OPEN-SOURCE SCRIPT
Jurik Smoothed Stochastic - TraderHalai
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Jurik Smoothed Stochastic
The stochastic indicator has been long used by traders to identify inflection points in the price and to give a direction on Bullish and Bearish bias.
This indicator aims to improve on the plots the %K value smoothed using a Jurik Filter instead of a simple moving average. This allows for a more adaptive K value average price, whilst also providing superior smoothing to traditional moving averages.
As the Jurik Filter is a proprietary and non-open-source implementation, this script uses a common filters library implementation of Jurik MA which is a suitable proxy to the actual Jurik MA filter.
Big thanks to LastGuru for making his version freely available. You can find his version of the Jurik Filters in the credits section below.
%K is the Jurik Smoothed Version of the original Stochastic Formula
%D is calculated using the following formula. This idea was borrowed from John Ehler’s stochastic implementation and can be seen below:
%D = 0.05 + 0.95 * K[1]
Features
Credits:
Massive shoutout to the following scripts:
This script is published as open source to allow for criticism, further development of this strategy and use by the community. Feel free to use this indicator/source code as you see fit.
Enjoy! :)
The stochastic indicator has been long used by traders to identify inflection points in the price and to give a direction on Bullish and Bearish bias.
This indicator aims to improve on the plots the %K value smoothed using a Jurik Filter instead of a simple moving average. This allows for a more adaptive K value average price, whilst also providing superior smoothing to traditional moving averages.
As the Jurik Filter is a proprietary and non-open-source implementation, this script uses a common filters library implementation of Jurik MA which is a suitable proxy to the actual Jurik MA filter.
Big thanks to LastGuru for making his version freely available. You can find his version of the Jurik Filters in the credits section below.
%K is the Jurik Smoothed Version of the original Stochastic Formula
%D is calculated using the following formula. This idea was borrowed from John Ehler’s stochastic implementation and can be seen below:
%D = 0.05 + 0.95 * K[1]
Features
- %K line, Overbought and Oversold level and Mid Line Level
- Oversold / Overbought reversal indicators and signals - Shown in Red and Green
- Bullish / Bearish Divergences – Including Hidden divergences to spot reversals and continuations of trend (Big thanks to the developers of the built-in RSI Divergence indicator) - Shown as below:
- Bullish / Bearish crossover of %K with %D - Shown in Cyan and Fuschia
- Alerts for all of the above conditions
- Double Jurik smoothing mode - similar to slow Stochastic
Credits:
Massive shoutout to the following scripts:
- LastGuru JurikMA implementation (Common Filters Library)
- Divergence Indicator – Built into TradingView and coded by TradingView Developers
This script is published as open source to allow for criticism, further development of this strategy and use by the community. Feel free to use this indicator/source code as you see fit.
Enjoy! :)
版本注释
Include more visual options for plotting K and D together / disabling labels, and using dots rather than line color. Big thanks to EltAlt, for these updates and visual improvements and his amazing work.
Credits : tradingview.com/u/EltAlt/
版本注释
Bug fix for buy cross / sell cross conditions开源脚本
本着真正的TradingView精神，此脚本的作者已将其开源，以便交易者可以理解和验证它。向作者致敬！您可以免费使用它，但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。
想在图表上使用此脚本？
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。