way with some technology to back your system can mean a semi-automated half man, half machine setup that actually manages your trail stop while you cannot. For those that don’t go this far, there is some basic alert functionality that well trigger when a trail is hit so you can react and make a decision. Please note that for now, interactive mode is engaged only when the script is added to the chart. Additional stops, or for adjustments to be made it is best to add a new version. Also as real trades could be at play managing an actual position, alerts are designed to go off only once to ensure no duplicate orders are sent meaning alerts are not reoccurring. Once an alert is triggered, a new trail is to be set up. A modified version of the TradingView built in SAR equation was used in this script. To provide the value of the SAR on the stop candle, it was necessary to alter the equation to extract this value as the regular SAR “flips” at this point. Thank you to TradingView for supplying access to the built in formula so that this SAR could behave the same as the built-in function outside of these alterations Example of SAR value maintained in trigger candle Cheers and happy trading.
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Bjorgum tarafından
77
Wavy Tunnel + Trend ATR Buy Sell Signal by PaRnWavy Tunnel + Trend ATR Buy Sell Signal by PaRn Originality by PaRn First Combination of Wavy Tunnel + Trend ATR Buy Sell Signal by PaRn "Buy Sell Signal" is base on Volatility Stop 20, Multiplier 2.5 "Trend Signal" is based on EMA crossover between EMA12(Close) and EMA26(Close) Take Profit Line is EMA15(Default) Wavy line Base on EMA34(high,close,low) Tunnel line Base on EMA144(close),EMA169(close) Green Candle Bar = "Uptrend" Red Candle Bar = "Downtrend" Buy when "Buy" Signal present Follow Trend till the end of the trend : "Sell" Signal present Buy More (Optional) = Green Arrow present on Uptrend How to use Wavy Tunnel + Trend ATR Buy Sell Signal by PaRn - Wavy Tunnel + Trend Signal can be used in any timeline from 5 Minutes to Weeks - Price above both Wavy & Tunnel = "Uptrend" - Green Candle Bar = Uptrend - Buy when "Buy" Signal present - Buy More (Optional) = Green Arrow present on Uptrend - Hold your possition and Follow Trend till the end of the trend : "Sell" Signal present, It's time to sell all position NOT RECOMMEND TO USE ON SIDEWAY MARKET
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PaRn_T tarafından
18
EMA based ATR Stops-If the FAST EMA is ABOVE the SLOW EMA then the ATR Stops will be placed x amount BELOW the lows -If the FAST EMA is BELOW the SLOW EMA , then the ATR Stops will be placed x amount ABOVE the highs -If the fast ema is above the slow ema but they are sloping down, their colours will turn to a shade of blue -If the fast ema is below the slow ema but they are sloping up, their colours will turn to a lighter shade of blue -I added an extra ema but it is off by default TAYOR!
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FeelVee106 tarafından
stop out or margin call price levelsAbstract This script finds the potential stop out or margin call price levels without considering timeframe. This script computes stop out or margin call price levels that over leveraged positions buy cheap enough. You can use this indicator to follow stop hunters. Introduction Stop hunting exists because of benefit conflict. When most of retails traders are in the correct direction, big banks do not want to buy more expensive then retail traders. Therefore, Big banks create sell pressure to make retail traders misunderstand their trade decisions are wrong. When retail traders decide to cut loss, it is time big banks buy cheaper. Many courses recommend average true range as a stop loss reference. However, in different timeframe, average true ranges are different. Therefore, we need to have a method to measure potential stop hunting levels which is not relative to timeframe. There is a method because there are observable levels where over leveraged positions must cut loss. For example, for a 100 leverage position, its margin call level is 0.005, so 0.005 drawdown is a potential stop hunting level. Computing For buy potential stop out or margin call price level = low * ( 1 - ratio ) For sell potential stop out or margin call price level = high * ( 1 + ratio ) Parameters There are 4 levels available for adjusting. The default values are : (1) 0.001 : 500 leverage , 50% margin call (2) 0.0025 : 200 leverage , 50% margin call (3) 0.005 : 100 leverage , 50% margin call (4) 0.010 : 50 leverage , 50% margin call Usage (1) Find an oversold price level. If you don't want to use an another indicator, you can use previous low. (2) Memorize their stop out or margin call price levels of that level. (2) Consider buy near those levels. (3) If there are quick price rejection near those levels, better entry opportunities. (4) Take profit and stop loss : you decide. Conclusion This script can find potential stop out or margin call price levels that over leveraged positions buy cheap enough. If you are bored, you can consider find 100 signals you are interested in and share your observation. Reference Brokers, leverage and margin call threshold
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clocks156t174 tarafından
1
Tradespot - VolatilityTradespot Volatility A simple, effective representation of volatility within a given asset. Works out of the box, no configuration required Allows a trader, especially on leverage, to identify areas of high/low volatility that might influence their exit and entry strategy Outlier spikes or dips in volatility Visual representation of a market that is accumulating or a market going parabolic which can help influence your exit and entry parameters Want to know more or have questions? Come join the Tradespot community, or send me a message on TradingView.
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Tradespot tarafından
Risk Management: Position Size & Risk RewardHere is a Risk Management Indicator that calculates stop loss and position sizing based on the volatility of the stock. Most traders use a basic 1 or 2% Risk Rule, where they will not risk more than 1 or 2% of their capital on any one trade. I went further and applied four levels of risk: 0.25%, 0.50%, 1% and 2%. How you apply these different levels of risk is what makes this indicator extremely useful. Here are some common ways to apply this script: • If the stock is extremely volatile and has a better than 50% chance of hitting the stop loss, then risk only 0.25% of your capital on that trade. • If a stock has low volatility and has less than 20% change of hitting the stop loss, then risk 2% of your capital on that trade. • Risking anywhere between 0.25% and 2% is purely based on your intuition and assessment of the market. • If you are on a losing streak and you want to cut back on your position sizing, then lowering the Risk % can help you weather the storm. • If you are on a winning streak and your entries are experiencing a higher level of success, then gradually increase the Risk % to reap bigger profits. • If you want to trade outside the noise of the market or take on more noise/risk, you can adjust the ATR Factor. • … and whatever else you can imagine using it to benefit your trading. The position size is calculated using the Capital and Risk % fields, which is the percentage of your total trading capital (a.k.a net liquidity or Capital at Risk). If you instead want to calculate the position size based on a specific amount of money, then enter the amount in the Custom Risk Amt input box. Any amount greater than 0 in the Custom Risk Amt field will override the values in the Capital and Risk % fields. The stop loss is calculated by using the ATR. The default setting is the 14 RMA, but you can change the length and smoothing of the true range moving average to your liking. Selecting a different length and smoothing affects the stop loss and position size, so choose these values very carefully. The ATR Factor is a multiplier of the ATR. The ATR Factor can be used to adjust the stop loss and move it outside of the market noise. For the more volatile stock, increase the factor to lower the stop loss and reduce the chance of getting stopped out. For stocks with less volatility , you can lower the factor to raise the stop loss and increase position size. Adjusting the ATR Factor can also be useful when you want the stop loss to be at or below key levels of support. The Market Session is the hours the market is open. The Market Session only affects the Opening Range Breakout (ORB) option, so it’s important to change these values if you’re trading the ORB and you’re outside of Eastern Standard Time or you’re trading in a foreign exchange. The ORB is a bonus to the script. When enabled, the indicator will only appear in the first green candle of the day (09:30:00 or 09:30 AM EST or the start time specified in Market Session). When using the ORB, the stop loss is based on the spread of the first candle at the Open. The spread is the difference between the High and Low of the green candle. On 1-day or higher timeframes, the indicator will be the spread of the last (or current) candle. The output of the indicator is a label overlaying the chart: 1. ATR (14 RMA x2) – This indicated that the stop loss is determined by the ATR. The x2 is the ATR Factor. If ORB is selected, then the first line will show SPREAD, instead of ATR. 2. Capital – This is your total capital or capital at risk. 3. Risk X% of Capital – The amount you’re risking on a % of the Capital. If a Custom Risk Amt is entered, then Risk Amount will be shown in place of Capital and Risk % of Capital. 4. Entry – The current price. 5. Stop Loss – The stop loss price. 6. -1R – The stop loss price and the amount that will be lost of the stop loss is hit. 7. – These are the target prices, or levels where you will want to take profit. This script is primarily meant for people who are new to active trading and who are looking for a sound risk management strategy based on market volatility . This script can also be used by the more experienced trader who is using a similar system, but also wants to see it applied as an indicator on TradingView. I’m looking forward to maintaining this script and making it better in future revisions. If you want to include or change anything you believe will be a good change or feature, then please contact me in TradingView.
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TheDrivenTrader tarafından
29