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Best MA Finder: Sharpe/Sortino ScannerThis script, Best MA Finder: Sharpe/Sortino Scanner, is a tool designed to identify the moving average (SMA or EMA) that best acts as a dynamic trend threshold on a chart, based on risk-adjusted historical performance. It scans a wide range of MA lengths (SMA or EMA) and selects the one whose simple price vs MA crossover delivered the strongest results using either the Sharpe ratio or the Sortino ratio. Reading it is intuitive: when price spent time above the selected MA, conditions were on average more favorable in the backtest; below, less favorable. It is a trend and risk gauge, not an overbought or oversold signal. What it does: - Runs individual long-only crossover backtests for many MA lengths across short to very long horizons. - For each length, measures the total number of trades, the annualized Sharpe ratio, and the annualized Sortino ratio. - Uses the chosen metric value (Sharpe or Sortino) as the score to rank candidates. - Applies a minimum trade filter to discard statistically weak results. - Optionally applies a local stability filter to prefer a length that also outperforms its close neighbors by at least a small margin. - Selects the optimal MA and displays it on the chart with a concise summary table. How to use it: - Choose MA type: SMA or EMA. - Choose the metric: Sharpe or Sortino. - Set the minimum trade count to filter out weak samples. - Select the risk-free mode: Auto: uses a short-term risk-free rate for USD-priced symbols when available. Manual: you provide a risk-free ticker. None: no risk-free rate. - Optionally enable stability controls: neighbor radius and epsilon. - Toggle the on-chart summary table as needed. On-chart output: - The selected optimal MA is plotted. - The optional table shows MA length, number of trades, chosen metric value annualized, and the annual risk-free rate used. Key features: - Risk-adjusted optimization via Sharpe or Sortino for fair, comparable assessment. - Broad MA scan with SMA and EMA support. - Optional stability filter to avoid one-off spikes. - Clear and auditable presentation directly on the chart. Use cases: - Traders who want a defensible, data-driven trend threshold without manual trial and error. - Swing and trend-following workflows across timeframes and asset classes. - Quick SMA vs EMA comparisons using risk-adjusted results. Limitations: - Not a full trading strategy with position sizing, costs, funding, slippage, or stops. - Long-only, one position at a time. - Discrete set of MA lengths, not a continuous optimizer. - Requires sufficient price history and, if used, a reliable risk-free series. This script is open-source and built from original logic. It does not replicate closed-source scripts or reuse significant external components.
Pine Script®指标
由Julien_Eche提供
2
FSVZO | Lyro RSFSVZO | Lyro RS This script is a technical analysis tool called the FSVZO, or Fourier Smoothed Volume Zone Oscillator. It is designed to analyze market momentum and trend strength by combining price and volume data with advanced smoothing techniques. The goal is to help identify potential trends, overbought/oversold conditions, and divergence signals in a clear visual format. Understanding the Indicator's Components The indicator plots a main oscillator line and several supporting elements on a separate pane below the chart. The Main Oscillator: This is the primary, colored wave. Its movement and color are key to interpretation. Trend Direction: The color shifts between bullish and bearish tones based on the momentum of the oscillator. This provides a quick visual reference for the prevailing short-term trend. Key Levels: Horizontal lines mark significant levels such as +60, +85, -60, and -85. Movements above +60 or below -60 can indicate strong momentum, while approaches to the extreme levels (+85/-85) may suggest overbought or oversold conditions. Divergence Detection: The indicator can plot labels ("ℝ" for Regular, "ℍ" for Hidden) on the oscillator to signal potential divergences. These occur when the indicator's direction differs from the price action on the main chart and can sometimes foreshadow reversals or continuations. Moving Average (MA): A central moving average line, based on the oscillator, helps to smooth out the data further and can act as a dynamic support or resistance level within the indicator pane. White Noise Filter (Optional): This feature displays a histogram that represents market noise. It can be toggled on or off. Analyzing the histogram's behavior may provide additional context on the stability or volatility of the current trend. Dynamic Background: The background of the indicator pane can change color to highlight periods where the momentum is particularly strong, based on the position of the moving average. Suggested Use and Interpretation Traders might use this indicator in several ways: Trend Identification: Observe the color and position of the main oscillator. A predominantly bullish-colored oscillator above the zero line may suggest an upward trend, while a bearish-colored one below zero may suggest a downward trend. Signal Confirmation: Look for the oscillator to cross key levels (like +/-40 or +/-60) in the direction of a suspected trend as a confirmation signal. Divergence Analysis: When the price makes a new high or low that is not confirmed by a new high or low on the FSVZO oscillator (a divergence), it can be a warning of potential weakness in the trend. The "ℝ" and "ℍ" labels help to identify these scenarios. Extreme Readings: Readings near the +85 or -85 levels can indicate that a price move may be overextended, which could precede a pause or reversal. Customization Options The indicator includes settings groups that allow you to adjust its behavior and appearance: FSVZO Settings: Adjust parameters like Length and Sensitivity to make the oscillator more or less responsive to market movements. Signals & Display: Modify visual aspects such as Smooth Length and Glowing Amount, or toggle features like the dynamic background on and off. Colors: Choose from several pre-set color palettes to suit your visual preferences. ⚠️Disclaimer This indicator is a tool for technical analysis and does not provide guaranteed results. It should be used in conjunction with other analysis methods and proper risk management practices. The creators of this indicator are not responsible for any financial decisions made based on its signals.
Pine Script®指标
由LyroRS提供
2
EMA Regime (9/20/50/100/200) — Stacked with 200 FilterEMA Regime (9/20/50/100/200) — Stacked Long/Short Box Plots the 9, 20, 50, 100, and 200 EMAs on the chart. Checks if price is above or below each EMA and whether the EMAs are stacked in order. LONG signal: price above all selected EMAs and EMAs stacked 9 > 20 > 50 > 100 >(> 200 if strict mode on). SHORT signal: price below all selected EMAs and EMAs stacked 9 < 20 < 50 < 100 (< 200 if strict mode on). Shows a two-row table (LONGS / SHORTS) so you can quickly see which EMAs are aligned. Optionally colors candles green/red when a full long/short regime is active. Can show labels when a new LONG or SHORT condition appears. Has alerts you can use for automated notifications when the regime flips. “Use 200 EMA in the stack” lets you choose ultra-strict mode (9>20>50>100>200) or lighter mode (9>20>50>100 but price & 9 above 200).
Pine Script®指标
由jamesmchugh44提供
RSI: alternative derivationMost traders accept the Relative Strength Index (RSI) as a standard tool for measuring momentum. But what if RSI is actually a position indicator? This script introduces an alternative derivation of RSI, offering a fresh perspective on its true nature. Instead of relying on the traditional calculation of average gains and losses, this approach directly considers the price's position relative to its equilibrium (moving average), adjusted for volatility. While the final value remains identical to the standard RSI, this alternative derivation offers a completely new understanding of the indicator. Key components: Price (Close) Utilizes the closing price, consistent with the original RSI formula. normalization factor Transforms raw calculations into a fixed range between -1 and +1. normalization_factor = 1 / (Length - 1) EMA of Price Applies Wilder’s Exponential Moving Average (EMA) to the price, serving as the anchor point for measuring price position, similar to the traditional RSI formula. myEMA = ta.rma(close,Length) EMA of close-to-close absolute changes (unit of volatility) Adjusts for market differences by applying a Wilder’s EMA to absolute price changes (volatility), ensuring consistency across various assets. CC_vol = ta.rma(math.abs(close - close ),Length) Calculation Breakdown DISTANCE: Calculate the difference between the closing price and its Wilder's EMA. A positive value indicates the price is above the EMA; a negative value indicates it is below. distance = close - myEMA STANDARDIZED DISTANCE Divide the distance by the unit of volatility to standardize the measurement across different markets. S_distance = distance / CC_vol NORMALIZED DISTANCE Normalize the standardized distance using the normalization factor (n-1) to adjust for the lookback period. N_distance = S_distance * normalization_factor RSI Finally, scale the normalized distance to fit within the standard RSI range of 0 to 100. myRSI = 50 * (1 + N_distance) The final equation: RSI = 50 × What This Means for RSI Same RSI Values, Different Interpretation The standard RSI formula may obscure its true measurement, whereas this approach offers clarity. RSI primarily indicates the price's position relative to its equilibrium, rather than directly measuring momentum. RSI can still be used to analyze momentum, but in a more intuitive and well-informed way.
Pine Script®指标
由AdaptiveRSI提供
MACD (The Moving Average Convergence Divergence)The Moving Average Convergence Divergence (MACD) is a momentum indicator used in technical analysis to identify trends, measure their strength, and signal potential reversals. It is calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA, creating the MACD line. A 9-period EMA of the MACD line, known as the signal line, is then plotted to generate buy or sell signals. Positive MACD values suggest upward momentum, while negative values indicate downward momentum. Traders often watch for crossovers, divergences, and movements relative to the zero line to make informed decisions.
Pine Script®指标
由BFAS76提供
AMHA + 4 EMAs + EMA50/200 Counter + Avg10CrossesDescription: This script combines two types of Heikin-Ashi visualization with multiple Exponential Moving Averages (EMAs) and a counting function for EMA50/200 crossovers. The goal is to make trends more visible, measure recurring market cycles, and provide statistical context without generating trading signals. Logic in Detail: Adaptive Median Heikin-Ashi (AMHA): Instead of the classic Heikin-Ashi calculation, this method uses the median of Open, High, Low, and Close. The result smooths out price movements, emphasizes trend direction, and reduces market noise. Standard Heikin-Ashi Overlay: Classic HA candles are also drawn in the background for comparison and transparency. Both HA types can be shifted below the chart’s price action using a customizable Offset (Ticks) parameter. EMA Structure: Five exponential moving averages (21, 50, 100, 200, 500) are included to highlight different trend horizons. EMA50 and EMA200 are emphasized, as their crossovers are widely monitored as potential trend signals. EMA21 and EMA100 serve as additional structure layers, while EMA500 represents the long-term trend. EMA50/200 Counter: The script counts how many bars have passed since the last EMA50/200 crossover. This makes it easy to see the age of the current trend phase. A colored label above the chart displays the current counter. Average of the Last 10 Crossovers (Avg10Crosses): The script stores the last 10 completed count phases and calculates their average length. This provides historical context and allows traders to compare the current cycle against typical past behavior. Benefits for Analysis: Clearer trend visualization through adaptive Heikin-Ashi calculation. Multi-EMA setup for quick structural assessment. Objective measurement of trend phase duration. Statistical insight from the average cycle length of past EMA50/200 crosses. Flexible visualization through adjustable offset positioning below the price chart. Usage: Add the indicator to your chart. For a clean look, you may switch your chart type to “Line” or hide standard candlesticks. Interpret visual signals: White candles = bullish phases Orange candles = bearish phases EMAs = structural trend filters (e.g., EMA200 as a long-term boundary) The counter label shows the current number of bars since the last cross, while Avg10 represents the historical mean. Special Feature: This script is not a trading system. It does not provide buy/sell recommendations. Instead, it serves as a visual and statistical tool for market structure analysis. The unique combination of Adaptive Median Heikin-Ashi, multi-EMA framework, and EMA50/200 crossover statistics makes it especially useful for trend-followers and swing traders who want to add cycle-length analysis to their toolkit.
Pine Script®指标
由Mu10_Roshi提供
Adaptive Jump Moving AverageAdaptive Jump Moving Average - Description This indicator solves the classic moving average lag problem during significant price moves. Traditional MAs (like the 200-day) take forever to catch up after a major drop or rally because they average across all historical periods equally. How it works: Tracks price smoothly during normal market conditions When price moves 20%+ away from the MA, it immediately "resets" to the current price level Treats that new level as the baseline and continues smooth tracking from there Advantages over normal MA: No lag on major moves: A 40% crash doesn't get diluted over 200 days - the MA instantly adapts Reduces false signals: You won't get late "death cross" signals months after a crash already happened Better support/resistance: The MA stays relevant to current price action instead of reflecting outdated levels Keeps the smoothness: During normal volatility, it behaves like a traditional MA without the noise of shorter periods
Pine Script®指标
由gman1023提供
Price–MA Separation (Z-Score)Price–MA Separation (Z-Score + Shading) This indicator measures how far price is from a chosen moving average and shows it in a separate pane. It helps traders quickly spot overextended moves and mean-reversion opportunities. ⸻ What it does • Calculates the separation between price and a moving average (MA): • In Points (Price − MA) • In Percent ((Price / MA − 1) × 100%) • Converts that separation into a Z-Score (statistical measure of deviation): • Z = (Separation − Mean) ÷ StdDev • Highlights when price is unusually far from the MA relative to its recent history. ⸻ Visuals • Histogram bars: • Green = above the MA, • Orange = below the MA. • Intensity increases with larger Z-Scores. • Zero line: red baseline (price = MA). • Z threshold lines: • +T1 = light red (mild overbought) • +T2 = dark red (strong overbought) • −T1 = light green (mild oversold) • −T2 = dark green (strong oversold) • Default thresholds: ±1 and ±2. ⸻ Settings • MA Type & Length: Choose between SMA, EMA, WMA, VWMA, or SMMA (RMA). • Units: Show separation in Points or Percent. • Plot Mode: • Raw = distance in points/percent. • Z-Score = standardized deviation (default). • Absolute Mode: Show only magnitude (ignore direction). • Smoothing: Overlay a smoothed line on the histogram. • Z-Bands: Visual guides at ± thresholds. ⸻ How to use • Look for large positive Z-Scores (red zones): price may be stretched far above its MA. • Look for large negative Z-Scores (green zones): price may be stretched far below its MA. • Use as a mean-reversion signal or to confirm trend exhaustion. • Works well with: • Swing entries/exits • Overbought/oversold conditions • Filtering other signals (RSI, MACD, VWAP) ⸻ Notes • Z-Scores depend on the lookback window (default = 100 bars). Adjust for shorter/longer memory. • Strong deviations don’t always mean reversal—combine with other tools for confirmation. • Not financial advice. Always manage risk. ⸻ Try adjusting the MA length and Z-Score thresholds to fit your trading style.
Pine Script®指标
由Leree123提供