Hodrick-Prescott MACD [Loxx]Hodrick-Prescott MACD is a MACD indicator using a Hodrick-Prescott Filter.
What is Hodrick–Prescott filter?
The Hodrick–Prescott filter (also known as Hodrick–Prescott decomposition) is a mathematical tool used in macroeconomics, especially in real business cycle theory, to remove the cyclical component of a time series from raw data. It is used to obtain a smoothed-curve representation of a time series, one that is more sensitive to long-term than to short-term fluctuations. The adjustment of the sensitivity of the trend to short-term fluctuations is achieved by modifying a multiplier Lambda.
The filter was popularized in the field of economics in the 1990s by economists Robert J. Hodrick and Nobel Memorial Prize winner Edward C. Prescott, though it was first proposed much earlier by E. T. Whittaker in 1923.
There are some drawbacks to use the HP filter than you can read here: en.wikipedia.org
Included
Bar coloring
3 types of signals
Alerts
Loxx's Expanded Source Types
在脚本中搜索"alert"
Signal generatorThis simple script generates signals for testing the connection from TradingView to a REST API client via the webhook and demonstrates very basic concepts of gerenating alerts within the script.
This script also demonstrates how to visualize when a buy or a sell should take place and how to use diagnostics text for bug fixes/informational purposes.
This is for testing and learning only. Do not use with real money as losses WILL occur. This script is for educational purposes only and should only be used with demo accounts, never with real money .
Buy signals are generated when closing price is less then opening price.
Sell Signals are generated when closing price is greater then opening price.
Can also be used to test signal counting and very rudimentary dollar cost averaging.
Camarilla Fibonachi Breakout Indicator with AlertsThis Script can be used for Intraday Only.
This Script will Plot the following Lines in the Chart
1. VWAP (Colour will be ploted as per the following condition)
VWAP Line will Plotted in Green if Open Price is Greater Than Close
VWAP Line will Plotted in Red if Open Price is Less Than Close
2. VWMA (VWMA Period used 14)
3. Atr Trailing Stoploss
(ATR Period 5, ATR Multiplier 2.5 is used to plot the Lines)
4. 15 Min High Low of the day will be plotted as dotted Purple lines
5. H4 as BuyAbove Level
6. H3 as Buy Stop Loss Level
7. H5 as Buy Target 1 Level
8. H6 as Buy Target 2 Level
9. H7 as Buy Target 3 Level
10. H8 as Buy Target 4 Level
11. H9 as Buy Bonus 1 Level
12. H10 as Buy Bonus 2 Level
13. H11 as Buy Bonus 3 Level
14. H12 as Buy Bonus 4 Level
15. L4 as Sell Below Level
16. L3 as Sell Stop Loss Level
17. L5 as Sell Target 1 Level
18. L6 as Sell Target 2 Level
19. L7 as Sell Target 3 Level
20. L8 as Sell Target 4 Level
21. L9 as Sell Bonus 1 Level
22. L10 as Sell Bonus 2 Level
23. L11 as Sell Bonus 3 Level
24. L12 as Sell Bonus 4 Level
This script will generate Buy signal on he following condition
1.Close Must be Greater than H4
if Calculate Inside Camarilla is Enabled then the Script will check whether Yesterdays H4 is Less than Todays H4
2.Close Must be Greater than VWAP
3.Volume Must be Greater Than 20 Period Simple Moveing Average
4.Buy Signal will be Displayed only Once for a Day.
This script will generate Sell signal on he following condition
1.Close Must be Less than L4
if Calculate Inside Camarilla is Enabled then the Script will check whether Yesterdays L4 is Less than Todays L4
2.Close Must be Less than VWAP
3.Volume Must be Greater Than 20 Period Simple Moveing Average
4.Sell Signal will be Displayed only Once for a Day.
and the Alert Message will be Generated for Buy and Sell
Strat Assistant Alerts and Highs/LowsStrat Assistant FTC Only
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█ OVERVIEW
This script is intended to highlight/draw lines for the prior high/low of 30, 60, day, week, month, quarter, as well as create the alerts for when these thresholds get crossed
Input
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The script has inputs for every time frame plotted - 30, 60, day, week, month, quarter. All of the following items below can be "modified"
is the high line active? (for the corresponding time frame, will plot the line yes or no - by default only the DAY is displayed)
is the low line active? (for the corresponding time frame, will plot the line yes or no - by default only the DAY is displayed))
The high line color - modify the color of the corresponding time frame high line to your liking
The low line color - modify the color of the corresponding time frame low line to your liking
The time frame line width - make some lines wider than others for easier distinction
Output
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Lines for each corresponding time frame activated in the selected color and width.
Custom alerts - open a stock, select the Alerts button at the top, click the condition as the name of this script. The next drop down will show you all the corresponding alerts you can set for the current price crossing above the prior timelines high or below the prior timelines low (the bracket number is just for sorting purposes).
Best Practices
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What's not mapped? - Style (you can't drive this by an input, by default day is dashed, the rest are a solid line)
What's not mapped? - Price on the Y axis. I'm still trying to figure this out, not sure you can do it. I can add a label, just gets cluttered fast
Played with this a little bit using crypto, but obviously I can't test out all these alerts without a lot of things moving. Please do your due diligence.
I know a million people are going to want a million things. I can create more alerts coming soon, for now I wanted to start with this. Please and comments or suggestions or feedback and I'll see what I can do. I can create labels (for price) randomly, but it will clutter the screen. Or I can create one big box or table with prices shown.
Stochastic w/ Crossover Alerts (by WJ)NOTE:
// STOCHASTIC CODE TAKEN FROM DEFAULT INDICATOR
// I HAVE ONLY MADE SOME ADJUSTMENTS FOR VISUAL AID
// I MADE THIS FOR MY OWN USE BUT HAVE DECIDED TO PUBLISH AND SHARE IN CASE ANYBODY WANTS TO USE IT
This is the normal default built-in Stochastic indicator which I have added some stuff for visual aid:
Stochastic background turns green when K line crosses D line UPWARDS, D line is below the oversold level, and price is above selected MA
Stochastic background turns red when K line crosses D line DOWNWARDS, D line is above the overbought level, and price is below selected MA
Alert notification on the crossover candle with background colour change when conditions are met (MA filter)
Awesome Heikin Ashi [Morty]This indicator uses Heikin Ashi candles and two EMAs to help you follow the trend and enter the trade. Heikin Ashi candles help to smooth the price and EMAs are used to detect trend. The default parameter of EMA is EMA10 and EMA20. You can use it at any timeframe. You should always adjust the EMA length according to different timeframes.
Features:
- Highlight background based on two EMAs
- Adjustable EMA length
- Adjustable Label size
- Show entry and exit signal labels
- Show stoploss price
- You can choose Long only or Short only or both signals
- Alert functions for notification
NOTE: If you use this signal to enter a trade, make sure the candle is close and enter in the next candle.
Directional Movement Index color alertThis script is changed from the classic DMI.
I add 4 colors and setup two alerts as well.
- +DI cross up -DI is a long signal
- +DI cross down -DI is a short signal
- ADX keeps increasing means strong trend
- ADX keeps decreasing means swing
Parabolic SAR with Volatility Filter: Buy Alerts for 3commasHey folks and fellow 3commas users !
Here is a new signal generator for your DCA bot on 3commas.
This is a classic Parabolic SAR indicator with a filter for volatility.
NOTE: This is a repainting strategy by design. Recommended to use with "Once per bar" alert style for PSAR
Relative Strength Index with AlertsRSI with alert on enter and exit overbough and oversold area.
You can change the overbough and oversold levels as well.
RSI, STOCHASTIC, KELTNER AND EMA CROSSES COMBINEDI have combined RSI and Stochastic but also added an keltner channel and then also two EMA's.
How the indicator works is the background turns green when the rsi and stochastic are below 20 and the keltner channel is below X and also your fast ema is below your slow ema and then vice versa for sell signals.
Feel free to leave a comment on what you think and what could be improved on it because i know their is some fine tuning to do and some improvement that can be made and I'm sure i'll be updating this myself.
All the variables are interchangable and the indicator has alert functionality.
[KK]EMA Breakout,1st retest,Peak BreakoutThis script gives Signal based on 3 parameters
(1) Exponential Moving average breakout
(2)Retest after Breakout
(3) Peak Breakout after retest for conformation
Recommended Settings:
(1) EMA Length = 20 period
(2)Left Bars= Right Bars = 4
(3)15min chart resolution
Note: Default setting is what recommended.
Interpretation:
(1)Green Background = Higher Peak Breakout candle after conformed retest
(2)Red Background = Lower Peak Breakout candle after conformed retest
(3) Green circle = 1st Upward Breakout candle after conformed retest ( if previous breakout is Downward)
(4)Red circle = 1st Downward Breakout candle after conformed retest ( if previous breakout is Upward)
Note: you can additionally add backgrounds for EMA breakout and conformed Retest from code.
Signals:
(1)Long = When Green circle
(2)Short = When Red circle
This script works with any ticker id. Best Use for Equity and Forex Markets. Also, added alert condition for green and red circle.
P.S.: Thanks to @RagingRocketBull for source code for breakout candles
MA Crossover AlertsThis script allows you to configure Create Alert dialogue box for a MA Crossover and send a notification on mobile device.
Ema Cross, 10 /21 / 55Ema Cross tool using Ema 10 / Ema 21 / Ema 55
I have found these settings very useful for catching breakouts on Alt coins.
Alerts Added,
Breakout = Ema 10 crossing above Ema 21
Breakdown = Ema 10 crossing under Ema 21
Ema 55 added as a useful area to catch dips when price is trending
Phil's 45 EMA Scalper - Buy / Sell with Alertsgives buy / sell alert when candle closes above or below 45 EMA respectively.
Ichimoku Kinko Hyo Cloud - no offset - no repaint - strategyIchimoku Kinko Hyo Cloud - no offset - no repaint - RSI filter - strategy
The indicator contains both the standard Ichimoku Cloud , as well as the one without the visual offset.
The Strategy Tester indicates good backtest results when the Ichimoku Cloud is paired with the RSI .
However, it seems it likes to work more as a standalone system.
The indicator can be easily converted to the study() mode by commenting/uncommenting a few lines,
then the alarms can be configured.
There are entry and exit signals ready to be used by the alert system.
The coloring of the cloud without offset contains all 3 conditions: Uptrend , Downtrend , Transition .
Early/Delayed Signal FunctionEarly/Delayed Signal Function (before the bar close or after)
Usually, signals are considered to be valid at the bar close .
Some traders may prefer to have a chance to enter earlier .
It is of great risk , and the Strategy Tester is unable to provide consistent backtest data with regards to this.
But for those who want to integrate such a choice in their strategies, here is the Early Signal Function .
The function takes 2 parameters
- the signal that is considered valid at the bar close , of type bool
- the early time value in seconds, the time before the signal is valid, of type int
it returns a value of type bool - a New Entry Signal
The resulting conditions used for alerts would be:
- newLongCondition = earlySignal_f(myLongSignal, earlyTime)
- newShrtCondition = earlySignal_f(myShrtSignal, earlyTime)
Note: the signals can also be delayed - use a negative value for early time
NVT Signal with RMA and thresholds [alertable]NVT Signal, or NVTS, is an indicator that compares the market cap of Bitcoin to the aggregate USD value of daily transactions on the Bitcoin blockchain. It is a value indicator that shows a multiple of Bitcoin price against the actual usage of its blockchain. When the NVTS is low, it suggests Bitcoin price is low relative to the amount of utility the network provides, and vice versa.
For more information on NVTS, visit medium.com
This indicator aims to provide the following:
1. An open-source implementation of NVTS on Tradingview, as the most popular one currently is closed-source.
2. To provide two simple ways to define and visualize "overbought" or "oversold" conditions using the NVTS. Here, we have absolute value of NVTS & deviation from a long-term moving average.
3. Crude integration into Tradingview's alert system.
What this indicator CANNOT do:
1. Timeframes below 1d.
2. Signals based on statistical analyses, such as seen in Bollinger Bands et al. (However, with the appropriate type of account, you can add BBands on top of this indicator.)
I would like to express my gratitude to Willy Woo, Chris Burniske and Dimitry Kalichkin for their work on NVT Ratio and NVT Signal, without which my indicator would not have been created.
Feel free to fork & improve, or experiment with settings. I hope this indicator will be useful to someone.
Divergences for many indicators v2.0A gift from me to all.
This script is developed to find Divergences for many indicators. it analyses divergences and then draws line on the graph. red for negatif, lime for positive divergences.
Currently script checks divergence for RSI, MACD, MACD Histogram, Stochastic, CCI, Momentum, OBV, Diosc, VWMACD and CMF indicators. You can use some or all of these indicators to check divergences as you wish by choosing them on the menu. Also you can add/remove many other indicators to the script to check if there is divergence.
The script first calculates tops/bottoms by using higher time frame zig zag and then finds divergences.
Higher Time Frames are
if currend period 1 min => HTF = 5 mins
if currend period 3 mins => HTF = 15 mins
if currend period 5 mins => HTF = 15 mins
if currend period 15 mins => HTF = 1 hour
if currend period 30 mins => HTF = 1 hour
if currend period 45 mins => HTF = 1 hour
if currend period 1 hour => HTF = 4 hours
if currend period 2 hours => HTF = 4 hours
if currend period 3 hours => HTF = 4 hours
if currend period 4 hours => HTF = 1 day
if currend period 1 day => HTF = 1 week
if currend period 1 week => HTF = 1 week
future plan : script finds regular divergences, soon I will add hidden divergences and also I plan to add alert ;)
Simple Moving Averages Alert Scriptcan set alerts on 3 moving averages (crossovers) , experiment with different moving average lengths in the input settings menu, there is also a toggle switch which turns off the 3rd moving average being used as a stop.
will add a backtesting version at some point
Relative Strength Index of Moving Average MTF alertsAll credit to this study is for chris jhoncic , this is MTF version with alert of his study
basic idea is hybrid of RSI and different MA
You can choose which MA from the following list:
Tillson Moving Average (T3)
Double Exponential Moving Average ( DEMA )
Arnaud Legoux Moving Average ( ALMA )
Least Squares Moving Average ( LSMA )
Simple Moving Average ( SMA )
Exponential Moving Average ( EMA )
Weighted Moving Average ( WMA )
Smoothed Moving Average ( SMMA )
Triple Exponential Moving Average ( TEMA )
Hull Moving Average ( HMA )
Adaptive moving average (AMA)
Fractal Adaptive Moving Average (FAMA)
Variable Index Dynamic Average ( VIDYA )
Triangular Moving Average (TRIMA)
to change the time frame change int2 to what you desire