ACAT (600-2000 Std-Res) [acatwithcharts]

2019年4月16日

(This is a reupload to help standardize the names in the invite-only indicators listing, which was otherwise doomed to be forever confusing.)


Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into.

The best solution I've managed to find to the variable count limits in Pinescript is to split the indicator into two that cover different ranges. This version covers period lengths from 600-2000 at the same resolution seen in Mean Reversion MA and Compression MA. I've then added a toggle-able feature to hide the lower indicator's plot while it's maxed out which makes them look roughly stitched together and has a nice added benefit that it require less work by the higher period script so it loads more quickly.

The hope is to replace several indicators that have periodic issues timing out with fewer, which should be substantially more convenient to use and on average mean dealing with fewer refreshes.




My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel.

Current pricing and subscription details will be kept up-to-date on SharkCharts.live

2019年4月20日

版本注释

Updates attribution to SharkCharts.live in preparation for official release.

2019年5月29日

版本注释

Adds the ability to turn off resets of LOXP based on reversion and adds an option to use crossdown below a given WAVE-PM threshold. Reorganizes some menus.

2019年6月12日

版本注释

Changes the set of bands for tracking the previous longest overexpanded period to a customizable set of bands that can track current or previous longest overexpanded or compressed periods, or a fixed custom length, and at a multiplier factor for use in strategies that use a fractional period length for entries.

2019年6月13日

版本注释

Makes the MA of the custom MA an optional plot.

2019年7月1日

版本注释

Pinescript v4 has arrived!

ACAT has been updated to use v4 and implements an extensive labeling system for LOXP, CLCP, and TLCP, as well as a summary table. By default, only the current period lengths are labeled, at the spots where those periods were triggered. An option exists to also display previous periods, fixed in place at the times they were triggered whenever they were reset.

A key feature of the labeling implementation – these are intended to weave reasonably well when using multiple period length ACAT scripts and the summary tables stack (it is important to have your indicators displayed in order of the stacking to use this). Finding a precise formula that works across all symbols and TFs has proven challenging but what I’ve come to should work well enough most of the time, and it only really matters when using the historical labels.

I think I’ve done pretty well squashing major bugs but this is all new tech for Pinescript so subscribers are bound to find plenty of oddities and oversights.

One additional minor quality of life improvement – you can now set a minimum period length to be displayed when using the custom plot, useful for avoiding plotting single-digit low periods when using fractions of tracked periods.

2019年7月2日

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Bugfix for custom band.

2019年7月2日

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Better bugfix for custom bands.

2019年7月4日

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Bug with custom bands should be fixed, finally - it was specific to fractional bands, involving what as far as I can tell is a niche undocumented change in v4 in how series persist if calculated in if statements, and wouldn't necessarily be obvious to anyone just using the 14-600 version.

I turned the summary panel off by default. There are enough issues with scripts timing out when you weave too many ACATs or have them across several charts in the same window that in the current implementation it didn't feel like it made sense to keep it turned on.

2019年7月27日

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Bugfix for previous TLCP labels.

2019年7月27日

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Menu text fix.

2019年8月2日

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Fixed bug in expansion resets on threshold.

2019年11月13日

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Added a "mode" menu. You can now use instances of ACAT directly as an ACAT Period Tracker instead. By subscriber request, I have also included a mode to plot stdev of tracked periods around 0.

2020年9月28日

版本注释

I'm making a round of updates to my scripts after testing some of the new Pinescript features and looking for ways to address loading issues that have arisen from changes over the past 6 months or so as to what thresholds cause scripts to fail on the back end.