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EMA Cross and MACD Signal CombinedThe rule is simple. When MACD crosses up, it is supposed to give a buy signal. However, before entering into a Long position, there is a need for a confirmation. This confirmation can be from a down trendline breakout or from another indicator. In this case, I've chosen the Exponential Moving Average Cross to be as the confirmation. The Buy Signal will appear when there it fulfills the following conditions:- i. The MACD line is above the Signal Line ii. The fast EMA crosses the Slow EMA The Sell signal will appears when the opposite of the above condition is met. This indicator is meant for the Swing Trader whom would like to hold a position for a long time.
Pine Script™指标
由MIYsaham提供
4
VW-MACDHello traders! I am reading "Investing with Volume Analysis: Identify, Follow, and Profit from Trends" by Buff Pelz Dormeier so I am going to implement all indicators that are considered there. VW-MACD was developed by Buff Pelz Dormeier in 2000 and is based on the difference between a short-term volume-weighted moving average and a long-term volume-weighted moving average. The signal line is traditionally left as an exponential moving average. Like and follow for more cool indicators! Happy Trading!
Pine Script™指标
由everget提供
3
MACD Convergence/Divergence [LY_TR]Moving average convergence divergence (MACD) is a trend indicator that enables to show crossing between two (L and H in this script) moving averages of prices. The MACD is calculated by subtracting the 26-day for H (12 for L) exponential moving average (EMA) from the 12-day for H (5 for L) EMA with used signal value is 1 as default in this script. MACD L, H and crossing each other can be used as a trigger for buy and sell signals.
Pine Script™指标
由rainly提供
1
MACD, backtest 2015+ only, cut in half and doubledThis is only a slight modification to the existing "MACD Strategy" strategy plugin! found the default MACD strategy to be lacking, although impressive for its simplicity. I added "year>2014" to the IF buy/sell conditions so it will only backtest from 2015 and beyond ** . I also had a problem with the standard MACD trading late, per se. To that end I modified the inputs for fast/slow/signal to double. Example: my defaults are 10, 21, 10 so I put 20, 42, 20 in. This has the effect of making a 30min interval the same as 1 hour at 10,21,10. So if you want to backtest at 4hr, you would set your time interval to 2hr on the main chart. This is a handy way to make shorter time periods more useful even regardless of strategy/testing, since you can view 15min with alot less noise but a better response. Used on BTCCNY OKcoin, with the chart set at 45 min (so really 90min in the strategy) this gave me a percent profitable of 42% and a profit factor of 1.998 on 189 trades. Personally, I like to set the length/signals to 30,63,30. Meaning you need to triple the time, it allows for much better use of shorter time periods and the backtests are remarkably profitable. (i.e. 15min chart view = 45min on script, 30min= 1.5hr on script) ** If you want more specific time periods you need to try plugging in different bar values: replace "year" with "n" and "2014" with "5500". The bars are based on unix time I believe so you will need to play around with the number for n, with n being the numbers of bars.
Pine Script™策略
由RyanMartin提供
5
Multi-Functional Fisher Transform MTF with MACDL TRIGGERWhat this indicator gives you is a true signal when price is exhausted and ready for a fast turnaround. Fisher Transform is set for multi-time frame and also allows the user to change the length. This way a user can compare two or more time spans and lengths to look for these MACDL divergent triggers after a Fisher exhaustion. With so many indicators, it's probably best to merge these indicators and change the Fisher and Trigger colors so you can still have a look at price action (remember to scale right after merger). I've noticed from time to time when you have Fisher 34 100 and 300 up and running on two different time frames such as 5 and 15 min charts, with MACDL triggers on the 100/300 or 34/100 you get a high probability trade trigger. However, there are rare exceptions such as when price moves in a parabolic state up or down for a long period where this indication does not work. Ideally this indicator works best in a sideways market or slow rising/descending moving market. This indicator was worked on by Glaz, nmike and myself LazyBear also introduced the MACDL indicator
Pine Script™指标
由QuantitativeExhaustion提供
18
[Venturose] MACD x BB x STDEV x RVIDescription: The MACD x BB x STDEV x RVI combines MACD, Bollinger Bands, Standard Deviation, and Relative Volatility Index into a single tool. This indicator is designed to provide insights into market trends, momentum, and volatility. It generates buy and sell signals, by analyzing the interactions between these components. These buy and sell signals are not literal, and should be used in combination with the current trend. How It Works: MACD: Tracks momentum and trend direction using customizable fast and slow EMA periods. Bollinger Bands: Adds volatility bands to MACD to identify overextension zones. Standard Deviation: Dynamically adjusts the Bollinger Band width based on MACD volatility. RVI (Relative Volatility Index): Confirms momentum extremes with upper and lower threshold markers. Custom Logic: Includes a trigger system ("inside" or "flipped") to adapt signals to various market conditions and an optional filter to reduce noise. Key Features: Combines MACD and Bollinger Bands with volatility and momentum confirmations from RVI. Dynamic color-coded plots for identifying bullish, bearish, and neutral trends. Customizable parameters for tailoring the indicator to different strategies. Optional signal filtering to refine buy and sell triggers. Alerts for buy and sell signals based on signal logic. Why It’s Unique: This indicator combines momentum (MACD), volatility (Bollinger Bands and Standard Deviation), and confirmation signals (RVI thresholds) into a unified system. It introduces custom "inside" and "flipped" triggers for adaptable signal generation and includes signal filtering to reduce noise. The addition of RVI-based hints helps identify early overbought or oversold conditions, providing an extra layer of insight for decision-making. The dynamic integration of these components ensures a comprehensive yet straightforward analysis tool for various market conditions.
Pine Script™指标
由Vaquant提供
RedK K-MACD : a MACD with some more musclesMoving Averages are probably the most commonly used analysis tools, and MACD is possibly the first charting indicator a trader gets to learn about. MACD Basic concept ---------------------------- Without repeating all the tons of documentation about what MACD does, let's quickly re-visit the MACD concept from a 10-mile altitude (note we're keen on simplifying here rather than being technically accurate - so please forgive the use of any "common lingos") - MACD goal is to represent the distance between 2 Moving Averages (MAs) - one fast and one slow, relatively - as an unrestricted zero-based oscillator. - The value of the main MACD line is the distance, or the displacement between the 2 MA's - usually a signal line is used (which is another MA of that distance value) to enable better visualization of the change (and rate of change, since this is all depicted on a time axis) of that displacement - this represents price momentum (price movement in the recent period versus movements for a relatively longer period). - the difference between the main MACD line and its signal is then represented as a histogram above and below the zero line. in this case, that histogram is really redundant, since it shows a value that is already represented visually by the main line and its signal line. How K-MACD is different --------------------------------- K-MACD takes that simple concept of the classic MACD and expands around it - the idea is to use the same simple approach to representing price momentum while bringing in more insight to price moves in the short, medium and long terms, ability to represent more than 2 MA's and to enable better identification of tradeable patterns (like Volatility Contraction and others) - while still keeping things simple and visually clean. K-MACD is an indicator that allows us to view how price moves against 3 moving averages: a fast / slow pair, and a "market" Filter or Baseline (very long) that will be used as a flag for Bear/Bull market mode. Many traders and trading literature use the 200 day (40 week) SMA as that key filter so in total, there are 4 MA lines in K-MACD (excluding the "orange" signal line): * Price Proxy: Which is a very fast moving average that will represent the price itself - let's use a WMA(3) or something close to that here - there will be a signal line to enable better visualization of this similar to a classic MACD - that's the orange line * Fast & Slow MA's : Use whatever represents the "medium term" momentum for your trading - Some traders use 20 and 50, others use 10 and 20 .. if on your price chart, you keep using a pair of MA's for this, use the same settings in K-MACD - these will be represented by the 3-color Momentum Bars that fluctuate above and below the baseline * Filter/Baseline MA: Should be your long (Bullish/Bearish Mode) MA. so 100 or 200 or any other value you consider your market to be bearish below and bullish above. on K-MACD this is actually the blue zero line - everything else is "relative" to it Review the sample chart which explains various elements and the "price chart" setup that K-MACD represents. With K-MACD you can clean up your chart from those various Moving Averages - or use a different set than the ones you already have K-MACD represent - or other indicators (like ATR channels..etc) Other "muscles" in the K-MACD --------------------------------------------- - Relative vs Classic Calculation Mode A key issue with the classic MACD is that the displacement between the 2 moving averages is represented as "absolute or direct" values - as the price of the underlying increases with time, you can't really use these values to make useful comparison between the past and now (see below example) - also you can't use them to compare 2 different instruments. - The "Relative" calculation option in K-MACD addresses that issue by relating all "distances" to the Baseline MA as percentage (above or below) - you can see this clear when you look at the above chart the far left versus the far right and compare K-MACD with the classic MACD - the Classic option is still available - More MA "type" options for all MA lines: choose between SMA, EMA, WMA, and RSS_WMA (which i use a lot in my trading and is my default for the Price Proxy) - More Alerts: a total or 9 alerts (in 3 groups) are available with K-MACD (Momentum above or below baseline, Price Proxy crossing signal line, and Price Proxy crossing baseline) - New 52 week High / Low markers: These will show as Green/red circles on the zero line in K-MACD. this will only work for 1D timeframe and above, i'm just using a simple approach and would like to keep it that way. - i know i added some more features not covered above :) -- if you have questions about any of the settings, feel free to ask below Closing thoughts ------------------------- K-MACD is a combination of couple of indicators i published in the past (xMACD and Mo_Bars) - so you can go back and read about them if needed - I then added improvements to accommodate ideas from swing trading literature and common practices that i plan to focus on in future. So K-MACD is really part of my own trading setup. I assume here that most traders are familiar with what a MACD is - so kept this post short - if you thing we should expand more about the concepts covered here let me know in the comments - i can make some separate posts with examples and more details. I hope many fellow traders find this work useful - and feel free let me know in comments below if you do.
Pine Script™指标
由RedKTrader提供
22
[Sidders] MACDEMASAR IndicatorCame across a cool idea for a strategy that couldn't find in the indicator database, so decided to code it up myself for your pleasure. Indicators consists of 3 indicators: EMA(200) to determine the overall trend, and the MACD & Parabolic SAR to determine entries (and exits). Long entry contains 4 conditions and is generated when price is above the 200EMA (1), the MACD crosses above the signal line (2), while they are both below 0 line (3) and when the parabolic SAR is below the closing price of the bar (4). Short entry is build up the same but in reverse: price is below the 200EMA(1), signal line crosses below the MACD line (2), while they are both above the 0 line (3) and when the parabolic SAR is above the closing price of the bar (4). Place the stoploss on the parabolic SAR dot below/above the candle that created the signal. Profit target 1:1 risk:reward ratio, but can ofcourse be changed according to your risk apetite. Might add automatically drawn SL/TPs in a later update. Concept behind the strategy should work on all timeframes, but will require proper backtesting. I think with additional filters the strategy can also be way more finetuned and profitable, personally haven't had the time yet to dive into that. Have also added alerts for your convenience. Enjoy!
Pine Script™指标
由Sidders提供
4
Modified Stochastic MACD Oscillator - Vitali ApirineFor all MACD enthusiasts out there, hot off the press, I present this next generation "Modified Stochastic MACD Oscillator" employing PSv4.0, originally formulated by Vitali Apirine for TASC - November 2019 Traders Tips. Just when you may have thought it was the end of the evolutionary line for MACD technology, it's not! Basically it's a NEW hybridization of a MACD and stochastic rolled into one, maintaining scale symmetry to support overbought/oversold defined levels across time frames and assets, unlike the ordinary MACD. On the ordinary MACD, this is virtually impossible to do properly, and trust me, I have tried with zero success. My less than 40 line implementation, at initial release, is a heavily modified version of the original indicator using novel techniques, surpassing not only Apirine's original intended design, but also the "contemporary MACD" provided by TV, visible on the bottom of the chart. Utilizing the "Power of Pine", I included the maximum amount of features I could surmise in an ultra small yet powerful package. I provided an abundance of control over each feature as an attempt to create another heavenly MACD experience in an open source package, only rivaled by my "Ultimate MACD Super Pack". Configurations are displayed above in multiple scenarios that should be suitable for most traders. Of notable mention, I rescaled the oscillator more towards a zero mean unity scale, while still leaving the waveforms completely intact. Features List Includes: Dark Background - Easily disabled in indicator Settings->Style for "Light" charts or with Pine commenting AND much, much more... you have the source! For those of you who are new to Pine Script, this script also may help you understand advanced programming techniques in Pine and how they may be utilized in a most effective manner. I would like to see Tradingview become the go to platform for the best MACD indicators attainable with this contribution to the TV community. This is commonly what my dense intricate code looks like behind the veil, and if you are wondering why there is no notes, that's because the notation is in the variable naming. If you wish to contribute additional ideas, please do so below in the comments about all things MACD in Pine. NOTICE: Copy pasting bandits who may be having nefarious thoughts, DO NOT attempt this, because this may violate Tradingview's terms, conditions and/or house rules. "WE" are always watching the TV community vigilantly for mischievous behaviors and actions that exploit well intended authors for the purpose of unscrupulously increasing brownie points in reputation scores. Hiding behind a "protected" wall may not protect you from investigation and account penalization by TV staff. Be respectful, and don't just throw a meaningless feature in there branding it as "your" gizmo. Fair enough? Alrighty then... I firmly believe in "innovating" future state-of-the-art indicators, and please contact me if you wish to do so. The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. When available time provides itself, I will consider your inquiries, thoughts, and concepts presented below in the comments section if you do have any questions or comments regarding this indicator. When my indicators achieve more prevalent use by TV members, I may implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Pine Script™指标
由ImmortalFreedom提供
7
MACD MOMENTUM STRATEGYHey, First of I'm not so familiar with Pine Editor, yet. But a do need some help with a trick thing I*ve been working on. As you can see I*ve merge the MACD and the MOMENTUM indicators in the same "chart" this have been working pretty well for me as a trading strategy. But now a chat tho create a real strategy with Pine Editor based on the same data. The thing is that I can't seem tho get the MOMENTUM indicator to and the MACD indicator in the same (different) scale in my strategy as when I merge them. I suspect this got something to do with my chose of source för the MOMENTUM indicator, but I'm not 100. I would be grateful for all kinds of feedback and tips for a solutions on this. Thanks.
Pine Script™策略
由Sebastiansj提供
1
MACD Leader [LazyBear]Smoothing methods have lag, and since MACD makes use of moving averages, it usually lags behind price. You cannot eliminate lag completely, but one way of working around this is by adding a component of the price/MA difference back to MA. This technique is called Zero-lag (well, almost). "MACD Leader" makes use of this to form a leading signal to MACD. First proposed by Giorgos E. Siligardos, "Leader" leads normal MACD, especially when significant trend changes are about to take place. This has the following features: - It is similar to MACD in smoothness. - It can be plotted along with MACD in the same window using the same scaling. - It has the ability to lead MACD at critical situations For detailed discussion on the various divergence patterns, refer to the PDF I have linked in the "More Info" below. I have provided an option to plot MACD and MACD signal on the same pane. You can enable/disable them via options page. For Pinescript coders: Try enabling histo on this to compare with normal MACD histo :) More info: drive.google.com List of my other indicators: - Chart: - GDoc: docs.google.com
Pine Script™指标
由LazyBear提供
30
Fisher Transform of MACD w/ Quantile Bands [Loxx]Fisher Transform of MACD w/ Quantile Bands is a Fisher Transform indicator with Quantile Bands that takes as it's source a MACD. The MACD has two different source inputs for fast and slow moving averages. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. What is Quantile Bands? In statistics and the theory of probability, quantiles are cutpoints dividing the range of a probability distribution into contiguous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one less quantile than the number of groups created. Thus quartiles are the three cut points that will divide a dataset into four equal-size groups (cf. depicted example). Common quantiles have special names: for instance quartile, decile (creating 10 groups: see below for more). The groups created are termed halves, thirds, quarters, etc., though sometimes the terms for the quantile are used for the groups created, rather than for the cut points. q-Quantiles are values that partition a finite set of values into q subsets of (nearly) equal sizes. There are q − 1 of the q-quantiles, one for each integer k satisfying 0 < k < q. In some cases the value of a quantile may not be uniquely determined, as can be the case for the median (2-quantile) of a uniform probability distribution on a set of even size. Quantiles can also be applied to continuous distributions, providing a way to generalize rank statistics to continuous variables. When the cumulative distribution function of a random variable is known, the q-quantiles are the application of the quantile function (the inverse function of the cumulative distribution function) to the values {1/q, 2/q, …, (q − 1)/q}. What is MACD? Moving average convergence divergence ( MACD ) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period exponential moving average ( EMA ) from the 12-period EMA . Included: Zero-line and signal cross options for bar coloring, signals, and alerts Alerts Signals Loxx's Expanded Source Types 35+ moving average types
Pine Script™指标
由loxx提供
Divergence Macd+RSI Fast[RSU] -- No RepaintThis indicator combines the divergence of rsi and macd and displays it on the candlestick chart. RSI: 1. When rsi is at a high point, once it falls by 1 k line, it will detect the divergence from the previous high point. This can quickly find the divergence that has taken effect and help you quickly capture the trend before a sharp decline or rise. The difference between other RSI divergence indicators: the official divergence indicator is to detect the 5 and the k line, which may lead to a large amount of decline. 2. This indicator detects the previous high and the previous low of 5, 10, 20 lengths at the same time, instead of only detecting a fixed length, so that more deviations can be found. MACD: 1. When MACD-diff line(orange color) is at a high point, once it falls by 1 k line, it will detect the divergence from the previous high point. This can quickly find the divergence that has taken effect and help you quickly capture the trend before a sharp decline or rise. 2. This indicator detects the previous high and the previous low of 5, 10, 20, 40 , 60 lengths at the same time, instead of only detecting a fixed length, so that more divergences can be found. Notice: Because it is a quick divergence detection, it is recommended to confirm that the divergence takes effect after the current k is completely closed first. I have identified this state in the indicator as "k not end". Disadvantages and Risks: Since it is a quick discovery, there will be error identification. Error divergences will recolor to grey. Suggestion: Use Alert catching divergence occurrences. Please do not: Don't go short in the uptrend, don't go long in the downtrend. Top divergences that occur because of a strong uptrend are usually only temporary pullbacks. Bottom divergences in persistent declines are also temporary rallies. Do not attempt to trade such low-return trades. It is recommended to use the divergence indicator when the stock price has made a new high and retraced, and once again made a new high, because this often leads to the end of the trend. Divergence how to use: 1. After the previous candlestick was completely closed, a bottom divergence was found. 2. Open an long order at the beginning of the second bar, or as close to the bottom as possible (because the stop loss will be smaller). 3. Break the stop loss price below the previous low where the divergence occurred, which already means that the divergence is wrong.
Pine Script™指标
由rsu9111提供
19
MACD-EDT "EMA DEMA TEMA" [DM]Greetings to all colleagues Today I share a MACD with the EMA , DEMA , TEMA variants. The aim is that they can see how the signals vary from a normal MACD to one with the averages created by Patrick Mulloy (1994) Variables of this MACD: EMA = Exponential Moving Average DEMA = Double Exponential Moving Average TOPIC = Triple Exponential Moving Average He also has in the arsenal: SMA Simple Moving Average WMA Weighted Moving Average Plus...: Volume-weighted variant in all of them Visual options: Points at the crossroads Shadows on the body of the signals All colors are customizable Histogram and shadow are gradients at 15 steps It has switches for: Shadow Histogram Macd and signal Crosses Some minor details remain to be incorporated in the next few days. Pre-cross calculation. Alerts Bar color Enjoy!!! ;-)
Pine Script™指标
由dgmoon提供
1
MACD+ Strategy [SystemAlpha]This is a strategy based on MACD Oscillator . Instead of using just the normal crossovers, we use trend filters, trailing stop loss and take profit targets. This strategy was developed for crypto, forex and stocks on daily timeframe but feel free to experiment on 15 minutes or higher using heikin ashi or normal candles In this strategy you have a choice of: Trend Filters: - Average Directional Index ( ADX ) – buy when price is trend is up and sell when trend is down. - Moving Average (MA) – buy when price close above the defined moving average and sell when price close below moving average - Parabolic SAR – buy when SAR is above price is above price and sell when SAR is below price. - All - Use ADX , MA and SAR as filters For MA Filter , you can use the “TF MA Type” and "TF MA Period" parameter to select Simple or Exponential Moving Average and length. Stop Loss: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Parabolic SAR ( SAR ) – Parabolic SAR adapted as trailing stop loss. For ATR , you can use the “ATR Trailing Stop Multiplier” parameter to set an initial offset for trailing stop loss. Take Profit Target: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Standard % – Percent as target profit For ATR , you can use the “ATR Take Profit Multiplier” parameter to set an initial offset for trailing stop loss. Additional feature include: - Regular and Hidden Divergence display and alerts STRATEGY ONLY: - Set back test date range - Set trade direction - Long, Short or Both - Use timed exit - Select method and bars - Method 1: Exit after specified number of bars. - Method 2: Exit after specified number of bars, ONLY if position is currently profitable. - Method 3: Exit after specified number of bars, ONLY if position is currently losing. TradingView Links: Alerts: MACD: How to use: 1. Apply the script by browsing through Indicators --> Invite-Only scripts and select the indicator 2. Once loaded, click the gear (settings) button to select/adjust the parameters based on your preference. 3. Wait for the next BUY or SELL signal to enter the trade! Disclaimer: The indicator and signals generated do not constitute investment advice; are provided solely for informational purposes and therefore is not an offer to buy or sell a security; are not warranted to be correct, complete or accurate; and are subject to change without notice.
Pine Script™策略
由systemalphatrader提供
2