Empiece

Adaptive

Ehlers Adaptive Bandpass Filter [CC]The Adaptive Bandpass Filter was created by John Ehlers (Cycle Analytics For Traders pgs 153-156) and this uses his autocorrelation code to provide the adaptive lengths to use for the underlying bandpass filter. The bandpass filter is a common way in digital signal processing to filter out the underlying noise in the data. It can actually be turned into a leading indicator by changing the bw variable to a smaller amount. Since this indicator is adaptive using the cycle period, the buy and sell signals are different compared to the normal bandpass filter. Buy signals for this indicator according to Ehlers are when the line is red and the line is under the oversold line (also red) then you buy when the indicator line turns green and then you exit when the indicator line turns red and is above the overbought line. This indicator doesn't provide clear buy and sell signals in all circumstances but generally speaking buy when the indicator line turns green and sell when it turns red. Feel free to experiment with this one. Let me know if there are any other scripts you would like to see me publish!
Indicador Pine Script®
por cheatcountry
4
Ehlers Adaptive Stochastic Indicator V1 [CC]The Adaptive Stochastic Indicator V1 was created by John Ehlers (Rocket Science For Traders pgs 233-234) and this indicator uses the same calculations to find a cycle period that is then used for both the creation of the stochastic indicator but also for the smoothing to create a double smoothed stochastic indicator. Because it is calculated this way, this indicator is more reactive than almost any other stochastic indicator and provides clear buy and sell signals especially when the underlying stock is trending. It is interpreted in the same way as a normal stochastic indicator so great buy signals are when the indicator is below the oversold line and starts to move up and vice versa. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you would like to see me publish!
Indicador Pine Script®
por cheatcountry
4
Ehlers Adaptive Relative Strength Index V1 [CC]The Adaptive Relative Strength Index was created by John Ehlers and this is his first version. I will of course publish his updated version at a later date along with publishing the final script from Jim Sloman's Ocean Theory book. I have changed his script to include extra smoothing to provide clear buy and sell signals. This is a version of a RSI that is very adaptive to changes by finding the length of the current cycle and using that to calculate the rsi and I use this same basic process to provide extra smoothing. A great strategy of course is to buy right after the indicator goes from below the oversold level to right above it and stay in until the indicator turns red or when it reaches the overbought level. I have included strong buy and sell signals in addition to normal ones and the darker colors mean strong signals and lighter colors are normal signals. Let me know what other indicators you would like to see me publish!
Indicador Pine Script®
por cheatcountry
Ehlers Smoothed Adaptive Momentum [CC]The Smoothed Adaptive Momentum indicator was created by John Ehlers and this indicator gives a lot of useful information. When the indicator is above 0 then there is very strong upward momentum and when the indicator falls below 0 then there is very strong downward momentum. A very profitable way to use this particular indicator is buy long when the indicator is below 0 and it crosses over it's signal line and then sell of course when you get the first sell signal. I have included strong buy and sell signals in addition to normal ones so darker colors mean strong signals and lighter colors are normal signals. Buy when the line turns green and sell when it turns red. Let me know if you have any other scripts you would like to see me publish!
Indicador Pine Script®
por cheatcountry
8
Ehlers Adaptive Cyber Cycle [CC]The Adaptive Cyber Cycle was created by John Ehlers and this is a cycle based indicator which you don't find too many of these days. Each stock goes through cycles which are repeating patterns of price movement and cycle indicators help you find the timing of the cycle to capitalize on the underlying cycle. That is an extremely simple explanation but most importantly don't interpret these indicators as the same as other indicators because it may seem like there are very many false signals but that is because of the different cycles the stock is undergoing. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you would like to see me publish.
Indicador Pine Script®
por cheatcountry
6
72s Strat: Backtesting Adaptive HMA+ pt.1This is a follow up to my previous publication of Adaptive HMA+ few months ago, as a mean to provide some kind of initial backtesting tools. Which can be use to explore many possible strategies, optimise its settings to better conform user's pair/tf, and hopefully able to help tweaking your general strategy. If you haven't read the study or use the indicator, kindly go here first to get the overall idea. The first strategy introduce in this backtest is one most basic already described in the study; buy/sell is when movement is there and everything is on the right side; When RSI has turned to other side, we can use it as exit point (if in profit of course, else just let it hit our TP/SL, why would we exit before profit). Also, base on RSI when we make entry, we can further differentiate type of signals. --Please check all comments in code directly where the signals , entries , and exits section are. Second additional strategy to check; is when we also use second faster Adaptive HMA+ for exit. So this is like a double orders on a signal but with different exit-rule (/more on this on snapshots below). Alternatively, you can also work the code so to only use this type of exit. There's also an additional feature which you can enable its visuals, the Distance Zone , is to help measuring price distance to our xHMA+. It's just a simple atr based envelope really, I already put the sample code in study's comment section, but better gonna update it there directly for non-coder too, after this. In this sample I use Lot for order quantity size just because that's what I use on my broker. Also what few friends use while we forward-testing it since the study is published, so we also checked/compared each profit/loss report by real number. To use default or other unit of measurement, change the entry code accordingly. If you change your order size, you should also change the commission in Properties Tab. My broker commission is 5 USD per order/lot, so in there with example order size 0.1 lot I put commission 0.5$ per order (I'll put 2.5$ for 0.5 lot, 10$ for 2 lot, and so on). Crypto usually has higher charge. --It is important that you should fill it base on your broker. SETTINGS I'm trying to keep it short. Please explore it further again. (Beginner should also first get acquaintance with terms use here.) ORDERS: Base Minimum Profit Before Exit: The number is multiplier of ongoing ATR. Means that when basic exit condition is met, algo will check whether you're already in minimum profit or not, if not, let it still run to TP or SL, or until it meets subsequent exit condition, then it will check again. Default Target Profit: Multiplier of ATR at signal. If reached before any eligible exit condition is met, exit TP. Base StopLoss Point: You can change directly in code to use other like ATR Trailing SL, fix percent SL, or whatever. In the sample, 4 options provided. Maximum StopLoss: This is like a safety-net, that if at some point your chosen SL point from input above happens to be exceeding this maximum input that you can tolerate, then this max point is the one will be use as SL. Activate 2nd order...: The additional doubling of certain buy/sell with different exits as described above. If enable, you should also set pyramiding to at least: 2. If not, it does nothing. ADAPTIVE HMA+ PERIOD Many users already have their own settings for these. So in here I only sample the default as first presented in the study. Make it to your adaptive. MARKET MOVEMENT (1) Now you can check in realtime how much slope degree is best to define your specific pair/tf is out of congestion (yellow) area. And (2) also able to check directly what ATR lengths are more suitable defining your pair's volatility. DISTANCE ZONE Distance Multiplier. Each pair/tf has its own best distance zone (in xHMA+ perspective). The zone also determine whether a signal should appear or not. (Or what type of signal, if you wanna go more detail in constructing your strategy) USAGE (Provided you already have your own comfortable settings for minimum-maximum period of Adaptive HMA+. Best if you already have backtested it manually too and/or apply as an add-on to your working strategy) 1. In our experiences, first most important to define is both elements in the Market Movement Settings . These also tend to be persistent for whole season since it's kinda describing that pair/tf overall behaviour. Don't worry if you still get a low Profit Factor here, but by tweaking you should start to see positive changes in one of Max Drawdown and Net Profit, or Percent Profitable. 2. Afterwards, find your pair/tf Distance Zone . When optimising this, what we seek is just a "not to bad" equity curves to start forming. At least Max Drawdown should lessen more. Doesn't have to be great already, but should be better, no red in Net Profit. 3. Then go manage the "Trailing Minimum Profit", TP, SL, and max SL. 4. Repeat 1,2,3. 👻 5. Manage order size, commission, and/or enable double-order (need pyramiding) if you like. Check if your equity can handle max drawdown before margin call. 6. After getting an acceptable backtest result, go to List of Trades tab and find the biggest loss or when many sequencing loss in a row happened. Click on it to go to exact point on chart, observe why the signal failed and get at least general idea how it can be prevented . The rest is yours, you should know your pair/tf more than other. You can also re-explore your minimum-maximum period for both Major and minor xHMA+. Keep in mind that all numbers in Setting are conceptually in a form of range . You don't want to get superb equity curves but actually a "fragile" , means one can easily turn it to disaster just by changing only a fraction in one/two of the setting. --- If you just wanna test the strength of the indicator alone, you can disable "Use StopLoss" temporarily while optimising settings. Using no SL might be tempting in overall result data in some cases, but NOTE: It is not recommended to not using SL, don't forget that we deliberately enter when it's in high volatility. If want to add flexibility or trading for long-term, just maximise your SL. ie.: chose SL Point>ATR only and set it maximum. (Check your max drawdown after this). I think this is quite important specially for beginners, so here's an example; Hypothetically in below scenario, because of some settings, the buy order after the loss sell signal didn't appear. Let's say if our initial capital only 1000$ using leverage and order size 0,5 lot (risky position sizing already), moreover if this happens at the beginning of your trading season, that's half of account gone already in one trade . Your max SL should've made you exit after that pumping bar. The Trailing Minimum Profit is actually look like this. Search in the code if you want to plot it. I just don't like too many lines on chart. To maximise profit we can try enabling double-order. The only added rule coded is: RSI should rising when buy and falling when sell. 2nd signal will appears above or below default buy/sell signal. (Of course it's also prone to double-loss, re-check your max drawdown after. Profit factor play its part in here for a long run). Snapshot in comparison: Two default sell signals on left closed at RSI exit, the additional sell signal closed later on when price crossover minor xHMA+. On buy side, price haven't met our minimum profit when first crossunder minor xHMA+. If later on we hit SL on this "+buy" signal, at least we already profited from default buy signal. You can also consider/treat this as multiple TP points. For longer-term trading, what you need to maximise is the Minimum Profit , so it won't exit whenever an exit condition happened, it can happen several times before reaching minimum profit. Hopefully this snapshot can explain: Notice in comparison default sell and buy signal now close in average after 3 days. What's best is when we also have confirmation from higher TF. It's like targeting higher TF by entering from smaller TF. As also mention in the study, we can still experiment via original HMA by putting same value for minimum-maximum period setting. This is experimental EU 1H with Major xHMA+: 144-144, Flat market 13, Distance multiplier 3.6, with 2nd order activated. Kiwi was a bit surprising for me. It's flat market is effectively below 6, with quite far distance zone of 3.5. Probably because I'm using big numbers in adaptive period. --- The result you see in strategy tester report below for EURUSD 15m is using just default settings you see in code, as follow: 0,1 lot for each order (which is the smallest allowed by my broker). No pyramiding. Commission: 0.5 usd per order. Slippage: 3 Opening position is only using basic strategy #1 (RSI exit). Additional exit not activated. Minimum Profit: 1. TP: 3. SL use: Half-distance zone. Max SL: 4.5. Major xHMA+: 172-233. minor xHMA+: 89-121 Distance Zone Multiplier: 2.7 RSI: Standard 14. (From our forward-testing, the difference we get from net profit is because of the spread, our entry isn't exactly at the close/open price. Not so much though, but not the same. If somebody can direct me to any example where we can code our entry via current bid/ask price, that would be awesome!) It's already a long post (sorry), think I'm gonna pause here. Check out the code :) --- DISCLAIMER: Past performance is no guarantee of future results , and so on.. you know the drill ;) Please read whole description first before using, don't take 1-2 paragraph and claim it's the whole logic, you are responsible of your own actions and understanding.
Estrategia Pine Script®
por io72signals
58
Dominant Cycle Adaptive MACDThis Indicator is based on classic MACD but with an exceptional smoothing. This smoothing eliminates the noise of the classic MACD as you see in the Chart Adaptive MACD is compiled using with two adaptive moving averages, one adaptive to the dominant cycle and the other adaptive to twice the dominant cycle. As the basic behind the MACD is the difference of two moving averages we cannot find much difference between the conventional MACD (12, 26) and the adaptive MACD. However the adaptive MACD is less prone for less whipsaws and it catches the trends very well at the same time the catches the turning points in time. The Adaptive MACD is definite one notch better than the conventional MACD. Dominant Cycle Period is calculated using Ehler's Method {Mentioned in the code} This is how the Adaptiveness Impacts the Price Chart 1. (12, 26 EMA) VS Adaptive Dominant Cycle EMA 2. See how the Adaptive Lengths {both FastLength and SlowLength changes with time!} Enjoy!
Indicador Pine Script®
por Ankit_1618
4
Adaptive Double EMA StochInspired from the Works of Double Smoothed Stochastic by Walter Bressert, I present to you! Adaptive Double EMA Stoch Which Performs adaptively to the volumetric trends, So the Green and Red Area Regions which you over the Stoch Indicator is the direction in which you should trade, These Areas are formed by a volumetric adaptive stoch, of adaptive period determined by the crosses of VWMA 55 and VWMA 200 The blue line is a stationary fixed length Double EMA Stoch of length 14, How to Trade 1. Get the Status of the Trend : green area, for Bullish and red for Bearish from adaptive stoch 2. Check for the First Overbought (of stationary Stoch / blue line above 80) in Bearish Trend to go short and similarly first Oversold (blue line below 20) in Bullish Trend to go long! Enjoy!
Indicador Pine Script®
por Ankit_1618
3
[blackcat] L2 Ehlers DFT-Adapted RSILevel: 2 Background John F. Ehlers introuced his DFT-ADAPTED RELATIVE STRENGTH INDEX (RSI) in Jan, 2007. Function In "Fourier Transform For Traders" in Jan, 2007, John Ehlers presented an interesting technique of improving the resolution of spectral analysis that could be used to effectively measure market cycles. Better resolution is obtained by a surprisingly simple modification of the discrete Fourier transform. John Ehlers suggests using the discrete Fourier transform (DFT) to tune indicators. Here, I demonstrate this by building a DFT-adapted relative strength index (RSI) strategy. Rather than display the RSI for a single cycle length across the entire chart, Ehlers DFT adaptive RSI value reflects the DFT-calculated dominant cycle length RSI. If the dominant cycle changes from 14 to 18 bars, the RSI length parameter changes accordingly. Computationally, this requires the strategy to continuously update values for all possible RSI cycle lengths via a "for" loop and array. In details, a full-featured formula that implements a high-pass filter (HP) and a six-tap low-pass finite impulse response (FIR) filter on input, then does discrete Fourier transform calculations. I has taken liberty of adding extra parameters so the user can modify the analysis window length and the high-pass filter cutoff frequency in real time using the parameters window. Once the suite of possible RSI values is calculated, we use the DFT to select the relevant RSI for the current bar. The strategy then trades according to J. Welles Wilder's original rules for the RSI. Key Signal fastline--> DFT-ADAPTED RELATIVE STRENGTH INDEX (RSI) fast line slowline--> DFT-ADAPTED RELATIVE STRENGTH INDEX (RSI) slow line Pros and Cons 100% John F. Ehlers definition translation, even variable names are the same. This help readers who would like to use pine to read his book. Remarks The 71th script for Blackcat1402 John F. Ehlers Week publication. Based on original work of Ehlers, I added ALMA smoothing on DFT-adapted relative strength index (RSI) so that clearer trend can be observed. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
Indicador Pine Script®
por blackcat1402
3
72s: Adaptive Hull Moving Average+One challenging issue for beginner traders is to differentiate market conditions, whether or not the current market is giving best possibility to stack profits, as earliest, in shortest time possible, or not. On intraday, we've seen some big actions by big banks are somewhat can be defined --or circling around-- by HMA 200 . I've been thinking on to make the visuals more conform to price dynamics (separating major movement and minor noise) to get clearer signs of when it starts to happen. So it will be easier to see in a glance when the strength starts really taken place, with less cluttered chart. This Adaptive HMA is using the new Pine Script's feature which now support Dynamic Length arguments for several Pine functions. ( read: www.tradingview.com). It hasn't support the built-in HMA() directly, but thankfully we can use its wma() formula to construct. (Note: I tweaked a bit HMA formula already popular here by using plain int() instead of round() on its wma's length, since I find it precisely match tradingview's built-in HMA). You can choose which aspect the Adaptive HMA period will adapt to. In this study I present it with two options: Volume and Volatility . It will "moves" faster or slower depends on which situation the aspect is currently into. ie: When volume is generally low or volatile readings is not there, price won't move very much, so the adapting MA will slow down by dynamically lengthen the lookback period, and vice versa, and so on. Colour-markings in the Adaptive resembles which situation explained above. In addition, I also combine it with slope calculation of the MA to help measuring trend-strength or sideway/choppy conditions. This way when we use it as dynamic support/resistance it will be more visually-reliable. Secondly, and more important, it might help us traders with better probability info of whether or not a trade should even worth to be made . ie: If in the mean time market won't give much movement, any profit would also only as much. In most cases, we might better save our dime for later or place it somewhere else. HOW TO USE: Aside from better dynamic support/resistance and clearer breakout confirmation, MA is coloured as follow: YELLOW: Market is in consolidation or flat. Be it sideways, choppy, or in relatively small movements. If it shows up in a trending market, it may be an earlier sign that current trend might about to change its direction, or confirming a price broke-out to another side. LIGHT GREEN or LIGHT RED: Tells if a trend is forming but still relatively weak (or getting weaker), as it doesn't have volume or volatility to support. DARKER GREEN ot DARKER RED: This is where we can expect some good and strong price movement to ride. If it's strong enough, many times it marks a start of new long-lasting major trend. SETTINGS: Charger: Choose which aspect your HMA should plug itself into, thus it will adapt to it. Minimum Period, Maximum Period: 172 - 233 is just my own setting to outmatch the static HMA 200 for intraday. I find it --in my style of trading-- best in 15m tf in almost any pair, and 15m to 1H for some stocks. It also works nicely with conventional EMA 200, sometimes as if they somewhat work hand-in-hand in defining where the price should go. But you can, ofcourse, experiment with other ranges, broader or narrower. Especially if you already have an established strategy to follow to. As you might do with: Consolidation area threshold: This has to do with slope calculation. The bigger the number means your MA needs bigger degree to define the market is out of flat (yellow) area. This can be useful if needed to lighten up the filter or vice-versa. Background colouring: Just another colouring to help highlighting the difference in market conditions. ALERTS: There are two alerts: Volume Break: when volume is breaking up above average, and Volatility Meter: when the market more likely is about to have its moment of the big wiggling brush. USAGE: Very very nice BUY entry to catch big up-movement if: 1. Price is above MA. (It is best when price is also not to far distance from the MA, or you can also use distance oscillator to help out too) 2. HMA's color is in darker green. Means it's on the charging plug with your chosen aspect. 3. RSI is above 50. This is to help as additional confirmation. Clear SELL entry signal is same as above, just the opposite. ------------------------------------------------------- Note: Lower timeframe of course means more noise to be filtered. Depends on the instrument, you might need to tweak the settings a bit till it conform nicely and shows lots of good trades in history. Here's another example on GBPUSD 5m timeframe: For exit/take-profit point, you can use a second faster period static HMA. Or you can also use RSI. Here's an example: Don't get me wrong, on few occasions I found it's still best using static MA to spot fakeouts, breakouts, etc, especially ones that's been already use widely. If that's the case or price actions seems suspicious, simply put the same value for minimum and maximum period settings, and there you have the original HMA with extra features. For developer, check in the code if you need to customise your own charger. ------------------------------------------------------- That's it. Hopefully this Adaptive HMA+ could at least be a good sidekick to your own strategy, as it does mine. ;)
Indicador Pine Script®
por io72signals
137
Ehlers Adaptive Commodity Channel Index V1 [CC]The Adaptive Commodity Channel Index V1 was created by John Ehlers (Rocket Science For Traders pgs 236-237) and this is the typical Commodity Channel formula with the introduction of adaptive lengths based on his earlier work with indicators such as the Mother of Adaptive Moving Averages. For longer term signals you would get a bullish signal when CCI is above 0 and a bearish signal when CCI falls below 0. For shorter term signals you would get a bullish signal when crosses over it's overbought level or when it crosses above it's oversold level or vice versa. I have included both signals to make it easier. Let me know if you want a custom script written or if you have a special request for me
Indicador Pine Script®
por cheatcountry
8
Ehlers Adaptive Relative Vigor Index [CC]The Adaptive Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 140-141) and it does a pretty good job of capturing the peaks and valleys of the underlying data. There are several ways to read this particular indicator so for long term trades then buy when it goes above 0 and sell when it falls below 0 or for shorter term trades then buy when the indicator line turns green and sell when it turns red. Let me know if there are other indicators you would like to see me publish or if you want something custom done!
Indicador Pine Script®
por cheatcountry
7
MESA Adaptive Moving Average - Improved MTFThis indicator is a huge upgrade to my original MTF MESA Plots are now extremely smooth and accurate on all timeframes ** Missing data points are automatically filled with the "best fit" This is a Trend indicator and should be used to trade "top-down" aka: Start with the Daily chart to confirm a trend Move to 4H 2H Etc... Use your favorite entry method or simply watch for wicks forming when the price gets near the MESA adaptive moving average. This is one of the few indicators that I've been using for years with success. Being able to plot both the current & higher timeframe MESA can sometimes feel like cheating. Due to the nature of the recursive calculation, you may notice slight differences between this version of MESA and others that either approximate higher timeframes with fewer samples or make use of the latest "Resolution" argument in Pinescript V4. Both of which are fine, until you start looking at M5 charts while plotting the Daily MESA. As always, happy trading! ** Currently supports M 1,3,5,15,30,45 H 1,2,3,4 Day 1 Week 1 Month 1
Indicador Pine Script®
por DasanC
7
Ehlers Mother Of Adaptive Moving Averages [CC]The Mother Of Adaptive Moving Averages was created by John Ehlers (Rocket Science For Traders pgs 182-183) and this is definitely my favorite Ehlers moving average script. This works as a trend indicator and a typical moving average. When the mama is above the fama then the stock is in an uptrend and vice versa. Of course it is also good when the price is above the fama and mama lines. Buy when the indicator line is green and sell when it is red. Let me know if there are other indicator scripts you would like to see me publish or if you want something custom done!
Indicador Pine Script®
por cheatcountry
14
Vertical Horizontal Moving Average [AneoPsy & alexgrover] Moving average adapting to the strength of the trend, this is made possible by using the square of the vertical-horizontal filter as a smoothing factor. Alerts are included with two different types of conditions available to the user. Settings Length : Period of the moving average Src : Input data for the indicator Alerts : Types of conditions to be used in the alerts, when set to "VHMA Direction Change" alerts are triggered once the VHMA is either rising or declining, else the alerts are based on the crosses between Src and the VHMA Usage The VHMA can be used as a fast or slow-moving average in a moving average crossover system, or as input for other indicators. VHMA of with length = 25 and sma with length = 200. VHMA with length = 25 used as input for the RSI with length = 14. Details The vertical-horizontal filter is a measure of the strength of the trend and lay in a (0,1) range, to calculate it you just need to divide the rolling range over with the rolling sum of the absolute price changes, squaring the result allow to get lower results with higher values of length . Squared vertical horizontal filter with length = 50, the value is low when the market is ranging and high when trending. To set the alerts go in the alert panel, click on create alert, and select VHMA in "condition", choose between the buy or sell alert. If Src = closing price or another indicator dependant on the closing price select in options "once per bar close", if the indicator using the opening or lagged closing prices values as input select "One per bar" instead. Thanks Thanks to AneoPsy for adding the color change, the idea to use two kinds of conditions for the alert, and for its feedback, you can follow him www.tradingview.com and finally thanks to you for reading and for your support, only one last script left for the month, then we'll start July with some pretty interesting indicators, I hope you'll like them ^^/
Indicador Pine Script®
por alexgrover
14
[LunaOwl] 11 kinds of Adaptive MA Model作品: 11種自適應性平滑模型 It integrates eleven kinds of adaptive moving average method. At first, I just wanted to make a ATR. Later, the price series ±N*ATR mult, to form two series. Then use the concept of support/resistance breakthrough to design it, and then two adaptive series formation channels were formed. Take the average of the two series as the signal. When the price crosses the signal, it's judged to be long or short. 整合了十一種能夠自適應性的移動平均模型。起初只是想要做一個基本款ATR指標，後來將價格加減N個ATR倍數，形成兩條序列形成通道，再使用支撐阻力突破的概念去設計它，再形成兩條自適應性的序列形成通道，再取中間值當成信號。當價格與信號交叉，則判斷作多或者作空。 --------------------------* Parameter 設置參數 Resolution: The default is "the same as the variety". Is a named constant for resolution input type of input function. 商品分辨率：預設與品種相同。是input函數的時間周期輸入類型的命名常量。 Smoothing: The default is Recursive Moving Average(RMA). It can choose other methods, the table is as follows. 平滑類型：預設是「遞回平均」，可以選擇其它方法，列表如下。 列表 / The table of moving averages is as follows: //****中英對照表*****##______________________________________ 1. 遞回平均 || Recursive Moving Average 2. 簡單平均 || Simple Moving Average 3. 指數平均 || Exponential Moving Average 4. 加權平均 || Weighted Moving Average 5. 船體平均 || Hull Moving Average 6. 成交量加權 || Volume Weighted Moving Average 7. 對稱加權 || Symmetric Weighted Moving Average 8. 雙重指數 || Double Exponential Moving Average 9. 三重指數 || Triple Exponential Moving Average 10. 高斯分佈 || Arnaud Legoux Moving Average 11. 提爾森T3 || Tillson T3 Moving Average //##_________________________________________________________ Candle Mode: There are three versions, original, two-color and four-color. 燭台模式：預設模式只區分趨勢，可以改成原版蠟燭或四種顏色版本。 Length: The default is 14, usually no need to adjust. 平滑期數：預設值是14，基本上不用理它。 Occurrence: The default is 1. The range is 0~10. The larger the value, the more delayed. If zero will become too sensitive and noise. 滯後性：預設值是1。調整範圍是0~10，數值愈大信號愈延遲，如果值為0，會變得過於敏捷，那將會失去平滑的意義。 N multiple: The default is 0.618, can be set to 1. The range is 0.382~3.000. 倍數N：預設值是0.618，也可以設定1，最低是0.382，最大是3。 --------------------------* 1. Candle Mode can set the original candle, cancel candle trend color changes. However, the background will still be filled. 可以設定顯示原版的蠟燭線，背景與線並不會消失。 2. Four-color version of candles. It shows changes in trends and prices. 四色版本的蠟燭線，可以顯示趨勢與每日收盤價的變化。
Indicador Pine Script®
por LunaOwl
17
MAMA (Ehlers) MESA Adaptive Moving AverageMAMA ( Ehlers ) MESA Adaptive Moving Average: What it is and how it works MESA Phasor is the most advanced futures trading program on the market! MESA Phasor derives its name from the sinewave generator you probably recall from your high school trigonometry class. As you can see in the diagram, the rotating phasor generates a sine wave in the time domain, visualized as a shadow from the arrow tip of the phasor on the vertical axis. A cycle is completed on each full rotation of the phasor. The angle of the phasor increases at a constant rate, and is reset to zero when 360 degrees of rotation have been achieved. The idea of the trading system is to buy low at the valley of the sine wave , when phasor passes the lower angle, and to sell short at the crest of the sine wave , when the phasor passes the upper angle. Now the trade entries and exits are defined in terms of angles, which are in the frequency domain. Therefore, trading decisions are removed from waveform vagaries in the time domain. This means that the trading decisions are robust across various futures contracts and across all kinds of market conditions.
Estrategia Pine Script®
por dongyun
1
Adaptive Price Zone Backtest The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. WARNING: - For purpose educate only - This script to change bars colors.
Estrategia Pine Script®
por HPotter
3
Adaptive Price Zone Strategy The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. Green color is long. Red color is short. WARNING: - For purpose educate only - This script to change bars colors.
Indicador Pine Script®
por HPotter
13
Adaptive Price Zone Indicator The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets.
Indicador Pine Script®
por HPotter
2