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Sma

Self-Adjusting RSI +Here is an open source (no request needed!) version of the Self-Adjusting RSI by David Sepiashvili. Published in Stocks & Commodities V. 24:2 (February, 2006): The Self-Adjusting RSI David Sepiashvili's article, "The Self-Adjusting RSI," presents a technique to adjust the traditional RSI overbought and oversold thresholds so as to ensure that 70-80% of RSI values lie between the two thresholds. Sepiashvili presents two algorithms for adjusting the thresholds. One is based on standard deviation, the other on a simple moving average of the RSI. This script allows you to choose between plotting the Self-Adjusting bands or the traditional bands. You can also plot a smoothed RSI (SMA or EMA) and change the theme color for dark or light charts. If you find this code useful, please pass it forward by sharing open source! Thank you to all of the open source heroes out there! "If I have seen a little further it is by standing on the shoulders of Giants."
Pine Script™指标
由AltJams提供
10
VWMA/SMA Breakout and Divergence DetectorThis indicator compares four different values : -Fast Simple Moving Average(SMA) -Fast Volume Weighted Moving Average(VWMA) -Slow SMA -Slow VWMA Comparing SMA's and VWMA's of the same length is a common trading tactic. Since volume is not taken into consideration when calculating Simple Moving Averages, we can gain valuable insights from the difference between the two lines. Since volume should be increasing along with an upwards price movement, the VWMA should be greater than the SMA during a volume-supported uptrend. Thus, we can confirm an uptrend if the VWMA remains greater than the SMA. If the VWMA falls under the SMA in the midst of an upwards price movement, however, that indicates bearish divergence. The opposite is true for downtrends. If price is decreasing and volume is decreasing at the same time (as it should), then we can confirm the downtrend. Interpreting the Graph: If the slow SMA is greater than the slow VWMA, then the area representing the difference between the two lines is filled in red. If the slow VWMA is greater than the slow SMA, however, the area between the two is filled green. If the fast SMA is greater than the fast VWMA, then the area between the two dotted lines is filled in red. On the other hand, the area will be filled green if the fast VWMA is greater than the slow SMA. In addition to spotting divergences and confirming trends, the four lines can be used to spot breakouts. Typically, a VWMA crossover will precede the SMA crossover. When the fast VWMA crosses over the slow VWMA and then a SMA crossover follows shortly after, then it is a hint that a bullish trend is beginning to form.
Pine Script™指标
由ProfitProgrammers提供
13
STRATEGY AVERAGE MULTI_SMAThis strategy is based on my script "AVERAGE MULTI_SMA" The strategy is based on the created media, giving BUY signal when the price closes above the average and the average is rising. For the SELL signal the price closes below the average with the average falling. For those who are interested in how the "AVERAGE MULTI_SMA" script works, I ask you to analyze it there, because I explain how it works. Please do not use the indicator as the only factor to do your operations, try to use more as a study. ____PTBR_____ Essa estrategia é baseada no meu script "AVERAGE MULTI_SMA" A estrategia é baseada na media criada, para o sinal de compra(BUY) o preço fecha acima da média e a média está subindo. Para o sinal de venda(SELL) o preço fecha abaixo da média e a média caindo. Para quem se interessar em saber como funciona o script "AVERAGE MULTI_SMA", peço que analise ele lá, pois explico como funciona. Peço que não use o indicador como único fator para fazer suas operações, tente usar mais como um estudo.
Pine Script™策略
由Coringa提供
1
Directional filter VERSION 2The idea is to make it more visible if the moment is to seek buying or selling, based on moving averages, being SMA 21 and EMA 9. best BUYBAR has the EMA9 and SMA21 rising and closing above them. "relevance A" best SELLBAR has the EMA9 and SMA21 dropping and closing below them. "relevance A" Conditions for all colors of the candlesticks: BuyBar A = price closes above EMA9 and SMA21 with EMA9 and SMA21 rising. BuyBar B = price closes above SMA21 with SMA21 rising OR price closes above EMA9 and SMA21. BuyBar C = price closes above EMA9 with EMA9 rising and SMA21 falling. BuyBar Neutral = close> open. SellBar A = price closes below EMA9 and SMA21 with EMA9 and SMA21 falling. SellBar B = price closes below SMA21 with SMA21 falling OR price closes below EMA9 and SMA21. SellBar C = price closes below EMA9 with EMA9 falling and SMA21 rising. SellBar Neutral = close abertura. SellBar A = preço fecha abaixo de EMA9 e SMA21 com EMA9 e SMA21 caindo. SellBar B = preço fecha abaixo de SMA21 com SMA21 caindo OU preço fecha abaixo de EMA9 e SMA21. SellBar C = preço fecha abaixo de EMA9 com EMA9 caindo e SMA21 subindo. SellBar Neutral = fechamento < abertura. As medias moveis também alteram de acordo com a direção em que estão: EMA 9 subindo = azul EMA 9 caindo = laranja SMA 21 subindo = verde SMA21 caindo = vermelho
Pine Script™指标
由Coringa提供
1
Directional filter VERSION 2The idea is to make it more visible if the moment is to seek buying or selling, based on moving averages, being SMA 21 and EMA 9. best BUYBAR has the EMA9 and SMA21 rising and closing above them. "relevance A" best SELLBAR has the EMA9 and SMA21 dropping and closing below them. "relevance A" Conditions for all colors of the candlesticks: BuyBar A = price closes above EMA9 and SMA21 with EMA9 and SMA21 rising. BuyBar B = price closes above SMA21 with SMA21 rising OR price closes above EMA9 and SMA21. BuyBar C = price closes above EMA9 with EMA9 rising and SMA21 falling. BuyBar Neutral = close> open. SellBar A = price closes below EMA9 and SMA21 with EMA9 and SMA21 falling. SellBar B = price closes below SMA21 with SMA21 falling OR price closes below EMA9 and SMA21. SellBar C = price closes below EMA9 with EMA9 falling and SMA21 rising. SellBar Neutral = close abertura. SellBar A = preço fecha abaixo de EMA9 e SMA21 com EMA9 e SMA21 caindo. SellBar B = preço fecha abaixo de SMA21 com SMA21 caindo OU preço fecha abaixo de EMA9 e SMA21. SellBar C = preço fecha abaixo de EMA9 com EMA9 caindo e SMA21 subindo. SellBar Neutral = fechamento < abertura. As medias moveis também alteram de acordo com a direção em que estão: EMA 9 subindo = azul EMA 9 caindo = laranja SMA 21 subindo = verde SMA21 caindo = vermelho
Pine Script™指标
由Coringa提供
1
Autonomous Recursive Moving AverageIntroduction People often ask me what is my best indicators, i can't really respond to this question with a straight answer but i would say you to check this indicator. The Autonomous Recursive Moving Average (ARMA) is an adaptive moving average that try to minimize the sum of squares thanks to a ternary operator, this choice can seem surprising since most of the adaptive moving averages adapt to a smoothing variable thanks to exponential averaging, but there are lot of downsides to this method, i really wanted to have a flat filter during flat markets and this is what i achieved. The Indicator length control the amount of smoothing during trending periods, gamma is the trend sensitivity threshold, higher values of gamma will make an overall flat filter, adjust gamma to skip ranging markets. gamma = 2, we can adjust to 3 while preserving smoothing reactivity with trading periods. gamma = 3 low length and higher gamma create more boxy result, the filter add overshoots directly in the output, its unfortunate. The Zero-Lag option can reduce the lag as well as getting additional flat results without changing gamma. Conclusion The indicator need work, but i can't leave without publishing it, the overshoots are a big problems, changing sma for another stable filter can help. I hope you find an use to it, i really like this indicator. Thanks for reading
Pine Script™指标
由alexgrover提供
13
QuantNomad - MA Strategy - 1 minute - ETHUSDInteresting performance for simple MA strategy on 1m ETHUSD. I used only close price and 15 SMA in it. Performance is 55% over 10 days with a drawdown of only 3.5%. Percent profitable is only 30% with almost 2k trades. For sure this won't work as a standalone strategy, with 2k trades commission and slippage will destroy all your PNL but it can be a pretty good base for a more complicated strategy with good filters. And remember: Past performance does not guarantee future results.
Pine Script™策略
由QuantNomad提供
2
AVERAGE MULTI_SMAIndicator returns an average of 5 SMAs. an interesting point that I have noticed that the price has several times reacted on it. Note 1: Do not just use this as a criterion for buying and selling, use as one more aid. Note 2: It is possible to leave in the chart all the averages, if you feel it necessary. ------------------------------------//-------------------------------------------------- Indicador retorna uma média de 5 SMAs. um ponto interessante que tenho notado que o preço tem diversas vezes reagido nele. Observação 1: Não use apenas isso como critério para compra e venda, use como mais um auxilio. Observação 2: É possivel deixar no grafico todas as médias, caso você ache necessário.
Pine Script™指标
由Coringa提供
Smoothed Delta's Ratio OscillatorIntroduction Scaled and smoothed oscillators can provide easy to read/use information regarding price, therefore i will introduce a new oscillator who create smooth results and use a fast and practical scaling method. In order to allow for even more smoothness the option to smooth the input with a lsma has been added. Scaling Using Changes In this indicator scaling in a range of (1,-1) is achieved through the following calculations : a = sma(abs(change(src,length)),length) b = change(sma(src,length),length) c = b/a where src is our input. The two elements a and b are quite similar, a smooth the absolute change of the input over length period while b calculate the change of the smoothed input over length period, this make a > b and able us to perform scaling in a range of (1,-1). The Indicator Parameters Length control the differencing/smoothing period of the indicator, greater values create smoother and less volatile results, this mean that the oscillator will tend to be equal to 1 or -1 in a longer period of time if length is high. The smooth option allow for even smoother results by enabling the input to be smoothed by a lsma of length period. Conclusions I presented a smooth oscillator using a new rescaling technique. Parameters can be separated to provide different results, i believe the code is simple enough for everyone to modify it in order to provide interesting creations.
Pine Script™指标
由alexgrover提供
6