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Correlation Clusters [LuxAlgo]The Correlation Clusters is a machine learning tool that allows traders to group sets of tickers with a similar correlation coefficient to a user-set reference ticker. The tool calculates the correlation coefficients between 10 user-set tickers and a user-set reference ticker, with the possibility of forming up to 10 clusters. 🔶 USAGE Applying clustering methods to correlation analysis allows traders to quickly identify which set of tickers are correlated with a reference ticker, rather than having to look at them one by one or using a more tedious approach such as correlation matrices. Tickers belonging to a cluster may also be more likely to have a higher mutual correlation. The image above shows the detailed parts of the Correlation Clusters tool. The correlation coefficient between two assets allows traders to see how these assets behave in relation to each other. It can take values between +1.0 and -1.0 with the following meaning Value near +1.0: Both assets behave in a similar way, moving up or down at the same time Value close to 0.0: No correlation, both assets behave independently Value near -1.0: Both assets have opposite behavior when one moves up the other moves down, and vice versa There is a wide range of trading strategies that make use of correlation coefficients between assets, some examples are: Pair Trading: Traders may wish to take advantage of divergences in the price movements of highly positively correlated assets; even highly positively correlated assets do not always move in the same direction; when assets with a correlation close to +1.0 diverge in their behavior, traders may see this as an opportunity to buy one and sell the other in the expectation that the assets will return to the likely same price behavior. Sector rotation: Traders may want to favor some sectors that are expected to perform in the next cycle, tracking the correlation between different sectors and between the sector and the overall market. Diversification: Traders can aim to have a diversified portfolio of uncorrelated assets. From a risk management perspective, it is useful to know the correlation between the assets in your portfolio, if you hold equal positions in positively correlated assets, your risk is tilted in the same direction, so if the assets move against you, your risk is doubled. You can avoid this increased risk by choosing uncorrelated assets so that they move independently. Hedging: Traders may want to hedge positions with correlated assets, from a hedging perspective, if you are long an asset, you can hedge going long a negatively correlated asset or going short a positively correlated asset. Grouping different assets with similar behavior can be very helpful to traders to avoid over-exposure to those assets, traders may have multiple long positions on different assets as a way of minimizing overall risk when in reality if those assets are part of the same cluster traders are maximizing their risk by taking positions on assets with the same behavior. As a rule of thumb, a trader can minimize risk via diversification by taking positions on assets with no correlations, the proposed tool can effectively show a set of uncorrelated candidates from the reference ticker if one or more clusters centroids are located near 0. 🔶 DETAILS K-means clustering is a popular machine-learning algorithm that finds observations in a data set that are similar to each other and places them in a group. The process starts by randomly assigning each data point to an initial group and calculating the centroid for each. A centroid is the center of the group. K-means clustering forms the groups in such a way that the variances between the data points and the centroid of the cluster are minimized. It's an unsupervised method because it starts without labels and then forms and labels groups itself. 🔹 Execution Window In the image above we can see how different execution windows provide different correlation coefficients, informing traders of the different behavior of the same assets over different time periods. Users can filter the data used to calculate correlations by number of bars, by time, or not at all, using all available data. For example, if the chart timeframe is 15m, traders may want to know how different assets behave over the last 7 days (one week), or for an hourly chart set an execution window of one month, or one year for a daily chart. The default setting is to use data from the last 50 bars. 🔹 Clusters On this graph, we can see different clusters for the same data. The clusters are identified by different colors and the dotted lines show the centroids of each cluster. Traders can select up to 10 clusters, however, do note that selecting 10 clusters can lead to only 4 or 5 returned clusters, this is caused by the machine learning algorithm not detecting any more data points deviating from already detected clusters. Traders can fine-tune the algorithm by changing the 'Cluster Threshold' and 'Max Iterations' settings, but if you are not familiar with them we advise you not to change these settings, the defaults can work fine for the application of this tool. 🔹 Correlations Different correlations mean different behaviors respecting the same asset, as we can see in the chart above. All correlations are found against the same asset, traders can use the chart ticker or manually set one of their choices from the settings panel. Then they can select the 10 tickers to be used to find the correlation coefficients, which can be useful to analyze how different types of assets behave against the same asset. 🔶 SETTINGS Execution Window Mode: Choose how the tool collects data, filter data by number of bars, time, or no filtering at all, using all available data. Execute on Last X Bars: Number of bars for data collection when the 'Bars' execution window mode is active. Execute on Last: Time window for data collection when the `Time` execution window mode is active. These are full periods, so `Day` means the last 24 hours, `Week` means the last 7 days, and so on. 🔹 Clusters Number of Clusters: Number of clusters to detect up to 10. Only clusters with data points are displayed. Cluster Threshold: Number used to compare a new centroid within the same cluster. The lower the number, the more accurate the centroid will be. Max Iterations: Maximum number of calculations to detect a cluster. A high value may lead to a timeout runtime error (loop takes too long). 🔹 Ticker of Reference Use Chart Ticker as Reference: Enable/disable the use of the current chart ticker to get the correlation against all other tickers selected by the user. Custom Ticker: Custom ticker to get the correlation against all the other tickers selected by the user. 🔹 Correlation Tickers Select the 10 tickers for which you wish to obtain the correlation against the reference ticker. 🔹 Style Text Size: Select the size of the text to be displayed. Display Size: Select the size of the correlation chart to be displayed, up to 500 bars. Box Height: Select the height of the boxes to be displayed. A high height will cause overlapping if the boxes are close together. Clusters Colors: Choose a custom colour for each cluster.
Pine Script®指标
由LuxAlgo提供
1
EMAs for D W M TimeframesEMAs for D W M Timeframes Description: The “EMAs for D W M Timeframes” indicator allows users to set specific Exponential Moving Averages (EMAs) for Daily, Weekly, and Monthly timeframes. The script utilizes these user-defined EMA settings based on the chart’s current timeframe, ensuring that the appropriate EMAs are always displayed. Please note that for timeframes other than specified, it defaults to daily EMA values. EMA : The Exponential Moving Average (EMA) is a type of moving average that places greater weight and significance on the most recent data points. This makes the EMA more responsive to recent price changes compared to a simple moving average (SMA), making it a popular tool for identifying trends in financial markets. Features: Daily and Default EMAs: Users can specify two EMAs for the Daily timeframe, which also act as the default EMAs for any unspecified timeframe. The default values are set to 10 and 20. Weekly EMAs: For Weekly charts, the indicator plots two EMAs with default values of 10 and 30. These EMAs help in tracking medium-term trends. Monthly EMAs: On Monthly charts, the indicator plots EMAs with default values of 5 and 10, providing insights into long-term trends. Timeframe-Based Display: The indicator automatically uses the EMA settings corresponding to the current chart’s timeframe, whether it is Daily, Weekly, or Monthly. If the chart is set to any other timeframe, the Daily EMA settings are used by default. How to Use: Inputs: * Daily and Default EMA 1 & 2: Adjust the values for the short-term and long-term EMAs on the Daily chart, which are also used for any other unspecified timeframe. * Weekly EMA 1 & 2: Set the values for the EMAs that will be shown on Weekly charts. * Monthly EMA 1 & 2: Specify the values for the EMAs to be displayed on Monthly charts. Visualization: * Depending on the current chart timeframe, the script will automatically display the relevant EMAs. Default Values: * Daily and Default EMAs: 10 (EMA 1), 20 (EMA 2) * Weekly EMAs: 10 (EMA 1), 30 (EMA 2) * Monthly EMAs: 5 (EMA 1), 10 (EMA 2) This indicator is designed for users who want to monitor EMAs across different timeframes, using specific settings for Daily, Weekly, and Monthly charts.
Pine Script®指标
由nithinLearns提供
2
[2024] Inverted Yield CurveInverted Yield Curve Indicator Overview: The Inverted Yield Curve Indicator is a powerful tool designed to monitor and analyze the yield spread between the 10-year and 2-year US Treasury rates. This indicator helps traders and investors identify periods of yield curve inversion, which historically have been reliable predictors of economic recessions. Key Features: Yield Spread Calculation: Accurately calculates the spread between the 10-year and 2-year Treasury yields. Visual Representation: Plots the yield spread on the chart, with clear visualization of positive and negative spreads. Inversion Highlighting: Background shading highlights periods where the yield curve is inverted (negative spread), making it easy to spot critical economic signals. Alerts: Customizable alerts notify users when the yield curve inverts, allowing timely decision-making. Customizable Yield Plots: Users can choose to display the individual 2-year and 10-year yields for detailed analysis. How It Works: Data Sources: Utilizes the Federal Reserve Economic Data (FRED) for fetching the 2-year and 10-year Treasury yield rates. Spread Calculation: The script calculates the difference between the 10-year and 2-year yields. Visualization: The spread is plotted as a blue line, with a grey zero line for reference. When the spread turns negative, the background turns red to indicate an inversion. Customizable Plots: Users can enable or disable the display of individual 2-year and 10-year yields through simple input options. Usage: Economic Analysis: Use this indicator to anticipate potential economic downturns by monitoring yield curve inversions. Market Timing: Identify periods of economic uncertainty and adjust your investment strategies accordingly. Alert System: Set alerts to receive notifications whenever the yield curve inverts, ensuring you never miss crucial economic signals. Important Notes: Data Accuracy: Ensure that the FRED data symbols (FRED and FRED ) are correctly referenced and available in your TradingView environment. Customizations: The script is designed to be flexible, allowing users to customize plot colors and alert settings to fit their preferences. Disclaimer: This indicator is intended for educational and informational purposes only. It should not be considered as financial advice. Always conduct your own research and consult with a financial advisor before making investment decisions.
Pine Script®指标
由Klebestift04提供
1
PubLibTrendLibrary "PubLibTrend" trend, multi-part trend, double trend and multi-part double trend conditions for indicator and strategy development rlut()   return line uptrend condition   Returns: bool dt()   downtrend condition   Returns: bool ut()   uptrend condition   Returns: bool rldt()   return line downtrend condition   Returns: bool dtop()   double top condition   Returns: bool dbot()   double bottom condition   Returns: bool rlut_1p()   1-part return line uptrend condition   Returns: bool rlut_2p()   2-part return line uptrend condition   Returns: bool rlut_3p()   3-part return line uptrend condition   Returns: bool rlut_4p()   4-part return line uptrend condition   Returns: bool rlut_5p()   5-part return line uptrend condition   Returns: bool rlut_6p()   6-part return line uptrend condition   Returns: bool rlut_7p()   7-part return line uptrend condition   Returns: bool rlut_8p()   8-part return line uptrend condition   Returns: bool rlut_9p()   9-part return line uptrend condition   Returns: bool rlut_10p()   10-part return line uptrend condition   Returns: bool rlut_11p()   11-part return line uptrend condition   Returns: bool rlut_12p()   12-part return line uptrend condition   Returns: bool rlut_13p()   13-part return line uptrend condition   Returns: bool rlut_14p()   14-part return line uptrend condition   Returns: bool rlut_15p()   15-part return line uptrend condition   Returns: bool rlut_16p()   16-part return line uptrend condition   Returns: bool rlut_17p()   17-part return line uptrend condition   Returns: bool rlut_18p()   18-part return line uptrend condition   Returns: bool rlut_19p()   19-part return line uptrend condition   Returns: bool rlut_20p()   20-part return line uptrend condition   Returns: bool rlut_21p()   21-part return line uptrend condition   Returns: bool rlut_22p()   22-part return line uptrend condition   Returns: bool rlut_23p()   23-part return line uptrend condition   Returns: bool rlut_24p()   24-part return line uptrend condition   Returns: bool rlut_25p()   25-part return line uptrend condition   Returns: bool rlut_26p()   26-part return line uptrend condition   Returns: bool rlut_27p()   27-part return line uptrend condition   Returns: bool rlut_28p()   28-part return line uptrend condition   Returns: bool rlut_29p()   29-part return line uptrend condition   Returns: bool rlut_30p()   30-part return line uptrend condition   Returns: bool dt_1p()   1-part downtrend condition   Returns: bool dt_2p()   2-part downtrend condition   Returns: bool dt_3p()   3-part downtrend condition   Returns: bool dt_4p()   4-part downtrend condition   Returns: bool dt_5p()   5-part downtrend condition   Returns: bool dt_6p()   6-part downtrend condition   Returns: bool dt_7p()   7-part downtrend condition   Returns: bool dt_8p()   8-part downtrend condition   Returns: bool dt_9p()   9-part downtrend condition   Returns: bool dt_10p()   10-part downtrend condition   Returns: bool dt_11p()   11-part downtrend condition   Returns: bool dt_12p()   12-part downtrend condition   Returns: bool dt_13p()   13-part downtrend condition   Returns: bool dt_14p()   14-part downtrend condition   Returns: bool dt_15p()   15-part downtrend condition   Returns: bool dt_16p()   16-part downtrend condition   Returns: bool dt_17p()   17-part downtrend condition   Returns: bool dt_18p()   18-part downtrend condition   Returns: bool dt_19p()   19-part downtrend condition   Returns: bool dt_20p()   20-part downtrend condition   Returns: bool dt_21p()   21-part downtrend condition   Returns: bool dt_22p()   22-part downtrend condition   Returns: bool dt_23p()   23-part downtrend condition   Returns: bool dt_24p()   24-part downtrend condition   Returns: bool dt_25p()   25-part downtrend condition   Returns: bool dt_26p()   26-part downtrend condition   Returns: bool dt_27p()   27-part downtrend condition   Returns: bool dt_28p()   28-part downtrend condition   Returns: bool dt_29p()   29-part downtrend condition   Returns: bool dt_30p()   30-part downtrend condition   Returns: bool ut_1p()   1-part uptrend condition   Returns: bool ut_2p()   2-part uptrend condition   Returns: bool ut_3p()   3-part uptrend condition   Returns: bool ut_4p()   4-part uptrend condition   Returns: bool ut_5p()   5-part uptrend condition   Returns: bool ut_6p()   6-part uptrend condition   Returns: bool ut_7p()   7-part uptrend condition   Returns: bool ut_8p()   8-part uptrend condition   Returns: bool ut_9p()   9-part uptrend condition   Returns: bool ut_10p()   10-part uptrend condition   Returns: bool ut_11p()   11-part uptrend condition   Returns: bool ut_12p()   12-part uptrend condition   Returns: bool ut_13p()   13-part uptrend condition   Returns: bool ut_14p()   14-part uptrend condition   Returns: bool ut_15p()   15-part uptrend condition   Returns: bool ut_16p()   16-part uptrend condition   Returns: bool ut_17p()   17-part uptrend condition   Returns: bool ut_18p()   18-part uptrend condition   Returns: bool ut_19p()   19-part uptrend condition   Returns: bool ut_20p()   20-part uptrend condition   Returns: bool ut_21p()   21-part uptrend condition   Returns: bool ut_22p()   22-part uptrend condition   Returns: bool ut_23p()   23-part uptrend condition   Returns: bool ut_24p()   24-part uptrend condition   Returns: bool ut_25p()   25-part uptrend condition   Returns: bool ut_26p()   26-part uptrend condition   Returns: bool ut_27p()   27-part uptrend condition   Returns: bool ut_28p()   28-part uptrend condition   Returns: bool ut_29p()   29-part uptrend condition   Returns: bool ut_30p()   30-part uptrend condition   Returns: bool rldt_1p()   1-part return line downtrend condition   Returns: bool rldt_2p()   2-part return line downtrend condition   Returns: bool rldt_3p()   3-part return line downtrend condition   Returns: bool rldt_4p()   4-part return line downtrend condition   Returns: bool rldt_5p()   5-part return line downtrend condition   Returns: bool rldt_6p()   6-part return line downtrend condition   Returns: bool rldt_7p()   7-part return line downtrend condition   Returns: bool rldt_8p()   8-part return line downtrend condition   Returns: bool rldt_9p()   9-part return line downtrend condition   Returns: bool rldt_10p()   10-part return line downtrend condition   Returns: bool rldt_11p()   11-part return line downtrend condition   Returns: bool rldt_12p()   12-part return line downtrend condition   Returns: bool rldt_13p()   13-part return line downtrend condition   Returns: bool rldt_14p()   14-part return line downtrend condition   Returns: bool rldt_15p()   15-part return line downtrend condition   Returns: bool rldt_16p()   16-part return line downtrend condition   Returns: bool rldt_17p()   17-part return line downtrend condition   Returns: bool rldt_18p()   18-part return line downtrend condition   Returns: bool rldt_19p()   19-part return line downtrend condition   Returns: bool rldt_20p()   20-part return line downtrend condition   Returns: bool rldt_21p()   21-part return line downtrend condition   Returns: bool rldt_22p()   22-part return line downtrend condition   Returns: bool rldt_23p()   23-part return line downtrend condition   Returns: bool rldt_24p()   24-part return line downtrend condition   Returns: bool rldt_25p()   25-part return line downtrend condition   Returns: bool rldt_26p()   26-part return line downtrend condition   Returns: bool rldt_27p()   27-part return line downtrend condition   Returns: bool rldt_28p()   28-part return line downtrend condition   Returns: bool rldt_29p()   29-part return line downtrend condition   Returns: bool rldt_30p()   30-part return line downtrend condition   Returns: bool dut()   double uptrend condition   Returns: bool ddt()   double downtrend condition   Returns: bool dut_1p()   1-part double uptrend condition   Returns: bool dut_2p()   2-part double uptrend condition   Returns: bool dut_3p()   3-part double uptrend condition   Returns: bool dut_4p()   4-part double uptrend condition   Returns: bool dut_5p()   5-part double uptrend condition   Returns: bool dut_6p()   6-part double uptrend condition   Returns: bool dut_7p()   7-part double uptrend condition   Returns: bool dut_8p()   8-part double uptrend condition   Returns: bool dut_9p()   9-part double uptrend condition   Returns: bool dut_10p()   10-part double uptrend condition   Returns: bool dut_11p()   11-part double uptrend condition   Returns: bool dut_12p()   12-part double uptrend condition   Returns: bool dut_13p()   13-part double uptrend condition   Returns: bool dut_14p()   14-part double uptrend condition   Returns: bool dut_15p()   15-part double uptrend condition   Returns: bool dut_16p()   16-part double uptrend condition   Returns: bool dut_17p()   17-part double uptrend condition   Returns: bool dut_18p()   18-part double uptrend condition   Returns: bool dut_19p()   19-part double uptrend condition   Returns: bool dut_20p()   20-part double uptrend condition   Returns: bool dut_21p()   21-part double uptrend condition   Returns: bool dut_22p()   22-part double uptrend condition   Returns: bool dut_23p()   23-part double uptrend condition   Returns: bool dut_24p()   24-part double uptrend condition   Returns: bool dut_25p()   25-part double uptrend condition   Returns: bool dut_26p()   26-part double uptrend condition   Returns: bool dut_27p()   27-part double uptrend condition   Returns: bool dut_28p()   28-part double uptrend condition   Returns: bool dut_29p()   29-part double uptrend condition   Returns: bool dut_30p()   30-part double uptrend condition   Returns: bool ddt_1p()   1-part double downtrend condition   Returns: bool ddt_2p()   2-part double downtrend condition   Returns: bool ddt_3p()   3-part double downtrend condition   Returns: bool ddt_4p()   4-part double downtrend condition   Returns: bool ddt_5p()   5-part double downtrend condition   Returns: bool ddt_6p()   6-part double downtrend condition   Returns: bool ddt_7p()   7-part double downtrend condition   Returns: bool ddt_8p()   8-part double downtrend condition   Returns: bool ddt_9p()   9-part double downtrend condition   Returns: bool ddt_10p()   10-part double downtrend condition   Returns: bool ddt_11p()   11-part double downtrend condition   Returns: bool ddt_12p()   12-part double downtrend condition   Returns: bool ddt_13p()   13-part double downtrend condition   Returns: bool ddt_14p()   14-part double downtrend condition   Returns: bool ddt_15p()   15-part double downtrend condition   Returns: bool ddt_16p()   16-part double downtrend condition   Returns: bool ddt_17p()   17-part double downtrend condition   Returns: bool ddt_18p()   18-part double downtrend condition   Returns: bool ddt_19p()   19-part double downtrend condition   Returns: bool ddt_20p()   20-part double downtrend condition   Returns: bool ddt_21p()   21-part double downtrend condition   Returns: bool ddt_22p()   22-part double downtrend condition   Returns: bool ddt_23p()   23-part double downtrend condition   Returns: bool ddt_24p()   24-part double downtrend condition   Returns: bool ddt_25p()   25-part double downtrend condition   Returns: bool ddt_26p()   26-part double downtrend condition   Returns: bool ddt_27p()   27-part double downtrend condition   Returns: bool ddt_28p()   28-part double downtrend condition   Returns: bool ddt_29p()   29-part double downtrend condition   Returns: bool ddt_30p()   30-part double downtrend condition   Returns: bool
Pine Script®库
由theEccentricTrader提供
2
Moving Average Momentum SignalsBest for trade execution in lower timeframe (1m,5m,15m) with momentum confirmation in higher timeframes (2h,4h,1d) This indicator relies on three key conditions to determine buy and sell signals: the price's deviation from a short-term moving average, the change in the moving average over time (past 10 candles), and the price's deviation from a historical price (40 candles). The strategy aims to target moments where the asset's price is likely to experience a reversal or momentum shift. Conditions Price deviation from short-term Moving Average (MA): Current candle close minus the 10-period MA (price action past 10 candles) Change in Moving Average over time: Current 10-period MA minus the 10-period MA from 10 candles ago (price action past 20 candles) Price deviation from historical price: Current close minus the close from 40 candles ago (price action past 40 candles) Signal Generation Logic Buy Signal: Triggered when all three conditions are positive. Confirmed if the previous signal was a sell or if there were no previous signals Sell Signal: Triggered when all three conditions are negative. Confirmed if the previous signal was a buy or if there were no previous signals Usage and Strategy After back testing, I observed the higher timeframes were a good indication of momentum/sentiment that you can take note of while trading intraday on the lower time frames (time intervals stated above). Background highlights are also displayed for easier visualization of bullish/bearish skew in terms of the volume of signals generated.
Pine Script®指标
由CPSiphon8提供
Statistics • Chi Square • P-value • SignificanceThe Statistics • Chi Square • P-value • Significance publication aims to provide a tool for combining different conditions and checking whether the outcome is significant using the Chi-Square Test and P-value. 🔶 USAGE The basic principle is to compare two or more groups and check the results of a query test, such as asking men and women whether they want to see a romantic or non-romantic movie. ––––––––––––––––––––––––––––––––––––––––––––– | | ROMANTIC | NON-ROMANTIC | ⬅︎ MOVIE | ––––––––––––––––––––––––––––––––––––––––––––– | MEN | 2 | 8 | 10 | ––––––––––––––––––––––––––––––––––––––––––––– | WOMEN | 7 | 3 | 10 | ––––––––––––––––––––––––––––––––––––––––––––– |⬆︎ SEX | 10 | 10 | 20 | ––––––––––––––––––––––––––––––––––––––––––––– We calculate the Chi-Square Formula, which is: Χ² = Σ ( (Observed Value − Expected Value)² / Expected Value ) In this publication, this is: chiSquare = 0. for i = 0 to rows -1 for j = 0 to colums -1 observedValue = aBin.get(i).aFloat.get(j) expectedValue = math.max(1e-12, aBin.get(i).aFloat.get(colums) * aBin.get(rows).aFloat.get(j) / sumT) //Division by 0 protection chiSquare += math.pow(observedValue - expectedValue, 2) / expectedValue Together with the 'Degree of Freedom', which is (rows − 1) × (columns − 1) , the P-value can be calculated. In this case it is P-value: 0.02462 A P-value lower than 0.05 is considered to be significant. Statistically, women tend to choose a romantic movie more, while men prefer a non-romantic one. Users have the option to choose a P-value, calculated from a standard table or through a math.ucla.edu - Javascript-based function (see references below). Note that the population (10 men + 10 women = 20) is small, something to consider. Either way, this principle is applied in the script, where conditions can be chosen like rsi, close, high, ... 🔹 CONDITION Conditions are added to the left column ('CONDITION') For example, previous rsi values (rsi ) between 0-100, divided in separate groups 🔹 CLOSE Then, the movement of the last close is evaluated UP when close is higher then previous close (close ) DOWN when close is lower then previous close EQUAL when close is equal then previous close It is also possible to use only 2 columns by adding EQUAL to UP or DOWN UP DOWN/EQUAL or UP/EQUAL DOWN In other words, when previous rsi value was between 80 and 90, this resulted in: 19 times a current close higher than previous close 14 times a current close lower than previous close 0 times a current close equal than previous close However, the P-value tells us it is not statistical significant. NOTE: Always keep in mind that past behaviour gives no certainty about future behaviour. A vertical line is drawn at the beginning of the chosen population (max 4990) Here, the results seem significant. 🔹 GROUPS It is important to ensure that the groups are formed correctly. All possibilities should be present, and conditions should only be part of 1 group. In the example above, the two top situations are acceptable; close against close can only be higher, lower or equal. The two examples at the bottom, however, are very poorly constructed. Several conditions can be placed in more than 1 group, and some conditions are not integrated into a group. Even if the results are significant, they are useless because of the group formation. A population count is added as an aid to spot errors in group formation. In this example, there is a discrepancy between the population and total count due to the absence of a condition. The results when rsi was between 5-25 are not included, resulting in unreliable results. 🔹 PRACTICAL EXAMPLES In this example, we have specific groups where the condition only applies to that group. For example, the condition rsi > 55 and rsi <= 65 isn't true in another group. Also, every possible rsi value (0 - 100) is present in 1 of the groups. rsi > 15 and rsi <= 25 28 times UP, 19 times DOWN and 2 times EQUAL. P-value: 0.01171 When looking in detail and examining the area 15-25 RSI, we see this: The population is now not representative (only checking for RSI between 15-25; all other RSI values are not included), so we can ignore the P-value in this case. It is merely to check in detail. In this case, the RSI values 23 and 24 seem promising. NOTE: We should check what the close price did without any condition. If, for example, the close price had risen 100 times out of 100, this would make things very relative. In this case (at least two conditions need to be present), we set 1 condition at 'always true' and another at 'always false' so we'll get only the close values without any condition: Changing the population or the conditions will change the P-value. In the following example, the outcome is evaluated when: close value from 1 bar back is higher than the close value from 2 bars back close value from 1 bar back is lower/equal than the close value from 2 bars back Or: close value from 1 bar back is higher than the close value from 2 bars back close value from 1 bar back is equal than the close value from 2 bars back close value from 1 bar back is lower than the close value from 2 bars back In both examples, all possibilities of close against close are included in the calculations. close can only by higher, equal or lower than close Both examples have the results without a condition included (5 = 5 and 5 < 5) so one can compare the direction of current close. 🔶 NOTES • Always keep in mind that: Past behaviour gives no certainty about future behaviour. Everything depends on time, cycles, events, fundamentals, technicals, ... • This test only works for categorical data (data in categories), such as Gender {Men, Women} or color {Red, Yellow, Green, Blue} etc., but not numerical data such as height or weight. One might argue that such tests shouldn't use rsi, close, ... values. • Consider what you're measuring For example rsi of the current bar will always lead to a close higher than the previous close, since this is inherent to the rsi calculations. • Be careful; often, there are na -values at the beginning of the series, which are not included in the calculations! • Always keep in mind considering what the close price did without any condition • The numbers must be large enough. Each entry must be five or more. In other words, it is vital to make the 'population' large enough. • The code can be developed further, for example, by splitting UP, DOWN in close UP 1-2%, close UP 2-3%, close UP 3-4%, ... • rsi can be supplemented with stochRSI, MFI, sma, ema, ... 🔶 SETTINGS 🔹 Population • Choose the population size; in other words, how many bars you want to go back to. If fewer bars are available than set, this will be automatically adjusted. 🔹 Inputs At least two conditions need to be chosen. • Users can add up to 11 conditions, where each condition can contain two different conditions. 🔹 RSI • Length 🔹 Levels • Set the used levels as desired. 🔹 Levels • P-value: P-value retrieved using a standard table method or a function. • Used function, derived from Chi-Square Distribution Function; JavaScript LogGamma(Z) => S = 1 + 76.18009173 / Z - 86.50532033 / (Z+1) + 24.01409822 / (Z+2) - 1.231739516 / (Z+3) + 0.00120858003 / (Z+4) - 0.00000536382 / (Z+5) (Z-.5) * math.log(Z+4.5) - (Z+4.5) + math.log(S * 2.50662827465) Gcf(float X, A) => // Good for X > A +1 A0=0., B0=1., A1=1., B1=X, AOLD=0., N=0 while (math.abs((A1-AOLD)/A1) > .00001) AOLD := A1 N += 1 A0 := A1+(N-A)*A0 B0 := B1+(N-A)*B0 A1 := X*A0+N*A1 B1 := X*B0+N*B1 A0 := A0/B1 B0 := B0/B1 A1 := A1/B1 B1 := 1 Prob = math.exp(A * math.log(X) - X - LogGamma(A)) * A1 1 - Prob Gser(X, A) => // Good for X < A +1 T9 = 1. / A G = T9 I = 1 while (T9 > G* 0.00001) T9 := T9 * X / (A + I) G := G + T9 I += 1 G *= math.exp(A * math.log(X) - X - LogGamma(A)) Gammacdf(x, a) => GI = 0. if (x<=0) GI := 0 else if (x Chisqcdf = Gammacdf(Z/2, DF/2) Chisqcdf := math.round(Chisqcdf * 100000) / 100000 pValue = 1 - Chisqcdf 🔶 REFERENCES mathsisfun.com, Chi-Square Test Chi-Square Distribution Function
Pine Script®指标
由fikira提供
6
Volatility System by W. WilderVolatility System (Volatility Stops) Similarity Most traders adjust their stops over time in the direction of the trend in order to lock in profits. Apart from moving averages, one of the most popular techniques is trailing stops using a multiple of Average True Range. There are several variations: The original Volatility System(Volatility Stops), introduced by Welles Wilder in his 1978 book: New Concepts in Technical Trading Systems Chandelier exits introduced by Alexander Elder in Come Into My Trading Room (2002) trail the stops from Highs or Lows rather than Closing Price Average True Range Trailing Stops are similar to the above, but include a ratchet mechanism to prevent stops moving down during an up-trend or rising during a down-trend, as ATR increases WillTrend intoduced by Larry Williams in 1988 Comparison of systems All the systems under consideration have one common ingredient - ATR. ATR was developed by Welles Wilder and described in his book in 1978, also in this book the Volatility System was described, which in the future became known as Volatility Stops. In fact, Wilder is the father of such systems due to the presence of ATR in the calculation of this type of indicator. The main difference of Volatility System Followers such as Larry Williams and Alexander Elder made minor changes to the value based on the ATR, mainly focusing on changing the base to which this value is added or subtracted. Larry Williams uses the square root of 5 as a multiplier and calculates the ATR with a period of 66, and Alexander Elder uses a multiplier of 2.5-3.5 applying it to the ATR with a period of 22. Both authors changed the original value for ATR and multiplier calculations. Alexander Elder is closest to the original Welles Wilder calculation, which used a multiplier of 2.8.-3.1 applying it to an ATR with a period of 7. As a reference, Elder took the Highest High(22) from which he subtracts ATR*Multiplier in an uptrend or the Lowest Low(22) to which he adds ATR*Multiplier to obtain the turning point (SAR). Larry Williams uses the average price of extremes (Highest High(10) + Lowest Low(10)) / 2 as a reference base to which he adds or subtracts the ATR*Multilpyer values. Both systems differ from the original, because Wilder used Significan Close(SIC) in his calculations. SIC is the maximum closing price during an uptrend and the minimum closing price during a downtrend, which does not go beyond the current trade, as in other systems. To calculate the base when a trend changes, bars that are outside the current trend will be used when calculating WillTrend and Chandelier Exit, in contrast to the Volatility System, which takes SIC values only within the current trade. This is the main difference from subsequent developments of similar systems. Improvements made The original Volatility System is present as an indicator on TradingView, but it is an improved version with the addition of a ratchet and works differently from the original Weilder system. List of improvements: Added the ability to remove the ratchet. You need to turn off the "Trail one way" checkbox in the setting menu. When this function is turned off, the system will operate in the author-inventor mode. On some instruments, the original system works much better than the improved ratchet system, which cannot be turned off. Added the ability to use Highest High and Lowest Low as a base instead of the closing price. Volatility Stops Formula Description Welles Wilder's system uses Closing Price and incorporates a stop-and-reverse feature (as with his Parabolic SAR). Determine the initial trend direction Calculate the Significant Close ("SIC"): the highest close reached in an up-trend or the lowest close in a down-trend Calculate Average True Range ("ATR") for the selected period (7 days in this example) Multiply ATR by the Multiple (3.0 in this example, best values author describes as 2.8-3.1) The first stop is calculated in day 7 and plotted for day 8 If an up-trend, the first stop is SIC - 3 * ATR, otherwise SIC + 3 * ATR for a down-trend Repeat each day until price closes below the stop (or above in a down-trend) Set SIC equal to the latest Close, reverse the trend and continue. Chandelier Exit Description Chandelier Exits subtract a multiple of Average True Range ("ATR") from the highest high for the selected period. Using the default settings as an example: Highest High in last 22 days - 3 * ATR for 22 days In a down-trend the formula is reversed: Lowest Low in last 22 days + 3 * ATR for 22 days The time period must be long enough to capture the highest point of the recent up-trend: too short and the stops move downward; too long and the high may be taken from a previous down-trend. It is not essential to use the same period for up and down trends; down-trends are notoriously faster than up-trends and may benefit from a shorter time period. The multiple of 3 may be varied, but most traders settle between 2.5 and 3.5. WillTrend Description Larry Williams is prefer to used the Square Root from 5 as a multiplayer for ATR. SQRT(5) = 2.236 WillTrend subtract a multiple of Average True Range ("ATR") from the Middle Price (Highest High for the selected period + Lowest Low for the selected period / 2). (Highest High in last 10 days + Lowest Low in last 10 days) / 2 - 2.236 * ATR for 66 days In a down-trend the formula is reversed: (Highest High in last 10 days + Lowest Low in last 10 days) / 2 + 2.236 * ATR for 66 days
Pine Script®指标
由Smollet提供
1
itradesize /\ Silver Bullet x Macro x KillzoneThis indicator shows the best way to annotate ICT Killzones, Silver Bullet and Macro times on the chart. With the help of a new pane, it will not distract your chart and will not cause any distractions to your eye, or brain but you can see when will they happen. The indicator also draws everything beforehand when a proper new day starts. You can customize them how you want to show up. Collapsed or full view? You can hide any of them and keep only the ones you would like to. All the colors can be customized, texts & sizes or just use shortened texts and you are also able to hide those drawings which are older than the actual day. You should minimize the pane where the script has been automatically drawn to therefore you will have the best experience and not show any distractions. The script automatically shows the time-based boxes, based on the New York timezone. 
 Killzone Time windows ( for indices ):
 London KZ 02:00 - 05:00 New York AM KZ 07:00 - 10:00 New York PM KZ 13:30 - 16:00 Silver Bullet times: 03:00 - 04:00 10:00 - 11:00 14:00 - 15:00
 Macro times: 02:33 - 03:00 04:03 - 04:30 08:50 - 0910 09:50 - 10:10 10:50 - 11:10 11:50 - 12:50
Pine Script®指标
由itradesize提供
11
[imba]lance algo🟩 INTRODUCTION Hello, everyone! Please take the time to review this description and source code to utilize this script to its fullest potential. 🟩 CONCEPTS This is a trend indicator. The trend is the 0.5 fibonacci level for a certain period of time. A trend change occurs when at least one candle closes above the level of 0.236 (for long) or below 0.786 (for short). Also it has massive amout of settings and features more about this below. With good settings, the indicator works great on any market and any time frame! A distinctive feature of this indicator is its backtest panel. With which you can dynamically view the results of setting up a strategy such as profit, what the deposit size is, etc. Please note that the profit is indicated as a percentage of the initial deposit. It is also worth considering that all profit calculations are based on the risk % setting. 🟩 FEATURES First, I want to show you what you see on the chart. And I’ll show you everything closer and in more detail. 1. Position 2. Statistic panel 3. Backtest panel Indicator settings: Let's go in order: 1. Strategies This setting is responsible for loading saved strategies. There are only two preset settings, MANUAL and UNIVERSAL. If you choose any strategy other than MANUAL, then changing the settings for take profits, stop loss, sensitivity will not bring any results. You can also save your customized strategies, this is discussed in a separate paragraph “🟩HOW TO SAVE A STRATEGY” 2. Sensitive Responsible for the time period in bars to create Fibonacci levels 3. Start calculating date This is the time to start backtesting strategies 4. Position group Show checkbox - is responsible for displaying positions Fill checkbox - is responsible for filling positions with background Risk % - is responsible for what percentage of the deposit you are willing to lose if there is a stop loss BE target - here you can choose when you reach which take profit you need to move your stop loss to breakeven Initial deposit- starting deposit for profit calculation 5. Stoploss group Fixed stoploss % checkbox - If choosed: stoploss will be calculated manually depending on the setting below( formula: entry_price * (1 - stoploss percent)) If NOT choosed: stoploss will be ( formula: fibonacci level(0.786/0.236) * (1 + stoploss percent)) 6. Take profit group This group of settings is responsible for how far from the entry point take profits will be and what % of the position to fix 7. RSI Responsible for configuring the built-in RSI. Suitable bars will be highlighted with crosses above or below, depending on overbought/oversold 8. Infopanels group Here I think everything is clear, you can hide or show information panels 9. Developer mode If enabled, all events that occur will be shown, for example, reaching a take profit or stop loss with detailed information about the unfixed balance of the position 🟩 HOW TO USE Very simple. All you need is to wait for the trend to change to long or short, you will immediately see a stop loss and four take profits, and you will also see prices. Like in this picture: 🟩 ALERTS There are 3 types of alerts: 1. Long signal 2. Short signal 3. Any alert() function call - will be send to you json with these fields { "side": "LONG", "entry": "64.454", "tp1": "65.099", "tp2": "65.743", "tp3": "66.388", "tp4": "67.032", "winrate": "35.42%", "strategy": "MANUAL", "beTargetTrigger": "1", "stop": "64.44" } 🟩 HOW TO SAVE A STRATEGY First, you need to make sure that the “MANUAL” strategy is selected in the strategy settings. After this, you can start selecting parameters that will show the largest profit in the statistics panel. I have highlighted what you need to pay attention to when choosing a strategy Let's assume you have set up a strategy. The main question is how to preserve it? Let’s say the strategy turned out with the following parameters: Next we need to find this section of code: // STRATS selector(string strategy_name) => strategy_settings = Strategy_settings.new() switch strategy_name "MANUAL" => strategy_settings.sensitivity := 18 strategy_settings.risk_percent := 1 strategy_settings.break_even_target := "1" strategy_settings.tp1_percent := 1 strategy_settings.tp1_percent_fix := 40 strategy_settings.tp2_percent := 2 strategy_settings.tp2_percent_fix := 30 strategy_settings.tp3_percent := 3 strategy_settings.tp3_percent_fix := 20 strategy_settings.tp4_percent := 4 strategy_settings.tp4_percent_fix := 10 strategy_settings.fixed_stop := false strategy_settings.sl_percent := 0.0 "UNIVERSAL" => strategy_settings.sensitivity := 20 strategy_settings.risk_percent := 1 strategy_settings.break_even_target := "1" strategy_settings.tp1_percent := 1 strategy_settings.tp1_percent_fix := 40 strategy_settings.tp2_percent := 2 strategy_settings.tp2_percent_fix := 30 strategy_settings.tp3_percent := 3 strategy_settings.tp3_percent_fix := 20 strategy_settings.tp4_percent := 4 strategy_settings.tp4_percent_fix := 10 strategy_settings.fixed_stop := false strategy_settings.sl_percent := 0.0 // "NEW STRATEGY" => // strategy_settings.sensitivity := 20 // strategy_settings.risk_percent := 1 // strategy_settings.break_even_target := "1" // strategy_settings.tp1_percent := 1 // strategy_settings.tp1_percent_fix := 40 // strategy_settings.tp2_percent := 2 // strategy_settings.tp2_percent_fix := 30 // strategy_settings.tp3_percent := 3 // strategy_settings.tp3_percent_fix := 20 // strategy_settings.tp4_percent := 4 // strategy_settings.tp4_percent_fix := 10 // strategy_settings.fixed_stop := false // strategy_settings.sl_percent := 0.0 strategy_settings // STRATS Let's uncomment on the latest strategy called "NEW STRATEGY" rename it to "SOL 5m" and change the sensitivity: // STRATS selector(string strategy_name) => strategy_settings = Strategy_settings.new() switch strategy_name "MANUAL" => strategy_settings.sensitivity := 18 strategy_settings.risk_percent := 1 strategy_settings.break_even_target := "1" strategy_settings.tp1_percent := 1 strategy_settings.tp1_percent_fix := 40 strategy_settings.tp2_percent := 2 strategy_settings.tp2_percent_fix := 30 strategy_settings.tp3_percent := 3 strategy_settings.tp3_percent_fix := 20 strategy_settings.tp4_percent := 4 strategy_settings.tp4_percent_fix := 10 strategy_settings.fixed_stop := false strategy_settings.sl_percent := 0.0 "UNIVERSAL" => strategy_settings.sensitivity := 20 strategy_settings.risk_percent := 1 strategy_settings.break_even_target := "1" strategy_settings.tp1_percent := 1 strategy_settings.tp1_percent_fix := 40 strategy_settings.tp2_percent := 2 strategy_settings.tp2_percent_fix := 30 strategy_settings.tp3_percent := 3 strategy_settings.tp3_percent_fix := 20 strategy_settings.tp4_percent := 4 strategy_settings.tp4_percent_fix := 10 strategy_settings.fixed_stop := false strategy_settings.sl_percent := 0.0 "SOL 5m" => strategy_settings.sensitivity := 15 strategy_settings.risk_percent := 1 strategy_settings.break_even_target := "1" strategy_settings.tp1_percent := 1 strategy_settings.tp1_percent_fix := 40 strategy_settings.tp2_percent := 2 strategy_settings.tp2_percent_fix := 30 strategy_settings.tp3_percent := 3 strategy_settings.tp3_percent_fix := 20 strategy_settings.tp4_percent := 4 strategy_settings.tp4_percent_fix := 10 strategy_settings.fixed_stop := false strategy_settings.sl_percent := 0.0 strategy_settings // STRATS Now let's find this code: strategy_input = input.string(title = "STRATEGY", options = , defval = "MANUAL", tooltip = "EN:\nTo manually configure the strategy, select MANUAL otherwise, changing the settings won't have any effect\nRU:\nЧтобы настроить стратегию вручную, выберите MANUAL в противном случае изменение настроек не будет иметь никакого эффекта") And let's add our new strategy there, it turned out like this: strategy_input = input.string(title = "STRATEGY", options = , defval = "MANUAL", tooltip = "EN:\nTo manually configure the strategy, select MANUAL otherwise, changing the settings won't have any effect\nRU:\nЧтобы настроить стратегию вручную, выберите MANUAL в противном случае изменение настроек не будет иметь никакого эффекта") That's all. Our new strategy is now saved! It's simple! Now we can select it in the list of strategies:
Pine Script®指标
由IMBA_TRADER提供
102
The Ultimate Buy and Sell IndicatorThis indicator should be used in conjunction with a solid risk management strategy that does not over-leverage positions and uses stop-losses. You can not rely 100% on the signals provided by this indicator (or any other for that matter). With that said, this indicator can provide some excellent signals. It has been designed with a large number of customization options intended for advanced traders, but you do not HAVE to be an advanced user to simply use the indicator. I have tried to make it easy to understand, and this section will provide you with a better understanding of how to use it. NOTE: While NOT REQUIRED, I would recommend also finding my indicator called, "Ultimate RSI", which is designed to work together with this indicator (visually). They both contain the same settings and allow you to visualize changes made in this indicator that can not be displayed on the main chart. This indicator creates it's own candles(bars), so you have to go into your main settings and turn off the "body, border and wick" color settings. Using a dark background is also recommended. How does it work? The indicator mainly relies on the RSI indicator with Bollinger Bands for signals. (Though not entirely) First, there are something that I call "Watch Signals", which are various Bollinger Band crossing events. This could be the price crossing Bollinger Bands or the RSI crossing Bollinger Bands. There are separate watch signals for buys and sells. Buy watch signals are colored orange to match the BUY signal candle color and Fuchsia (kind of a bright purple) to match SELL signal candles. In order for most buy or sell signals to be created, there must first be a watch signal. There is a lookback period (or length) for watch signals to be used, and after that many candles (bars) have passed, they will be ignored. You can set a length to look back as well as a time to wait before creating any. What this means is that if there has previously been (for instance) a sell signal. You can tell it to wait 10 bars before creating any buy watch signals. You can then also tell it that it should look back 10 bars from the current one in order to find any buy watch signals. This means that if you had it set up that way 10 to wait and 10 to validate, it would start allowing buy watch signals 11 bars after a sell, and then once you hit 20 bars, it will start leaving a gap (invisible to you) as the 10 bar lookback period starts moving forward with each new bar. This is useful in order to keep signals more spaced apart as some bad signals come quickly after another one. Example: You may get a sell signal where the Bollinger bands are tight, then the price easily drops down into the lower band creating a buy watch signal, then you get a "fake" or short pump up and it says buy, but then drops dramatically afterwards. The wait period can ensure that the sell stays in effect longer before a buy is considered by blocking any buy watch signals for a period of time. After you get a watch signal, the system then looks for various other things to happen to create buy or sell signals. This could be the RSI crossing the (slow) RSI Basis line (from its Bollinger bands), it could be the price crossing its basis line, it could be MACD crosses, it could even be RSI crossing certain levels. All of these are options. If you like the MACD strategy and want it to give you buy and sell signals from just MACD crosses, simply select that option for signals. It is also able to use the first of any of the options that takes place. I included an option to force alternating buy and sell signals, rather than showing groups of, or subsequent buy, buy, buy signals, for instance. Moving on.... You can change the moving average that is used to calculate the RSI. The standard moving average for RSI is the RMA (aka SWMA). Changes to this can dramatically change your signals. You also have the option to change the moving average type used in the Bollinger bands calculation. You can change the length of these as well. The same goes for the Bollinger bands over the Price chart. I added an ATR option for the RSI Bollinger bands to play with, as well. You are able to adjust the standard deviation (multiplier) of the bands as well, which will of course affect the signals. The ways you can play with signals are nearly infinite, so have fun figuring it out. The indicator allows for moving averages to be shown as well, with a variety of types to choose from. The standard numbers are 5, 10, 20, 50, 100 and 200, with the addition of a custom moving average of your choice. You can also change the color of this one. You can choose to show them all or any of them you want to show, in any combination, although the TYPE of moving average (SMA, EMA, WMA, etc.) will apply to all of them. You may also notice the Bollinger Bands over the Price are colored, and become more or less transparent. The color is derived from the trend of the RSI or the RSI basis (your choice). It looks back at the value however many bars you want and compares the values and that's how it determines if it is trending up or down. Since RSI is a directional momentum indicator, this can be quite useful. If you see the bands are getting darker, this will explain why. The indicator has a lookback period for determining the widest the bands (which measure volatility) have been over that period of time. This is the baseline. It then will make the bands disappear (by making them more transparent) if the volatility is low. This indicates that a change in volatility is coming and that price isn't really changing much compared to the past (default 500) bars. If they become bright, this is because price has started trending in a direction and volatility is increasing. I should also note that the candles are colored based on RSI levels. If you use the Ultimate Companion indicator, you will be able to see the RSI levels (zones) that the colors are based on. As RSI moves into a new range, the candle color will change. I have created a yellow zone where the candles turn yellow. This is when RSI is between (default) 45 and 55, indicating there is basically no momentum and price is going sideways. This is a good place to get trapped in bad trades, and there is a Yellow RSI Filter to block signals in this area to keep you from entering bad trades. Green candles indicate values over 55 (getting brighter as RSI rises) and red candles are RSI values under 45 (getting brighter as RSI values get lower). If you see white, this means RSI is either over 80 or under 20. A sharp reversal is almost always imminent at this stage. When we talk about Buy and Sell Signals, they draw a green or red triangle and it literally says BUY or SELL. There is an option to color the background for added visibility. These signals do not "repaint", what this means is that they can be late. To account for this, I have included a background color that will flash as a warning that a buy or sell could be imminent, although it may fail to break through and set a buy or sell signal. This is simply an advanced warning. The reason is that sometimes a candle may be very large and you won't be told to buy or sell during the candle until the move is completely over and now you're getting in on the next one. That's not a great feeling, so I made it repaint the background color and not repaint the completed signal. You get the best of both worlds. This indicator also uses complex logic to handle things. When there is a buy signal, it enters into a state of having been bought, or a "bought state". The same for sells. If Force alternating signals is off, you could have more than one buy in a bought state, or more than one sell in a sell state. There is an option to color the background green during the full duration of a bought state, or red during the full duration of a sold state. I have added divergence. This shows that the lows or highs of RSI and PRICE are different. If RSI is making higher highs but the price is not, then the price is likely to follow this bullish divergence, if the opposite happens, it's bearish. It will draw a line on the chart connecting the highs and lows and call it bearish or bullish. You can adjust this as well. I have an RSI High/Low filter. If the RSI basis (or average) is very high or low, you can block signal from this area since the price is likely to continue in that direction before actually reversing. You can change the settings of the MACD if you choose to use it for signals, and if you want to see it, you'll have to run that indicator below the chart and match the settings to see what is going on, just like the RSI. Going back to Watch Signals. You can also choose to require more than one watch signal if you choose. You can skip watch signals, so it will ignore the first or second one, whatever you want to do. You can color the background to show you where watch signals have been skipped. Regarding the wait period for creating watch signals after a sell or after a buy, you can also color the background to see where these were blocked by the wait period. Lastly you can choose which type of watch signals to use, or keep them from being shown on the chart. This allows you to study the history of how the asset you are trading behaves and customize the behavior of signals based on your study of it. Everything in the settings area has tooltips, which will explain what that thing does to help you along this journey. I hope this indicator (and perhaps Ultimate RSI alongside this) will help you take your trading to the next level.
Pine Script®指标
由Sherlock_MacGyver提供
91
RAINBOW AVERAGES - INDICATOR - (AS) - 1/3 -INTRODUCTION: This is the first of three scripts I intend to publish using rainbow indicators. This script serves as a groundwork for the other two. It is a RAINBOW MOVING AVERAGES indicator primarily designed for trend detection. The upcoming script will also be an indicator but with overlay=false (below the chart, not on it) and will utilize RAINBOW BANDS and RAINBOW OSCILLATOR. The third script will be a strategy combining all of them. RAINBOW moving averages can be used in various ways, but this script is mainly intended for trend analysis. It is meant to be used with overlay=true, but if the user wishes, it can be viewed below the chart. To achieve this, you need to change the code from overlay=true to false and turn off the first switch that plots the rainbow on the chart (or simply move the indicator to a new pane below). By doing this, you will be able to see how all four conditions used to detect trends work on the chart. But let's not get ahead of ourselves. -WHAT IS IT: In its simplest form, this indicator uses 10 moving averages colored like a rainbow. The calculation is as follows: MA0: This is the main moving average and can be defined with the type (SMA, EMA, RMA, WMA, SINE), length, and price source. However, the second moving average (MA1) is calculated using MA0 as its source, MA2 uses MA1 as the data source, and so on, until the last one, MA9. Hence, there are 10 moving averages. The first moving average is special as all the others derive from it. This indicator has many potential uses, such as entry/exit signals, volatility indication, and stop-loss placement, but for now, we will focus on trend detection. -TREND DETECTION: The indicator offers four different background color options based on the user's preference: 0-NONE: No background color is applied as no trend detection tools is being used (boring) 1-CHANGE: The background color is determined by summing the changes of all 10 moving averages (from two bars). If the sum is positive and not falling, the background color is GREEN. If the sum is negative and not rising, the background color is RED. From early testing, it works well for the beginning of a movement but not so much for a lasting trend. 2-RAINBW: The background color is green when all the moving averages are in ascending order, indicating a bullish trend. It is red when all the moving averages are in descending order, indicating a bearish trend. For example, if MA1>MA2>MA3>MA4..., the background color is green. If MA1 threshold, and red indicates width < -threshold. 4-DIRECT: The background color is determined by counting the number of moving averages that are either above or below the input source. If the specified number of moving averages is above the source, the background color is green. If the specified number of moving averages is below the source, the background color is red. If all ten MAs are below the price source, the indicator will show 10, and if all ten MAs are above, it will show -10. The specific value will be set later in the settings (same for 3-TSHOLD variant). This method works well for lasting trends. Note: If the indicator is turned into a below-chart version, all four color options can be seen as separate indicators. -PARAMETERS - SETTINGS: The first line is an on/off switch to plot the skittles indicator (and some info in the tooltip). The second line has already been discussed, which is the background color and the selection of the source (only used for MA0!). The line "MA1: TYP/LEN" is where we define the parameters of MA0 (important). We choose from the types of moving averages (SMA, EMA, RMA, WMA, SINE) and set the length. Important Note: It says MA1, but it should be MA0!. The next line defines whether we want to smooth MA1 (which is actually MA0) and the period for smoothing. When smoothing is turned on, MA0 will be smoothed using a 3-pole super smoother. It's worth noting that although this only applies to MA0, as the other MAs are derived from it, they will also be smoothed. In the line below, we define the type and length of MAs for MA2 (and other MAs except MA0). The same type and length are used for MA1 to MA9. It's important to remember that these values should be smaller. For example, if we set 55, it means that MA1 is the average of 55 periods of MA0, MA2 will be 55 periods of MA1, and so on. I encourage trying different combinations of MA types as it can be easily adjusted for ur type of trading. RMA looks quirky. Moving on to the last line, we define some inputs for the background color: TSH: The threshold value when using 3-TSHOLD-BGC. It's a good idea to change the chart to a pane below for easier adjustment. The default values are based on EURUSD-5M. BG_DIR: The value that must be crossed or equal to the MA score if using 4-DIRECT-BGC. There are 10 MAs, so the maximum value is also 10. For example, if you set it to 9, it means that at least 9 MAs must be below/above the price for the script to detect a trend. Higher values are recommended as most of the time, this indicator oscillates either around the maximum or minimum value. -SUMMARY OF SETTINGS: L1 - PLOT MAs and general info tooltip L2 - Select the source for MA0 and type of trend detection. L3 - Set the type and length of MA0 (important). L4 - Turn smoothing on/off for MA0 and set the period for super smoothing. L5 - Set the type and length for the rest of the MAs. L6 - Set values if using 4-DIRECT or 3-TSHOLD for the trend detection. -OTHERS: To see trend indicators, you need to turn off the plotting of MAs (first line), and then choose the variant you want for the background color. This will plot it on the chart below. Keep in mind that M1 int settings stands for MA0 and MA2 for all of the 9 MAs left. Yes, it may seem more complicated than it actually is. In a nutshell, these are 10 MAs, and each one after MA0 uses the previous one as its source. Plus few conditions for range detection. rest is mainly plots and colors. There are tooltips to help you with the parameters. I hope this will be useful to someone. If you have any ideas, feedback, or spot errors in the code, LET ME KNOW. Stay tuned for the remaining two scripts using skittles indicators and check out my other scripts. -ALSO: I'm always looking for ideas for interesting indicators and strategies that I could code, so if you don't know Pinescript, just message me, and I would be glad to write your own indicator/strategy for free, obviously. -----May the force of the market be with you, and until we meet again,
Pine Script®指标
由Adam-Szafranski提供
4
True Trend Average BandsThis is the indicator I am most proud of. After reading Glenn Neely's book "Mastering Eliott Waves" / "Neowave" and chatting with @timwest who got acknowledged by Neely, we came up with the idea of an moving average which does calculate the real average price since a trend started. Addionally I adapted a method from Neely Neowave and Tim Wests TimeAtMode to not force a timeframe on a chart but instead let the charts data decide which timeframe to use, to then calculate the real average price since the trend started. It took me a while to get this right and coded, so take a moment and dive deeper and you might learn something new. We assume that the price is in multiple trends on multiple timeframes, this is caused by short term traders, long term traders and investors who trade on different timeframes. To find out in which timeframe the important trends are, we have to look out for significant lows and highs. Then we change the timeframe in the chart to a value so that we have 10 to 20 bars since the significant low/high. While new bars are printed, and we reach more than 20 bars, we have to switch to a higher timeframe so we have 10 to 20 bars again. In the chart you see two significant trends: a downtrend on the 3 week timeframe and an uptrend from the 2 month timeframe. Based on the logic I have described, these are the two important timeframes to watch right now for the spx (there is another uptrend in the yearly chart, which is not shown here). Now that we understand how to find the important timeframes, let's look what the magic in this script is that tells us the real average price since a trend started. I developed a new type of moving average, which includes only the prices since a trend started. The difference to the regular sma is that it will not include prices which happened before the significant low or high happened. For example, if a top happened in a market 10 days ago, the regular sma20 would be calculated by 10 bars which happened before the top and 10 bars which happened after the top. If we want to know the average price of the last 10 bars we manually have to change the ma20 to the ma10 which is annoying manual work, additionally even if we use the ma10 in this case, and we look at yesterday's bar the ma10 will include 9 bars from after the top and one bar before the top, so the ma10 would only show the real average price for the current bar which is not what we want. To come up with a solution to this problem, the True Trend Average searches for the lowest/highest bar in a given period (20 bars). Then starts to calculate the average value since the low/high. For example: if the price reaches a new 20 day high and then trades below it, the day of the high will be the sma1, the day after it's the sma2, ... up to the maximum look back length. This way, we always know what the average price would have been if someone sold/bought a little bit every bar of his investment since the high/low. Why is this even important? Let's assume we missed selling the top or buying the low, and think it would have been at least better to buy/sell a little bit since the new trend started. Once the price reaches the true trend average again, we can buy/sell, and it would be as good as selling/buying a little bit every day. We find prices to buy the dip and sell the bounce, which are as good as scaling in/out. There is a lot more we can learn from these price levels but I think it is better to let you figure out yourself what you can learn from the information given by this indicator. Think about how market participants who accumulate or distribute feel when prices are above or below certain levels. Now that we understand this new type of moving average, let's look into the lines we see in the chart: The upper red band line shows the true trend average high price since the last significant top within 20 bars. The lower red band line shows the true trend average hl2 price since the last significant top within 20 bars. The lower green band line shows the true trend average low price since the last significant low within 20 bars. The upper green band line shows the true trend average hl2 price since the last significant low within 20 bars. The centerline is the average between the upper red band and the lower green band. The teal lines show 1 standard deviation from the outer bands. Before today only a few people had access to this indicator, now that it is public and open source, I am curious if you will find it useful and what you will do with it. Please share your findings. /edit: The chart only shows the 3week timeframe so here are the other two trends from the 2month and 1year timeframe
Pine Script®指标
由koryu提供
13
[blackcat] L1 Old Duck HeadLevel 1 Background The old duck head is a classic form formed by a series of behaviors such as bankers opening positions, washing dishes, and pulling over the top of the duck head. Function A form of stock candles: (1) Moving averages using 5, 10 and 60 parameters. When the 5-day and 10-day moving averages crossed the 60-day moving average, a duck neck was formed. (2) The high point when the stock price fell back formed a duck head. (3) When the stock price fell back soon, the 5-day and 10-day moving averages again turned up to form a duckbill. (4) Duck nose refers to the hole formed when the 5-day moving average crosses the 10-day moving average and the two lines cross again. Market significance: (1) When the dealer starts to collect chips, the stock price rises slowly, and the 5-day and 10-day moving averages cross the 60-day moving average, forming a duck neck. (2) When the stock price of the banker shakes the position and starts to pull back, the high point of the stock price forms the top of the duck's head. (3) When the dealer builds a position again to collect chips, the stock price rises again, forming a duck bill. Operation method: (1) Buy when the 5-day and 10-day moving averages cross the 60-day moving average and form a duck neck. (2) Buy on dips near the sesame point of trading volume near the duckbill. (3) Intervene when the stock price crosses the top of the duck's head in heavy volume. The top of the duck’s head should be a little far away from the 60-day moving average, otherwise it means that the dealer is not willing to open a position at this old duck’s head, and the bottom of the old duck’s head must be heavy. Small is better, nothing is the strongest! There must be a lot of sesame dots under the nostrils of the duck, otherwise it means that the dealer has poor control. There must be ventilation under the duck bill, the higher the ventilation, the better! Remarks Feedbacks are appreciated.
Pine Script®指标
由blackcat1402提供
2
Variety N-Tuple Moving Averages w/ Variety Stepping [Loxx]Variety N-Tuple Moving Averages w/ Variety Stepping is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 2 different moving average types. For example, using "50" as the depth will give you Quinquagintuple Moving Average. If you'd like to find the name of the moving average type you create with the depth input with this indicator, you can find a list of tuples here: Tuples extrapolated Due to the coding required to adapt a moving average to fit into this indicator, additional moving average types will be added as they are created to fit into this unique use case. Since this is a work in process, there will be many future updates of this indicator. For now, you can choose from either EMA or RMA. This indicator is also considered one of the top 10 forex indicators. See details here: forex-station.com Additionally, this indicator is a computationally faster, more streamlined version of the following indicators with the addition of 6 stepping functions and 6 different bands/channels types. STD-Stepped, Variety N-Tuple Moving Averages STD-Stepped, Variety N-Tuple Moving Averages is the standard deviation stepped/filtered indicator of the following indicator Last but not least, a big shoutout to @lejmer for his help in formulating a looping solution for this streamlined version. this indicator is speedy even at 50 orders deep. You can find his scripts here: www.tradingview.com How this works Step 1: Run factorial calculation on the depth value, Step 2: Calculate weights of nested moving averages factorial(depth) / (factorial(depth - k) * factorial(k); where depth is the depth and k is the weight position Examples of coefficient outputs: 6 Depth: 6 15 20 15 6 7 Depth: 7 21 35 35 21 7 8 Depth: 8 28 56 70 56 28 8 9 Depth: 9 36 34 84 126 126 84 36 9 10 Depth: 10 45 120 210 252 210 120 45 10 11 Depth: 11 55 165 330 462 462 330 165 55 11 12 Depth: 12 66 220 495 792 924 792 495 220 66 12 13 Depth: 13 78 286 715 1287 1716 1716 1287 715 286 78 13 Step 3: Apply coefficient to each moving average For QEMA, which is 5 depth EMA , the calculation is as follows ema1 = ta. ema ( src , length) ema2 = ta. ema (ema1, length) ema3 = ta. ema (ema2, length) ema4 = ta. ema (ema3, length) ema5 = ta. ema (ema4, length) In this new streamlined version, these MA calculations are packed into an array inside loop so Pine doesn't have to keep all possible series information in memory. This is handled with the following code: temp = array.get(workarr, k + 1) + alpha * (array.get(workarr, k) - array.get(workarr, k + 1)) array.set(workarr, k + 1, temp) After we pack the array, we apply the coefficients to derive the NTMA: qema = 5 * ema1 - 10 * ema2 + 10 * ema3 - 5 * ema4 + ema5 Stepping calculations First off, you can filter by both price and/or MA output. Both price and MA output can be filtered/stepped in their own way. You'll see two selectors in the input settings. Default is ATR ATR. Here's how stepping works in simple terms: if the price/MA output doesn't move by X deviations, then revert to the price/MA output one bar back. ATR The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period. Standard Deviation Standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance. The standard deviation is calculated as the square root of variance by determining each data point's deviation relative to the mean. If the data points are further from the mean, there is a higher deviation within the data set; thus, the more spread out the data, the higher the standard deviation. Adaptive Deviation By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually use it to measure the level of current volatility . Standard Deviation is based on Simple Moving Average calculation for mean value. This version of standard deviation uses the properties of EMA to calculate what can be called a new type of deviation, and since it is based on EMA , we can call it EMA deviation. And added to that, Perry Kaufman's efficiency ratio is used to make it adaptive (since all EMA type calculations are nearly perfect for adapting). The difference when compared to standard is significant--not just because of EMA usage, but the efficiency ratio makes it a "bit more logical" in very volatile market conditions. See how this compares to Standard Devaition here: Adaptive Deviation Median Absolute Deviation The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant. Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better with distributions without a mean or variance, such as the Cauchy distribution. For this indicator, I used a manual recreation of the quantile function in Pine Script. This is so users have a full inside view into how this is calculated. Efficiency-Ratio Adaptive ATR Average True Range (ATR) is widely used indicator in many occasions for technical analysis . It is calculated as the RMA of true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range See how this compares to ATR here: ER-Adaptive ATR Mean Absolute Deviation The mean absolute deviation (MAD) is a measure of variability that indicates the average distance between observations and their mean. MAD uses the original units of the data, which simplifies interpretation. Larger values signify that the data points spread out further from the average. Conversely, lower values correspond to data points bunching closer to it. The mean absolute deviation is also known as the mean deviation and average absolute deviation. This definition of the mean absolute deviation sounds similar to the standard deviation (SD). While both measure variability, they have different calculations. In recent years, some proponents of MAD have suggested that it replace the SD as the primary measure because it is a simpler concept that better fits real life. For Pine Coders, this is equivalent of using ta.dev() Bands/Channels See the information above for how bands/channels are calculated. After the one of the above deviations is calculated, the channels are calculated as output +/- deviation * multiplier Signals Green is uptrend, red is downtrend, yellow "L" signal is Long, fuchsia "S" signal is short. Included: Alerts Loxx's Expanded Source Types Bar coloring Signals 6 bands/channels types 6 stepping types Related indicators 3-Pole Super Smoother w/ EMA-Deviation-Corrected Stepping STD-Stepped Fast Cosine Transform Moving Average ATR-Stepped PDF MA
Pine Script®指标
由loxx提供
1
Tendies Heist Auto Compounding ExampleThis is an example of how we can use compounding to control our position size. This example shows how we can automatically add and reduce position size based on account equity. The "initial capital" in properties is the starting account equity. At default its set to 100,000. If our max position size is set to 25 then the very first position that's taken has a position size of 10, IF our leverage is set to 10,000. Account equity divided by leverage equals position size. So in that example 100,000 divided by 10,000 in leverage gives us a max position size of 10. However the max position size was set to 25 meaning we would need 250k in equity for it to open a position size of 25 with the leverage set at 10k. Now if the initial capital was set to 100,000 and the max position size was set to 5 and leverage remained at 10,000, all though 100,000 divided by 10,000 equals 10 it will ONLY open a position size of 5, because the max position size in this example was set at 5. Since this works for strategies you may look through the trade log on the posted back test and check out the position size, you can see in this back test the default 100k is used for the initial capital and the default 10k was used for the leverage. You will be able to see as this logic loses money it takes contracts away and as it gains money it adds contracts. I'm using trading view's basic strategy logic example to provide an example of how the compounding logic works. Note, don't forget to add the syntax below to your strategy.entry call for this logic to work. qty = size Tendies Heist LLC 2021
Pine Script®策略
由himista提供
Combo Backtest 123 Reversal & D_Three Ten OscThis is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy TradeStation does not allow the user to make a Multi Data Chart with a Tick Bar Chart and any other type a chart. This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®策略
由HPotter提供
2
Combo Backtest 123 Reversal & D_Three Ten Osc This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy TradeStation does not allow the user to make a Multi Data Chart with a Tick Bar Chart and any other type a chart. This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指标
由HPotter提供
1
D_Three Ten Osc Strategy Backtest This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
Pine Script®策略
由HPotter提供
4
D_Three Ten Osc Strategy This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations"
Pine Script®指标
由HPotter提供
Sladkaya BulochkaAccording to the statistics of Thomas Bulkovski collected over several years on the 1-minute chart (21 million candles), there is a statistically significant periods, where the higher the probability of reversal rates on short-term timeframe. By reversal, on average, had in mind the movement to 5 candles. This three periods, they remain unchanged, depending on the hour: - the first minute of each hour (10:01, 11:01, etc.) - the first minute after the hour (10:31, 11:31) - 51 minutes each hour (10:51, 11:51) ------------------------------------------------------ По статистике Томаса Булковски, собранной за несколько лет на 1-минутном графике (21 миллион свечей), есть статистически значимые периоды, где более высока вероятность разворота цены на краткосрочных ТФ. Под разворотом, в среднем, имелось в виду движение на 5 свечей. Это три периода, они неизменны в зависимости от часа: - первая минута каждого часа (10:01, 11:01 и т.д.) - первая минута после получаса (10:31, 11:31) - каждая 51 минута часа (10:51, 11:51)
Pine Script®指标
由Maga3提供
6
HL BREAKOUTThe base of the indicator is the breakout of historic High and lows. There are 3 basic configurations 1° The High length that measure the latest 10 bars and make the "higher high" 2° The Low length taht measure the latest 10 bars and make the "lower low" 3° The Breakout PIPs administrator that defines how much pips are needed from the latest higher high to be defined as a level breakout. So the strategy is super easy. The indicators show you the 10...20.. or whatever you need old bars high and lows. When a breakout of that levels occurs and the candle "close" above or below and the close are more than "X" amount of PIPs a marker show up. The marker are the signals of buy and sell I test some configurations, and work in all timeframes but. I suggest 10, 10, 0.0003 for timeframes from 1m to 15m and 10, 10, 0.0005 for timeframes higher than 15m Maybe you need to test other configurations for 4h 1 day, etc the basics are the same in all timeframes, the main difference is the amount of pips that will be considered as "breakout" the higher timeframe the higher amount you need to prevent false positives. Last words: 0.000X are for the PIPs for currencies that have 4 or 5 decimals like euro and other, if you use in YEN change it to a configuration of 2 digits decimal. Just that. Have "fun" !
Pine Script®指标
由morpheus747提供
5
D_Three Ten Osc on the IntradayHi Let me introduce my D_Three Ten Osc script. This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations"
Pine Script®指标
由HPotter提供
2
D_Three Ten Osc on the DailyHi Let me introduce my D_Three Ten Osc script. This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations"
Pine Script®指标
由HPotter提供