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Riz Coloured MACD - StudyThis is a souped up common or garden MACD . The Histogram is coloured giving a clear visual representation of where we are UpTicking or DownTicking on the Histogram to help support trading decisions. When colour changes from pink to green market is bullish , and visa versa. Very useful as a supporting indicator to confirm other strategies, or even as a standalone strategy to some extent. Backtesting of strategy is enabled by converting script from a Study to a strategy, see comments in code. This version focuses on this indicators use as a day to day study rather than a useful strategy for automated trading.
Pine Script™指标
由HolRiz提供
Riz Coloured MACDThis is a souped up common or garden MACD . The Histogram is coloured giving a clear visual representation of where we are UpTicking or DownTicking on the Histogram to help support trading decisions. When colour changes from pink to green market is bullish , and visa versa. Very useful as a supporting indicator to confirm other strategies, or even as a standalone strategy to some extent. Alerts are enabled by converting script from a Strategy to a Study, see comments in code.
Pine Script™策略
由HolRiz提供
1
Zero Lag MACD Enhanced - Version 1.2ENHANCED ZERO LAG MACD Version 1.2 Based on ZeroLag EMA - see Technical Analysis of Stocks and Commodities , April 0.21% 2000 Original version by user Glaz. Thanks ! Ideas and code from @yassotreyo version. Tweaked by Albert Callisto ( AC ) New features: On request by a user, added symbols to show the histogram crossing, can be either circles, cross symbols, a vertical bar. Colors can be chosen. You can also set the distance between the main axis and the symbols which are shown along the signal curve path.
Pine Script™指标
由albert.callisto提供
21
Limited MACDwhat is "Limited MACD"? it is macd but it has some useful additional features. what it does? it takes limited values ??just like rsi. The highest value it can take is 100 and the lowest value is -100. this way it gets the same highs and lows for different symbols and time slots. which means we can set overbought and oversold values ??with it. he also paints candles according to their values. The closer the price is to the oversold values, the more red, and the closer to the overbought values, the greener. how it does it? macd values ??are limited by dividing by extreme values. The macd value is used as the variable for the color.rgb function, this is used to get a different color for each macd value. how to use it? The variables in the settings section are the same as standard macd. Use the colors to identify overbought and oversold zones and to predict possible price reversal points. also the indicator will mark possible turning points. other than that, its use is similar to standard macd and its limits are up to your imagination. four hour: one hour: five minute:
Pine Script™指标
由faytterro提供
MACD Fake Filter [RH]Introducing a new indicator for the TradingView community based on the MACD indicator! This innovative tool goes beyond traditional MACD signals by analyzing positive and negative waves to determine the average height of the waves to filter false cross-over or cross-under signals during the sideways market. There are two types of waves created by the MACD line, one is a positive wave above the "zero" line and another is a negative wave below "zero" line. Each wave has peaks. This indicator will find the average height of the positive waves' peaks and plot as a green line(by default). Vice-versa it will also find the average height of the negative waves' peaks and plot as a red line(by default). Example : This indicator will show labels when the MACD line crosses-under the MACD signal line above the average height of the positive waves. Vice-versa, the indicator will show labels when the MACD line crosses-above the MACD signal line below the average height of the negative waves. Example: Alerts are also available for these types of cross-over and cross-under.
Pine Script™指标
由HasanRifat提供
26
MACD crossover while RSI Oversold/OverboughtThis indicator draws signals on the chart when a Bullish MACD Crossover occurs at the same time RSI is "oversold", and also when Bearish MACD Crossover occurs at the same time RSI is "overbought" Indicators are drawn on the chart in the following scenarios: 1. Bullish signal a. MACD bullish crossover occurs on a single bar b. RSI was below the Oversold threshold (29 by default) within the prior 5 bars 2. Bearish signal a. MACD bearish crossover occurs on a singnle bar b. RSI was above the Overbought threshold (71 by default) within the prior 5 bars
Pine Script™指标
由ericsolan提供
20
MACD PRO by LDZ1LANDZZ1 MACD Pro was developed to show the first signs of reversal, direction, and also trend strength. Unlike normal MACD, this indicator has 3 lines as information. A white line (short EMA), a purple line (sign), and a yellow line (long EMA). The Purple Line "Signal" is a 17-period Exponential Moving Average. The White Line "Short EMA" is a 34-period Exponential Moving Average. The Yellow Line "Long EMA" is a 72-Period Exponential Moving Average. When the background color turns green it indicates that we are above 0 (positive trend) and above the Signal line (positive trend) When the background color turns Yellow it indicates that we are above 0 (positive trend) but below the Signal line (Indicating Attention to a possible trend reversal or price correction) When the background color turns Red it indicates that we are below 0 (negative trend) and below the Signal line (negative trend) When the background color turns Orange it indicates that we are below 0 (negative trend) and above the signal line (Indicating attention to a possible trend reversal or price correction) The Yellow line is like a watershed, when the White Line "Short EMA" crosses above or below it, it indicates that a stronger price movement may occur. Tip: Only enter Long Positions when the background color turns green and the Short EMA (White line) is above the yellow line and/or the white dotted horizontal line. Only enter Short Positions when the background color turns red and the Long EMA (Yellow line) is below the white dotted horizontal line. Note the difference of MACD Pro by LANDZZ1 as the traditional MACD. ---------------------------------------------------------- Description in Portuguese-BR MACD Pro by LANDZZ1 foi desenvolvido para mostrar os primeiros sinais de reversão, direção e também força da tendência. Diferente do MACD normal, este indicador tem como informação 3 linhas. Uma linha branca (short EMA), uma linha roxa(signal) e uma linha amarela (long EMA). A Linha Roxa "Signal" é uma Média Móvel Exponencial de 17 períodos. A Linha branca "Short EMA" é uma Média Móvel Exponencial de 34 períodos. A Linha Amarela "Long EMA" é uma Média Móvel Exponencial de 72 Períodos. Quando a cor de fundo ficar verde indica que estamos acima de 0 (tendência positiva) e acima da linha de Sinal (tendência positiva) Quando a cor de fundo ficar Amarelo indica que estamos acima de 0 (tendência positiva) porém abaixo da linha de Sinal (Indicando Atenção a uma possível reversão de tendência ou correção de preço) Quando a cor de fundo ficar vermelho indica que estamos abaixo de 0 (tendência negativa) e abaixo da linha de Sinal (tendência negativa) Quando a cor de fundo ficar laranja indica que estamos abaixo de 0 (tendência negativa) e acima da linha de sinal (Indicando atenção a uma possível reversão de tendência ou correção do preço) A linha amarela é como um divisor de águas, quando a linha branca (Short EMA) cruza para cima ou para baixo dela, indica que um movimento mais forte forte de preço poderá ocorrer. Dica: Apenas entre em Long Positions quando a cor de fundo ficar verde e se a Short EMA (linha Branca) estiver acima da linha amarela e/ou da linha horizontal pontilhada branca. Apenas entre em Short Positions quando a cor de fundo ficar Vermelha e se a Long EMA (linha Amarela) estiver abaixo da linha horizontal pontilhada branca. Repare a diferença do MACD Pro by LANDZZ1 como o MACD tradicional.
Pine Script™指标
由landzz1提供
4
MACD Based Price Forecasting [LuxAlgo]The MACD Based Price Forecasting tool is an innovative price forecasting method based on signals generated by the MACD indicator. The forecast includes an area which can help traders determine the area where price can develop after a MACD signal. 🔶 USAGE The forecast returned by the tool allows users to obtain a general picture of how price tends to progress after a specific MACD signal. The forecast is constructed based on percentiles of previous price progressions done after a specific MACD signal is generated. Users can change which condition is used to generate MACD signals from the "Trend Determination" dropdown menu, with "MACD" determining trends based on whether the MACD is positive (uptrend) or negative (downtrend) and "MACD-Signal" determining trends based on the position of the MACD relative to its signal line, with an MACD above the signal line indicating an uptrend, else a downtrend. Users can introduce bias to the forecast by changing the "Average Percentage" setting, with values above 50% introducing bullish bias, and below bearish bias. It can be possible for the forecast to highlight potential reversals depending on the selected forecasting horizon as long as reversals can be observed on trends detected by the MACD. 🔹 Forecasting Area The forecasting area can help visualize the area that will likely contain price after a specific signal. The area width is based on the "Top/Bottom Percentiles" settings, with a higher "Top Percentile" value returning a higher top bound and a lower "Bottom Percentile" value returning a lower bottom bound. These areas can also serve as potential support/resistance areas. 🔶 SETTINGS Fast Length: Fast length of the moving average used to compute the MACD Slow Length: Slow length of the moving average used to compute the MACD Signal Length: Length of the MACD moving average. Trend Determination: Method used to determine a trend direction from the MACD. 🔹 Forecast Maximum Memory: Determines the maximum amount of prices recorded at each steps succeeding a signal. Lower values will return forecasts with a higher degree of variability. Forecasting Length: Forecasting horizon in bars, this value only serves as a limit of the forecasting horizon and might not be reached depending on user selected MACD settings. Top Percentile: Percentile value used to determine the upper bound of the forecasting area. Average Percentile: Percentile value used to determine the forecast. Lower Percentile: Percentile value used to determine the lower bound of the forecasting area.
Pine Script™指标
由LuxAlgo提供
14
Double MACD Pattern 1.0This script is designed to assist traders in identifying potential trading signals and trends based on the MACD indicator. Users can adjust the input parameters to fine-tune the indicator to their trading preferences. When specific conditions are met, alerts are generated to notify the user of potential trading opportunities. Indicator Description: The script defines a custom indicator that calculates and plots two sets of Moving Average Convergence Divergence (MACD) lines along with their signal lines. It allows users to configure various parameters for MACD calculation, such as fast and slow lengths for both MACD 1 and MACD 2, as well as signal lengths for both. Plotting: The script plots the MACD lines and signal lines for both MACD 1 and MACD 2 on the chart with different colors and line styles. It also plots a middle line at zero for reference. Alerts: The script defines conditions for generating alerts based on MACD crossover and crossunder events for both MACD 1 and MACD 2. Alerts are generated for the following scenarios: A long signal is generated when MACD 1 crosses under its signal line while MACD 2 crosses over its signal line. A short signal is generated when MACD 1 crosses over its signal line while MACD 2 crosses under its signal line. An up trend signal is generated when MACD 2 crosses over MACD 1. A down trend signal is generated when MACD 1 crosses over MACD 2. Alerts are included in the script to notify users of these specific trading signals. Please note that this script is meant for educational purposes and should be used cautiously in a real trading environment. It's important to have a thorough understanding of technical analysis and risk management when using such indicators in actual trading.
Pine Script™指标
由egghen提供
4
MACD ReLoadedA different approach to Gerald Appel's classical Moving Average Convergence Divergence. Appel originaly set MACD with exponential moving averages. In this version users can apply 11 different types of moving averages which they can benefit from their smoothness and vice versa sharpnesses... Built in Moving Average type defaultly set as VAR but users can choose from 11 different Moving Average types like: SMA : Simple Moving Average EMA : Exponential Moving Average WMA : Weighted Moving Average DEMA : Double Exponential Moving Average TMA : Triangular Moving Average VAR : Variable Index Dynamic Moving Average a.k.a. VIDYA WWMA : Welles Wilder's Moving Average ZLEMA : Zero Lag Exponential Moving Average TSF : True Strength Force HULL : Hull Moving Average TILL : Tillson T3 Moving Average In shorter time frames backtest results shows us TILL, WWMA, VIDYA (VAR) could be used to overcome whipsaws because they have less numbers of signals. In longer time frames like daily charts WMA, Volume Weighted MACD V2, and MACDAS and SMA are more accurate according to backtest results. My interpretation of Buff Dormeier's Volume Weighted MACD V2: Thomas Aspray's MACD: (MACDAS)
Pine Script™指标
由KivancOzbilgic提供
32
KINSKI Flexible MACDFlexible MACD (Moving Average Convergence/Divergence) Indicator The Moving Average Convergence Divergence consists of three elements: two moving averages (the MACD line and the signal line) and a histogram. The blue MACD line is the difference between a longer and a shorter EMA (here 13 and 21 periods preset), the red signal line is an SMA (here 8 preset) on the MACD line. The histogram (green: ascending, red: descending) shows the difference between both lines. As soon as the blue MACD line crosses the red signal line, circles are generated that indicate an up/down trend. If the red signal line is greater than or equal to the blue MACD line, this indicates a downward trend (red circle). If the blue MACD line is greater than or equal to the red signal line, this indicates an upward trend (green circle). The special thing about this MACD indicator is the many setting options, especially the definition of the MA variants for MACD (Fast, Slow) and signal. You can define the following MA types: "COVWMA", "DEMA", "EMA", "EHMA", "FRAMA", "HMA", "KAMA", "RMA", "SMA", "SMMA", "VIDYA", "VWMA", "WMA". You also have the following display options: - "Up/Down Movements: On/Off" - Shows ascending and descending MACD, signal lines - "Up/Down Movements: Rising Length" - Defines the length from which ascending or descending lines are detected - "Bands: On/Off" - Fills the space between MACD and signal lines with colors to indicate up or down trends - "Bands: Transparency" - sets the transparency of the fill color Disclaimer: I am not a financial advisor. For purpose educate only. Use at your own risk.
Pine Script™指标
由KINSKI提供
RSI, SRSI, MACD and DMI cross - Open source codeHello, I'm a passionate trader who has spent years studying technical analysis and exploring different trading strategies. Through my research, I've come to realize that certain indicators are essential tools for conducting accurate market analysis and identifying profitable trading opportunities. In particular, I've found that the RSI, SRSI, MACD cross, and Di cross indicators are crucial for my trading success. Detailed explanation: The RSI is a momentum indicator that measures the strength of price movements. It is calculated by comparing the average of gains and losses over a certain period of time. In this indicator, the RSI is calculated based on the close price with a length of 14 periods. The Stochastic RSI is a combination of the Stochastic Oscillator and the RSI. It is used to identify overbought and oversold conditions of the market. In this indicator, the Stochastic RSI is calculated based on the RSI with a length of 14 periods. The MACD is a trend-following momentum indicator that shows the relationship between two moving averages of prices. It consists of two lines, the MACD line and the signal line, which are used to generate buy and sell signals. In this indicator, the MACD is calculated based on the close price with fast and slow lengths of 12 and 26 periods, respectively, and a signal length of 9 periods. The DMI is a trend-following indicator that measures the strength of directional movement in the market. It consists of three lines, the Positive Directional Indicator (+DI), the Negative Directional Indicator (-DI), and the Average Directional Index (ADX), which are used to generate buy and sell signals. In this indicator, the DMI is calculated with a length of 14 periods and an ADX smoothing of 14 periods. The indicator generates buy signals when certain conditions are met for each of these indicators. 1) For the RSI, a buy signal is generated when the RSI is below or equal to 35 and the Stochastic RSI %K is below or equal to 15, or when the RSI is below or equal to 28 the Stochastic RSI %K is below or equal to 15 or when the RSI is below or equal to 25 and the Stochastic RSI %K is below or equal to 10 or when the RSI is below or equal to 28. 2) For the MACD, a buy signal is generated when the MACD line is below 0, there is a change in the histogram from negative to positive, the MACD line and histogram are negative in the previous period, and the current histogram value is greater than 0. 3) For the DMI, a buy signal is generated when the Positive Directional Indicator (+DI) crosses above the Negative Directional Indicator (-DI), and the -DI is less than the +DI. The indicator generates sell signals when certain conditions are met for each of these indicators: 1) For the RSI, a sell signal is generated when the RSI is above or equal to 75 and the Stochastic RSI %K is above or equal to 85, or when the RSI is above or equal to 80 and the Stochastic RSI %K is above or equal to 85, or when the RSI is above or equal to 85 and the Stochastic RSI %K is above or equal to 90 or when the RSI is above or equal to 82. 2)For the MACD, a sell signal is generated when the MACD line is above 0, there is a change in the histogram from positive to negative, the MACD line and histogram are positive in the previous period, and the current histogram value is less than the previous histogram value. On the other hand, a buy signal is generated when the MACD line is below 0, there is a change in the histogram from negative to positive, the MACD line and histogram are negative in the previous period, and the current histogram value is greater than the previous histogram value. 3)For the DMI a bearish signal is generated when plusDI crosses above minusDI, indicating that bulls are losing strength and bears are taking control. The indicator uses a combination of these four indicators to generate potential buy and sell signals. The buy signals are generated when RSI and SRSI values are in oversold conditions, while sell signals are generated when RSI and SRSI values are in overbought conditions. The indicator also uses MACD crossovers and DMI crossovers to generate additional buy and sell signals. When a signal is strong? The use of multiple signals within a specific timeframe can increase the accuracy and reliability of the signals generated by this indicator. It is recommended to look for at least two signals within a range of 5-8 candles in order to increase the probability of a successful trade. Why it's original? 1) There is no indicator in the library that combine all of these indicators and give you a 360 view 2)The combination of the RSI, Stochastic RSI, MACD, and DMI indicators in a single script it's unique and not available in the libray. 3)The specific parameters and conditions used to calculate the signals may be unique and not found in other scripts or libraries. 4)The use of plotshape() to plot the signals as shapes on the chart may be unique compared to other scripts that simply plot lines or bars to indicate signals. 5)The use of alertcondition() to trigger alerts based on the signals may be unique compared to other scripts that do not have custom alert functionality. Keep attention! It is important to note that no trading indicator or strategy is foolproof, and there is always a risk of losses in trading. While this indicator may provide useful information for making conclusions, it should not be used as the sole basis for making trading decisions. Traders should always use proper risk management techniques and consider multiple factors when making trading decisions. Support me:) If you find this new indicator helpful in your trading analysis, I would greatly appreciate your support! Please consider giving it a like, leaving feedback, or sharing it with your trading network. Your engagement will not only help me improve this tool but will also help other traders discover it and benefit from its features. Thank you for your support!
Pine Script™指标
由Trading_Paradise提供
5
[CP]Pivot Boss Multi Timeframe CPR Inception with MACD and EMAINTRODUCTION: This indicator combines multi-timeframe CPR bands with MACD Momentum and EMA trend, all projected on the candlestick chart through a novel visualization. If you have seen my other indicators on TradingView, you would know that I use floor pivots a lot and “Secrets of a Pivot Boss” is my favorite book. While using floor pivots, time and again I have noticed an interesting price behavior, Trending moves in price typically start from around the Central Pivot Range (CPR). The CPR could be from ANY timeframe. These moves can easily be caught using simple momentum and trend indicators like MACD and EMA crossovers. Yes, it is that simple. Follow along to understand how to use this indicator. INDICATOR SETTINGS: RANGEBOUND MACD AND EMA MARKINGS: TradingView limits the max number of labels that can be shown on a chart to 500. Therefore, if you go far back enough, you won't see any markings for the MACD or EMA setups. If you are looking to test the efficacy of this indicator in the past, change the start and end dates to your desired timeframe and then select the ‘Mark MACD and EMA Setups in Range?’ option. MULTI TIMEFRAME CENTRAL PIVOT RANGE: Here you can select CPRs and their bands from which timeframes are shown on the chart. I will share my favorite settings later in this description. CPR CONFIGURATION: Show CPR Labels: CPRs markings can carry labels, so that you don’t confuse between which line is what. Use this setting to toggle them On/Off. Show Next Time Period Pivots: Check this option if you want to see the CPR of the next time period. This is typically done to figure out the ’Two Day CPR Relationship’ . Read the book, “Secrets of a Pivot Boss”, to understand more. EMA TREND: Show EMA on the Chart: EMAs will be plotted on the chart. Standard stuff. Mark EMA Crossovers on Chart: EMA crossovers will be marked on the chart in diamond shapes. If you are using EMA crossovers, I recommend setting this option to True. Rest of the EMA settings are fairly obvious. MACD MOMENTUM: Projecting MACD parameters directly on the candlesticks is surely going to give you a new perspective about price action and MACD. Also, in order to better understand the MACD projections on the chart, you can add a standard MACD indicator on the chart with default settings to figure out what my indicator is actually showing you. Marking MACD Crossovers on Chart: Marks the MACD signal crossovers on the chart. This visualization was a game changer for me. Show MACD Histogram on Chart: Projects the complete MACD Histogram in a novel fashion (Try it!). You will be able to visually see the ebbs and flow of momentum in the charts. Mark MACD Histogram Peaks on Chart: Marks only the MACD peaks instead of the complete histogram. Peaks are a great way to enter an ongoing trend and to play an intraday rangebound market. Rest of the settings are just the standard settings that you will find in a typical MACD indicator. ALERTS: Not shown in the settings panel, but I have added alerts for EMA and MACD Crossovers so that you don’t have to sit in front of the charts or constantly check the price all day long. If you don’t know how to set alerts in TradingView, then please Google it. INDICATOR USAGE EXAMPLES: This indicator can be used in intraday as well as in higher timeframes. There are quite a few variations possible, I personally prefer to use the EMA crossovers in intraday (5m) and MACD on Daily timeframes. This is just a matter of personal preference, some people might prefer using EMAs only or MACD only in all timeframes. Here are my personal settings for the intraday 5-minute timeframe: Turn on all the CPR pivots starting from Yearly all the way to Daily. You can turn on 6 hourly and 4 hourly as well if you want. Hourly CPR is mostly used when the price is in a strong trend and you missed the entry and don’t know when to enter. Price will typically experience pullbacks towards the Hourly CPR, before resuming in the direction of the trend. That is your chance to hop onto the bandwagon. For Intraday, I keep the Bands off. Just a personal preference here. You can turn ON the Show CPR Labels , if you want. Turn ON both the options in the EMA TREND section. You would want to see the EMA crossovers marked on the chart as well as the EMAs themselves, as the distance between the two EMAs will give you an idea about the strength of the trend. Keep rest of the settings in the EMA section as default (you can change the colors if you wish). I keep the same EMAs as the ones kept in the MACD indicator. I like to keep things simple. In the MACD MOMENTUM section, turn ON Mark MACD Histogram Peaks on Chart and all the other options turned OFF. Leave the other settings as default. By the way, these are the default settings of the standard MACD Indicator. You can set up EMA Bullcross and Bearcross alarms if you like. Before checking out the examples, remember one super simple rule: SOME OF THE BEST TRENDING MOVES IN THE MARKET, BE IT INTRADAY OR OTHERWISE, ORIGINATE IN THE VICINITY OF A LARGER TIMEFRAME PIVOT/CPR. Look for price settling above/below a pivot, and then a move away from the pivot in any direction is typically a trending move. You can use hourly pivots or MACD Histogram peaks marked on the chart to enter an existing trend, or add to your positions. Let’s have a look at a few recent intraday examples from the Crypto, Indian, and US equity markets. I have added my comments in the charts to make you easily understand what is going on. Understand that both, moving average crossover and MACD, will give out a lot of signals (chop) every day. But almost 70% of them are going to be fake signals. It is the signals that you get when the price is near a Pivot, that tend to convert into gorgeous trending moves that last. BTC 5m Charts NIFTY Futures 5m Charts (good intraday trends are hard to find here, as the market is very efficient) TSLA 5m Charts Some important points for using this indicator in higher timeframes: For higher timeframes, my personal preference is to go with the MACD indicator. I personally find MACD to be lethal on daily and weekly timeframes, if you know how to use it well. The default settings of the indicator are the settings I use for both, Daily and Weekly, timeframes. Additionally, I turn off the CPR labels. In theory large trending moves still have a big probability to start near an important pivot level, however, in larger timeframes, trending moves can start from anywhere. They need not start in the vicinity of any important pivot (but they often do!). Weekly pivots can act as great pullback levels when the price is in strong momentum, when trading on the daily timeframe. Quarterly Pivots act as great pullback levels when the price is in strong momentum, when trading on the weekly timeframe. BTC Weekly Chart BTC Daily Chart Nifty Weekly Chart Nifty Daily Chart NASDAQ Weekly Chart NASDAQ Daily Chart FINAL WORDS: Please understand that I have Cherry Picked the examples to showcase the capability of the indicator and its usage. DO NOT conflate the accuracy of examples with the accuracy of this indicator. Biggest catch is the fact that this indicator, like every other indicator out there, will have whipsaws. Some I have also marked in the example charts. You need to come up with your own technique to avoid whipsaws, one technique I have shared here…… big moves typically start near pivots. Work on avoiding whipsaws and finding you own edge in the markets. If you really want to learn how to use Pivots, read the book ’Secrets of a Pivot Boss’ . This book can change your life.
Pine Script™指标
由pranjalchaubey提供
15
Adaptive MACD [LuxAlgo]The Adaptive MACD indicator is an adaptive version of the popular Moving Average Convergence Divergence (MACD) oscillator, returning longer-term variations during trending markets and cyclic variations during ranging markets while filtering out noisy variations. 🔶 USAGE The proposed oscillator contains all the elements within a regular MACD, such as a signal line and histogram. A MACD value above 0 would indicate up-trending variations, while a value under 0 would be indicating down-trending variations. Just like most oscillators, our proposed Adaptive MACD is able to return divergences with the price. As we can see in the image above ranging markets will make the Adaptive MACD more conservative toward more cyclical conservations, filtering out both noise and longer-term variations. However, when longer-term variations (such as in a trending market) are prominent the oscillator will conserve longer-term variations. The R2 Period setting determines when trending/ranging markets are detected, with higher values returning indications for longer intervals. The fast and slow settings will act similarly to the regular MACD, however, closer values will return more cyclical outputs. The image above compares our proposed MACD (top) with a regular MACD (bottom), both using fast = 19 and slow = 20 . 🔶 DETAILS It is common to be solely interested in the trend component when the market is trending, however, during a ranging market it is more common to observe a more prominent cyclical/noise component. We want to be able to preserve one of the components at the appropriate market conditions, however, the regular MACD lack the ability to preserve cyclical component with high accuracy. The MACD is an IIR bandpass filter. In order to obtain a lower passband bandwidth and a more symmetrical magnitude response (which would allow to conserve more precise cyclical variations) we can directly change the system calculation: y = (price - price ) × g + ((1 - a1) + (1 - a2)) × y - (1 - a1) × (1 - a2) × y where: a1 = 2/(fast + 1) a2 = 2/(slow + 1) g = a1 - a2 Using division instead of multiplication on the second feedback weight allows further weighting the 2 samples lagged output, returning a more desirable magnitude response with a higher degree of filtering on both ends of the spectrum as shown in the image below: We are interested in conserving cycles during ranging markets, and longer-term variations during trending markets, we can do this by interpolating between our two filter coefficients: α × + (1 - α) × where 1 > α > 0 . α is measuring if the market is trending or ranging, with values closer to 1 indicating a trending market. We see that for higher values of α the original coefficient of the MACD is used. The image below shows various magnitude responses given multiple values of α : We use a rolling R-Squared as α , this measurement has the benefit of indicating if the market is trending or ranging, as well as being constrained within range (0, 1), and having a U-shaped distribution. If you are interested to learn more about the MACD see: 🔶 SETTINGS R2 Period: Calculation window of the R-Squared. Fast: Fast period for the calculation of the Adaptive MACD, lower values will return more noisy results. Slow: Slow period for the calculation of the Adaptive MACD, higher values will return result with longer-term conserved variations. Signal: Period of the EMA applied to the Adaptive MACD.
Pine Script™指标
由LuxAlgo提供
13
QuantNomad - EVWMA MACD StrategyPretty simple EVWMA (Elastic Volume Weighted Moving Average ) MACD Strategy. EVWMA is a quite interesting moving average where the period of the MA is defined from the volume itself. It incorporates volume information in a natural and logical way. The EVWMA can be looked at as an approximation to the average price paid per share. As a volume period, you can use sum of the last x bars volumes. Here are other EVWMA indicators/strategies: EVWMA indicator: EVWMA Cross strategy:
Pine Script™策略
由QuantNomad提供
1