[blackcat] L2 Six Round Positioning█ OVERVIEW
The script is an indicator designed to plot the direction (up, down, no change) of several moving averages (MA) on a separate chart, without overlaying the price data. It calculates Simple Moving Averages (SMA) for 3, 5, 8, 34, 60, 120, and 250 periods and uses conditional logic to determine the color and position of the plotted columns based on whether each MA is increasing, decreasing, or unchanged.
█ LOGICAL FRAMEWORK
The script is structured into three main sections:
1 — Input Parameters: None explicitly defined, but the script uses default settings for the indicator function.
2 — Calculations: Computes Simple Moving Averages (SMA) for seven different periods.
3 — Plotting: Uses conditional logic to plot columns representing the direction of each MA, with positions and colors indicating whether the MA is increasing, decreasing, or unchanged.
The flow of data is straightforward: the script calculates the SMAs, determines their direction, sets the appropriate color, and then plots the columns.
█ CUSTOM FUNCTIONS
• No custom functions are defined in this script. All calculations and plotting are done using built-in Pine Script functions such as ta.sma for SMA calculation and plot for plotting.
█ KEY POINTS AND TECHNIQUES
• Use of ta.sma: The script effectively uses the ta.sma function to calculate Simple Moving Averages for different periods.
• Conditional Logic: The script employs conditional logic (ternary operators) to determine the color and position of the plotted columns based on the direction of each MA.
• Plotting with plot: The plot function is used extensively to display the direction of each MA with different colors and positions.
• Color Transparency: The use of color.new with transparency (e.g., color.new(color.green, 50)) allows for visually distinct colors that are not too overpowering.
█ EXTENDED KNOWLEDGE AND APPLICATIONS
• Modifications: The script could be enhanced by adding input parameters to allow users to customize the periods of the moving averages, colors, and transparency levels.
• Extensions: Similar techniques could be applied to other types of moving averages (e.g., EMA, WMA) or to other technical indicators.
• Strategy Development: This indicator could serve as a component in a larger trading strategy by providing insights into the overall trend direction across multiple timeframes.
• Related Concepts: Understanding of moving averages, conditional logic, and plotting techniques in Pine Script would be beneficial for further development and customization of this script.
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Strategy:Reversal-CatcherWhat
This is a plain and vanilla reversal based strategy for intraday (15m) timeframe on Futures prices of the assets.
Now what all it comprises of?
It finds out the dynamic support & resistance from Bollinger Band (20 period, 1.5 std dev).
It finds out the potential divergence of price deviation from 5 period exponential moving average (EMA).
If the previous candle (N-1) shows a divergence it confirms the reversal by checking the present candle (N) to be closed inside the Bollinger Band.
It confirms the momentum by checking RSI shows a crossover/crossunder to oversold (30) / overbought (70) region.
It also confirms whether the trend is up (then only reversal trade to short) or down (then only reversal trade to long). The trend is checked with EMA-21 and EMA-50.
Re-affirmation Condition : It re-affirms the position of two successive candles called as `hhLLong` and `hhLLShort` in the script.
Why
In Indian context, retail participants are pre-dominantly (yes- 80% of Indian daily volume) Options buyers mainly in weekly indices (Nifty, BankNifty, FinNifty, CNXMidcap, Sensex, Bankx .. well everyday is expiry now in India, except -- Thank God -- Saturday & Sunday).
And in Index Options the momentum plays a big role.
If one can catch a good reversal point the potential of high Risk-to-Reward trade (hence earn handsomely) is very likely (please note: there is no holy grail in trading. Nothing works 100%).
So this is the attempt to catch a reversal.
Re-affirmation of Reversal
hhLLong : It's a reversal point after an uptrend. It checks the relative positioning of current candle compared to that of previous candle. [The details are in the script. Check for variable hhLLong in script.
hhLLShort : It's a reversal point after a downtrend. It checks the relative positioning of current candle compared to that of previous candle. [The details are in the script. Check for variable hhLLShort in script.
Unique-ness
What's unique in it? Why we decided to publicly share this:
Already given the context of The Great Indian Options Buyers community. It should be helpful to them, we believe.
It takes Very Less Number of Trades with High Accuracy . Please check the result in NSE:NIFTY1! in 15m timeframe. 71% accuracy with roughly a trade in a month.
There is no point giving brokers' the brokerages taking 10 trades a day and ending not-so-good EoD. Better lets take less trades with better result possibility. .
Mention
There are many people uses this variation of Bolling Band, 5EMA
Many people use RSI, trends and relative positioning of candles.
--> We are grateful to all of them. It's really difficult to mention everyone's name. But all people somehow influence the thought process. Thanks for all of them.
Statutory Disclaimer
There is no silver bullet / holy grail in trading. Nothing works 100% time. One has to be careful about the loss (s)he can bear in case of the trade goes against.
We, as the author of this script, is not responsible for any trading or position decision one is taken based on the outcome of this.
It is our sole discretion to change, add, delete the portion or withdraw the whole script without any prior notice or intimation.
In Indian Context : We are not SEBI registered, will never be SEBI registered.
Monthly Strategy Performance TableWhat Is This?
This script code adds a Monthly Strategy Performance Table to your Pine Script strategy scripts so you can see a month-by-month and year-by-year breakdown of your P&L as a percentage of your account balance.
The table is based on realized equity rather than open equity, so it only updates the metrics when a trade is closed.
That's why some numbers will not match the Strategy Tester metrics (such as max drawdown), as the Strategy Tester bases metrics like max drawdown on open trade equity and not realized equity (closed trades).
The script is still a work-in-progress, so make sure to read the disclaimer below. But I think it's ready to release the code for others to play around with.
How To Use It
The script code includes one of my strategies as an example strategy. You need to replace my strategy code with your own. To do that just copy the source code below into a blank script, delete lines 11 -> 60 and paste your strategy code in there instead of mine. The script should work with most systems, but make sure to read the disclaimer below.
It works best with a significant amount of historical data, so it may not work very effectively on intraday timeframes as there is a severe limitation of available bars on TradingView. I recommend using it on 4HR timeframes and above, as anything less will produce very little usable data. Having a premium TradingView plan will also help boost the number of available bars.
You can hover your mouse over a table cell to get more information in the form of tooltips (such as the Long and Short win rate if you hover over your total return cell).
Credit
The code in this script is based on open-source code originally written by QuantNomad, I've made significant changes and additions to the original script but all credit for the idea and especially the display table code goes to them - I just built on top of it:
Why Did I Make This?
None of this is trading or investment advice, just my personal opinion based on my experience as a trader and systems developer these past 6+ years:
The TradingView Strategy Tester is severely limited in some important ways. And unless you use complex Excel formulas on exported test data, you can't see a granular perspective of your system's historical performance.
There is much more to creating profitable and tradeable systems than developing a strategy with a good win rate and a good return with a reasonable drawdown.
Some additional questions we need to ask ourselves are:
What did the system's worst drawdown look like?
How long did it last?
How often do drawdowns occur, and how quickly are they typically recovered?
How often do we have a break-even or losing month or year?
What is our expected compounded annual growth rate, and how does that growth rate compare to our max drawdown?
And many more questions that are too long to list and take a lifetime of trading experience to answer.
Without answering these kinds of questions, we run the risk of developing systems that look good on paper, but when it comes to live trading, we are uncomfortable or incapable of enduring the system's granular characteristics.
This Monthly Performance Table script code is intended to help bridge some of that gap with the Strategy Tester's limited default performance data.
Disclaimer
I've done my best to ensure the numbers this code outputs are accurate, and according to my testing with my personal strategy scripts it appears to work fine. But there is always a good chance I've missed something, or that this code will not work with your particular system.
The majority of my TradingView systems are extremely simple single-target systems that operate on a closed-candle basis to minimize many of the data reliability issues with the Strategy Tester, so I was unable to do much testing with multiple targets and pyramiding etc.
I've included a Debug option in the script that will display important data and information on a label each time a trade is closed. I recommend using the Debug option to confirm that the numbers you see in the table are accurate and match what your strategy is actually doing.
Always do your own due diligence, verify all claims as best you can, and never take anyone's word for anything.
Take care, and best of luck with your trading :)
Kind regards,
Matt.
PS. If you're interested in learning how this script works, I have a free hour-long video lesson breaking down the source code - just check out the links below this script or in my profile.
BUY/SELL + ADVANCE DECLINEThis script is a custom trading view indicator that helps to identify potential buy and sell signals based on the RSI (Relative Strength Index) and SMA (Simple Moving Average) indicators. The script also identifies potential reversals using a combination of RSI and price action. It plots buy, sell, and reversal signals on the chart along with an SMA line. Additionally, it provides alerts based on the buy, sell, and reversal conditions.
Changes made to the original script:
Fixed the undeclared identifier 'c' error by calculating the difference between the current closing price and the previous closing price: c = close - close .
Added an "ADD Value Floating Label" to the chart. The label shows the difference between the current and previous closing prices (ADD value) along with a "Bullish" or "Bearish" indicator based on the value of 'c'. The label is positioned at the top right of the visible chart area and remains static.
Here's a summary of the major components of the script:
Input settings: Define the input parameters for RSI and SMA.
Calculation of RSI and SMA: Compute the RSI and SMA values based on the input parameters.
Color definitions: Define colors for different conditions and levels.
Condition definitions: Define various conditions for buy, sell, reversal, and other criteria.
Buy and sell conditions: Determine buy and sell signals based on RSI, SMA, and price action.
Reversal conditions: Identify potential reversals using RSI and price action.
Plot signals: Display buy, sell, and reversal signals on the chart.
Bar colors: Color the bars based on the identified signals.
Plot SMA: Display the SMA line on the chart.
Alert conditions: Set up alerts for buy, sell, and reversal conditions.
ADD Value Floating Label: Add a label to the chart showing the ADD value and a "Bullish" or "Bearish" indicator.
Divergences in 52 Week Moving Averages, Adjusted and SmoothedThis script description is intended to be holistic and comprehensive for the understanding of the interested parties who view the script.
Following the PineCoders suggestions, I have provided detailed breakdowns both within the code and in the description immediately below:
► Description
This description is intended to be detailed and meaningful, conveying the understanding of the script’s intention to the user:
The theory: Divergences and extreme readings in 52-Week highs on major indexes can provide a view into a potential pending move in the opposite direction of how the market has been trending. By comparing the 52-Week Hi/Lo indices and applying an Exponential Moving Average (EMA), we can assess how extreme a move is from the average. If the move provides an extreme reading, it would potentially be beneficial to “fade” the move (take a position in the opposing direction).
The intention: The intentionality of this script is to provide a visualization of when the highly-probable opportunity to fade over a multi-day or multi-week period arises. In addition to this, based on backtesting prior moves and reading the various levels of significant reversals, three tiers: “Standard”, “Sensitive”, and “Highly Sensitive” have been applied, the user can choose which sensitivity level they would like to see, there are far less false positives on the Standard and Sensitive settings, while Highly Sensitive often signals multiple times with the move coming a few days later.
The application: The settings allow the user to customize their sensitivity to the fade signals, with the ability to customize the visual that shows up as well. For higher-highs that are fade-worthy, the signal will appear on the top of the candle, for lower-lows that are fade-worthy, the signal will appear on the bottom of the candle. The users risk criteria should be the primary driver of the entry/exit, although when backtesting it appears that the significant move is typically completed within a 2-4 week period at max and 3-5 day period at minimum.
A personal note: I am a futures trader intraday but would very strongly caution users when using this strategy with futures (unless their risk tolerance is higher than most). The most beneficial strategy when fading moves would be to enter in tranches, starting at the first signal and adding on any pullback (as long as the pullback is not below the initial entry point). 1-6 Week Date-To-Expiry options would be the primary method for applying this strategy. I would also like to add that SPY/SPX options (SPDR S&P 500 ETF Trust / CBOE S&P 500 Index) are the most liquid options that could be applied in this strategy.
► Description (additional)
With the understanding that few users can read pinescript (Pine), the description above contains all of the necessary information that is necessary for a user to understand the intention for script utilization. For those who do understand Pine, the code is commented in each section in order to provide an understanding of the underlying functions, calculations, and thought process that went on during the writing of the script.
► Description (additional)
This script’s description contains no delegations, all aspects of the script as well as the initial idea behind it are contained in the description above, which is self-contained in it’s entirety with a clear and defined purpose that is written with the intent to holistically capture the intent of the potential use for this indicator.
► General House Rule #2
This script and the description (as well as my profile) contain no links or associations to promotion of any kind, I am not a business, I am not an individual that will in any way make money from this script or the promotion of another person, idea, company, entity, or legal persons (foreign or domestic).
► Originality and usefulness
This is an original and custom script (and idea) that is not a rehashing or a copy of any code from any other programmers in the tradingview community.
Crypto Uptrend Script + Pullback//Volume CandlesDescription: his is an adaption of my Pullback candle - This works on all timeframes and Markets (Forex//Stocks//)
Crypto Uptrend Script with Pullback Candle allows traders to get into a trend when the price is at end of a pullback and entering a balance phase in the market (works on all markets). The use of Moving averages to help identify a Trends and the use of Key levels to help traders be aware of where strong areas are in the market.
This script can work really well in Crypto Bull Runs when used on HTF and with confluences
The script has key support and resistance zones which are made up of quarterly data. Price reacts to these areas but patience is required as price will take time to come into these areas
I have updated the Pullback Candle with the use of Volume to filter out the weak Pullback Candles -
There are new candles to the script.
The First candle is the Bullish Volume Candle - This candle is set to a multiplier of 2x with a crossover of 50/100 on Volume - this then will paint a purple candle.
Uses of the Bullish Volume Candle:
Breakthrough of key areas // special chart patterns
Rejection of key areas
End of a impulse wave (Profit Takers)
The second candle is a Hammer - I prefer using the Hammers on Higher Timeframes however they do work on all timeframes. .
The third candle is a Exhaustion of impulse downward move.
Uses of this candle - can denote a new trend but has to be with confluence to a demand area // support area or with any use of technical analysis - using this alone is not advised
The fourth candle is a indecision candle in the shape of a Doji - this candle can help identify if the trend is in a continuation or a reversal
This script can work really well in Crypto Bull Runs
Disclaimer: There will be Pullbacks with High Volume (Breakouts) and not go the way as intended but this script is to allow traders to get into trends at good price levels. The script can paint signals in areas where price is too expensive so please do your own due diligence on the markets as this script is to help get into good areas of price
Please leave a thumbs up if you like this script and message me for information on how to use the script.
Weis V5 zigzag jayySomehow, I deleted version 5 of the zigzag script. Same name. I have added some older notes describing how the Weis Wave works.
I have also changed the date restriction that stopped the script from working after Dec 31, 2022.
What you see here is the Weis zigzag wave plotted directly on the price chart. This script is the companion to the Weis cumulative wave volume script.
What is a Weis wave? David Weis has been recognized as a Wyckoff method analyst he has written two books one of which, Trades About to Happen, describes the evolution of the now-popular Weis wave. The method employed by Weis is to identify waves of price action and to compare the strength of the waves on characteristics of wave strength. Chief among the characteristics of strength is the cumulative volume of the wave. There are other markers that Weis uses as well for example how the actual price difference between the start of the Weis wave from start to finish. Weis also uses time, particularly when using a Renko chart
David Weis did a futures io video which is a popular source of information about his method. (Search David Weis and futures.io. I strongly suggest you also read “Trades About to Happen” by David Weis.
This will get you up and running more quickly when studying charts. However, you should choose the Traditional method to be true to David Weis technique as described in his book "Trades About to Happen" and in the Futures IO Webcast featuring David Weis
. The Weis pip zigzag wave shows how far in terms of bar close price a Weis wave has traveled through the duration of a Weis wave. The Weis zigzag wave is used in combination with the Weis cumulative volume wave. The two waves should be set to the same "wave size".
To use this script, you must set the wave size: Using the traditional Weis method simply enter the desired wave size in the box "How should wave size be calculated", in this example I am using a traditional wave size of .25. Each wave for each security and each timeframe requires its own wave size. Although not the traditional method devised by David Weis a more automatic way to set wave size would be to use Average True Range (ATR). Using ATR is not the true Weis method but it does give you similar waves and, importantly, without the hassle described above. Once the Weis wave size is set then the zigzag wave will be shown with volume. Because Weis used the closing price of a wave to define waves a line Bar highs and bar lows are not captured by the Weis Wave. The default script setting is now cumulative volume waves using an ATR of 7 and a multiplication factor of .5.
To display volume in a way that does not crowd out neighbouring volumes Weis displayed volume as a maximum of 3 digits (usually). Consider two Weis Wave volumes 176,895,570 and 2,654,763,889. To display wave volume as three digits it is necessary to take a number such as 176,895,570 and truncate it. 176,895,570 can be represented as 177 X 10 to the power of 6. The number displayed must also be relative to other numbers in the field. If the highest volume on the page is: 2,654,763,889 and with only three numbers available to display the result the value shown must be 265 (265 X 10 to the power of 7). Since 176,895,570 is an order of magnitude smaller than 2,654,763,889 therefore 175,895,570 must be shown as 18 instead of 177. In this way, the relative magnitudes of the two volumes can be understood. All numbers in the field of view must be truncated by the same order of magnitude to make the relative volumes understandable. The script attempts to calculate the order of magnitude value automatically. If you see a red number in the field of view it means the script has failed to do the calculation automatically and you should use the manual method – use the dialogue box “Calculate truncated wave value automatically or manually”. Scroll down from the automatic method and select manual. Once "manual" is selected the values displayed become the power values or multipliers for each wave.
Using the manual method you will select a “Multiplier” in the next dialogue box. Scan the field and select the largest value in the field of view (visible chart) is the multiplier of interest. If you select a lower number than the maximum value will see at least one red “up”. If you are too high you will see at least one red “down”. Scroll in the direction recommended or the values on the screen will be totally incorrect. With volume truncated to the highest order values, the eye can quickly get a feel for relative volumes. It also reduces the crowding and overlapping of values on the screen. You can opt to show the full volume to help get a sense of the magnitude of the true volumes.
How does the script determine if a Weis wave is continuing to grow or not?
The script evaluates the closing price of each new bar relative to the "Weis wave size". Suppose the current bar closes at a new low close, within the current down wave, at $30.00. If the Weis wave size is $0.10 then the algorithm will remember the $30.00 close and compare it to the close of the next bar. If the bar close price does not close equal to or lower than $30.00 or close equal to or higher than $30.10 then the wave is still a down wave with a current low of $30.00. This is true even if the bar low is less than $30.00 or the bar high is greater than 30.10 – only the bar’s closing price matters. If a bar's closing price climbs back up to a close of $30.11 then because the closing price has moved more than $0.10 (the Weis wave size) then that is a wave reversal with a new up-trending wave. In the above example if there was currently a downward trending wave and the bar closes were as follows $30.00, $30.09, $30.01, $30.05, $30.10 The wave direction would continue to stay downward trending until the close of $30.10 was achieved. As such $30.00 would be the low and the following closes $30.09, $30.01, $30.05 would be allocated to the new upward-trending wave. If however There was a series of bar closes like this $30.00, $30.09, $30.01, $30.05, $29.99 since none of the closes was equal to above the 10-cent reversal target of $30.10 but instead, a new Weis wave low was achieved ($29.99). As such the closes of $30.09, $30.01, $30.05 would all be attributed to the continued down-trending wave with a current low of $29.99, even though the closing price for the interim bars was above $30.00. Now that the Weis Wave low is now 429.99 then, in order to reverse this continued downtrend price will need to close at or above $30.09 on subsequent bar closes assuming now new low bar close is achieved. With large wave sizes, wave direction can be in limbo for many bars before a close either renews wave direction or reverses it and confirms wave direction as either a reversal or a continuation. On the zig-zag, a wave line and its volume will not be "printed" until a wave reversal is confirmed.
The wave attribution is similar when using other methods to define wave size. If ATR is used for wave size instead of a traditional wave constant size such as $0.10 or $2 or 2000 pips or ... then the wave size is calculated based on current ATR instead of the Weis wave constant (Traditional selected value).
I have the option to display pseudo-Ord volume. In truth, Ord used more traditional zig-zag pivots of bar highs and lows. Waves using closes as pivots can have some significant differences. This difference can be lessened by using smaller time frames and larger wave sizes.
There are other options such to display the delta price or pip size of a Weis Wave, the number of bars in a wave, and a few other options.
New Bearish Downtrend Script - Perfect for Short SellingIts been a while since i last uploaded a script, what i have for you today is a script which works very efficiently for downtrends and spotting reversals. This is a script i use on a weekly basis when looking to short sell.
This script includes :
Updated** Rally Candles for HTF and LTF ( End of Impulsive move signal) - The psychology of the candle when used with market information can be viewed as a end or near to the end of a big impulsive leg - when this candle occurs in BEARISH CONDITIONS, we can assume price is likely to move away short term.
Major and Minor Support Levels HTF (Areas of interest)
The Psychology on these levels is price will do something at these key levels - it takes in the last quarter price action of High Open Low Close to generate the price levels and when price comes into these areas we are likely to see a bounce or rejection from this area.
Bearish Breakout Volume Candle - This candle will paint a Purple colour bar when volume breaks above the 7day average - this shows strong momentum in the market and will usually be seen when price is in a downtrend with strong momentum.. However when this does occur we can expect a short term bounce or base so don't trade the volume bar alone.
Indecision Candles - Psychology of this candle is to show exhaustion in the trend and ideally what to see this candle appear with Rally Candles at key areas for stronger set up. When the trend is moving up, the bearish doji can appear - i tend to look at this situation as a pause in the trend.
200 EMA
Everything in this script has alert conditions to provide an edge in the markets
This is an example of how the script will look on the HTF I'm using the Daily Timeframe for reference on TSLA
This is an example of how the script looks like on the LTF, price hit the Major Resistance twice and failed to hit the 3rd time and on each leg of the impulse, the chart portrayed the LTF Rally Candles
Heres an example on how to use both Major Resistance ( Area of Interest) Rally Candle and Volume Breakout as a trade set up idea - This setup idea was on Crude Oil last week and into this week.
When added to confluences such as Supply Zones, Mitigation Levels, Quasimodo patterns etc... this will enhance the script.
I will answer any questions if i haven't made the script clear or take any requests to improve the script.
Also will be uploading the Bullish Uptrend Script soon.
Neon Juliet - PreviewThere is no TLDR, but there is a summary at the end. I strongly encourage to read full description before trying it out. Enjoy!
Background
=========
Having successful and adamant trading systems typically consists of two (oversimplified) elements: signals and risk management system. In most zero-sum games, such as trading, signals must offer an advantage against the market, and risk management system provides a safety mechanism to allow the system to exist in the future. Let me explain.
Say, I have a solid risk management system: it is diversified, with take profit and stop loss thresholds set for low risk, on average I trade less than 3% of my assets, and there’s a loss recovery mechanism, etc. Hypothetically, it’s pristine. Now, let’s trade this portfolio against a flip of a coin, essentially a signal that provides 50% probability of things turning out in my favour. How profitable is such system? My answer: it isn’t. I might be able to sustain this system for some time, but eventually this system is going to have to loosen risk restrictions to stay ahead of the commissions and borrowing costs, resulting in overtime detrimental trend.
Conversely, if the signals provide greater than 50% confidence of things turning out in my favour, but risk management is poor, I’d expect such system to end up in a disaster soon, perhaps after a few euphoric gains. (I’d isolate a top-notch signals, say >90% confidence, in another bucket, but this idealistic system is non-achievable in my practice, so I’ll leave it be)
Neon Juliet was developed to offer an advantage against given markets. Probabilities generated by this model are statistical historical outcomes. This model developed using only price action and is unable to consume any other data or price data across instruments. In other words, it doesn’t know anything you don’t see already on a chart.
Neon J performs best on complex instruments where there’s great diversity of actors and considerable daily volume .
Methodology
==========
In principle, Neon J is based on Bayes’ Theorem. Simply put, prior knowledge of price action ( aka patterns) provides basis for probability of future price action development (ex. long or short trend).
The training process is implemented outside of this script mainly due to Pine Script limitations. This script, however, contains inference portion of the model.
As input for training, daily candle data is used. From this data, feature engineering step of the training develops features, like price average divergence/convergence (think MACD ), price strength (think RSI , ADX ); multiple periods used to diversify long and short patterns. This is done to develop a “state” that is reflective of recent price development. Ex. what we’d call a trend is just a strong and consistent upward price action, but we’d need to look at most recent N candles and their pattern to know that.
Once features are developed, I train a model using Reinforcement Learning technique. Simply put, this technique allows an agent to interact with a trading simulator and take actions (ex. go long, go short, etc.). After many iterations, the agent learns conditions (patterns) that lead to positive outcomes and those that lead to negative outcomes. This learning is quantitative, which means there’s a way to tell which probabilities are strong and which are weak. These probabilities are indicated by this script.
Trained Neon J models are instruments-specific. Meaning, that model for DJI is not compatible with SP500 or any other instrument. Experimentally, I proved that such approach over-performs generalizable models (those that are trained on data from multiple instruments)
Neon J currently only support daily time frame. The limitation is purely practical to reduce the development load and model size.
Results
======
Tests show 60%-70% success rate (on average, some instruments are worse than that, some better) of individual signal when threshold is set to 0.3 (roughly equivalent to 65% probability). This is calculated with Pine Script Strategy with the following entry/exit rules:
Entry when individual signal (a dot) is above 0.3 (long) or below -0.3 (short)
Exit when 14-period smooth signal (a column) is above 0.0 (short exit) or below 0.0 (long exit)
No stop loss or take profit levels.
Pyramiding is set to 100 (to allow unrestricted action of all signals)
All trades are closed on last tested bar (to conclude all signals in-flight)
Percent Profitable is what we take as success rate in the context of this assessment. This number represents how many signals were profitable vs all signals actioned.
It is also worth noting that this assessment was performed on a time period previously unseen by the model. Simply put, we only train a model with data up until date X, then we test starting from date X onward. This ensures that the assessment is unbiased by the model already “knowing” the future. In practice, this gives confidence that future (unknown) market dynamics is going to be representative of our test results.
Be aware, the above “strategy” is not my recommended usage of this signal, it is simply an assessment technique that is meant to be as simple and unconstrained as possible.
How to use this script
================
The script calculates a probability. A term probability here is used in a loose form and means “a numeric value in roughly -1 to 1 space that represents the likelyhood of bullish or bearish price action”. Keep in mind that probability values can go over 1.0 or below -1.0. This is due to the fact that these value are normalized to -1/1 space using 95-percentile (this detail is largely unimportant for usability’s sake).
Indications
--------------
Dots (circles) indicate individual probability value on any given bar. Indicated value on a given bar indicates the probability of future price action. High (positive) values indicate high probability of long action in the future. Low (negative) values indicate high probability of short action in the future. You should interpret future as a gradient (a trend developing slowly over time) instead of being isolated to what’s immediately follows (ex. next bar)
Columns (histogram) provided as convenient view of smoothed probabilities of last N bars. This is controlled by the Smoothing parameter and defaults to 14.
Parameters
---------------
Model parameter is the backbone of this script. It is a required parameter and it is unique for each instrument. Example models provided at the end (see below). This parameter is a long 10000+ character representation of a model.
The script has two additional parameters for configuring interpretation: Threshold and Smoothing.
Threshold controls the level at which values change color (ex. above 0.3, turn neon blue, and below -0.3 turn neon purple).
Smoothing parameter provides a way to smooth out individual probabilities into a exponential moving average with the periods provided. This average is indicated using columns on the indicator.
Model expiration
----------------------
Models are valid for 1 month after training. This is done by design to prevent model deterioration. A month is proven to be a maximum period of time to hold model performance steady. After that, deterioration is likely to occur. Optimal time for model lifetime is 10 days (this is what I use for live trading), and of course most optimal (but unpractical for now) is to re-train daily.
Validity indicated with blue-tinted indicator background, while red-tinted background indicates expired period.
Preview
======
This script is released as a public script for anyone to try. My motives for this release are two-fold:
To subject the model to a variety of conditions, including traders with different experiences trading different instruments (subject to specific models offered of course). Essentially, my own testing is not enough to grasp a full breadths of scenarios. I’d like to harden it and understand where it is strong and where it might fall short (pun intended).
Get an idea on how Neon J might be useful when making trading decision. I tried to make the representation of the signals unconstrained and unopinionated, so there’s room to explore and experiment. I found that Neon J can be packaged in a number of different ways.
At this moment the script is closed-source. I might consider open-sourcing this script in future depending on how much feedback I get from this submission and whether it’d be deemed useful to others.
Summary
=======
Neon J is a set of probabilistic models for predicting future price action with ~65% accuracy. It indicates individual signals (circles) for probability of price action in a foreseeable future, while smoothed signals (columns) are provided for a more dynamic view of probable price action. Blue circle - strong long probability; Purple circle - strong short probability. Blue column - strong long trend ahead or in-progress; Purple column - strong short trend ahead or in-progress.
To use it, copy models below and provide them an input to “model” parameter when applying to a chart. Models are instrument-specific. Only daily (D) charts should be used.
The script is provided for evaluation purposes.
Models!
======
At last, here are the models (a piece of text you need to input in script parameters for each instrument)
TVC:DJI :
DJI|20121220|20221220|0.597,-0.032,0.0,-0.121,0.0,0.866,-0.046,0.0,-0.091,0.0|1.492,0.1,0.0,-0.162,0.0,-0.669,-0.037,0.0,-0.042,0.0|0.07,0.374,0.0,0.305,0.0,0.085,0.488,0.0,0.26,0.0|0.249,-0.257,0.0,0.529,0.0,-0.018,-0.233,0.0,0.502,0.0|0,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,30,10,10,10,10,10,10,30,30,10,10,10,10,60,10,10,10,20,10,40,10,10,10,80,10,10,60,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,20,20,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,20,10,10,10,20,10,10,10,10,20,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,20,50,10,10,10,10,10,10,30,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,20,30,10,10,10,10,10,50,10,10,10,10,60,10,10,10,10,10,40,10,10,10,10,10,20,30,10,10,10,10,60,10,10,10,10,10,20,10,10,10,10,10,10,10,40,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,50,10,10,10,10,10,50,10,10,10,10,50,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,20,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,40,10,10,10,10,10,10,10,30,10,10,10,10,10,10,20,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,20,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,20,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,20,20,10,10,10,10,10,10,40,10,10,10,10,10,10,10,10,30,10,10,10,10,10,30,20,10,10,10,10,10,20,20,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,50,10,10,10,10,20,40,10,10,10,70,10,10,10,10,60,10,10,10,10,10,10,40,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,50,10,10,10,10,70,10,10,10|-645,-188,-7,-97,-4,29,-18,90,60,-7,-30,117,-226,-82,-49,77,-245,53,78,221,-72,280,245,400,683,268,-74,-15,-106,-102,-3,251,302,536,47,3,-6,-179,-56,101,-62,172,176,98,-15,-71,-18,200,61,-249,-30,-38,1,94,-2,-9,47,79,-35,-15,34,-30,76,120,39,96,-47,-11,-61,-21,124,-704,0,-248,112,-193,143,-27,-14,133,170,-20,-17,-2,-120,61,-98,-32,-2,79,-2,109,-35,-16,132,-44,-63,-168,205,-28,919,235,-34,-53,-23,-243,-68,-26,-35,-54,60,-37,28,-91,-3,-21,-47,79,-127,229,61,59,-49,-139,-63,-43,91,201,-19,-80,-27,120,-122,-141,-100,-32,-25,-98,-27,50,-2,-65,-138,-7,-36,-9,53,-36,-36,-64,-11,216,-5,-664,-19,74,82,-83,-3,-66,21,386,-454,-1002,-282,-7,-52,-30,-9,-16,-148,-131,112,-484,-96,97,93,-13,-162,-49,38,31,-5,-199,-22,205,153,-29,14,-41,-222,-225,-145,107,70,-3,-8,-7,-20,-247,37,96,268,362,-95,706,-69,60,70,120,-34,-65,-152,-69,-7,69,-76,71,-5,384,109,-102,-484,-3,34,60,-20,380,244,678,292,-48,-2,-154,-17,-62,105,486,597,212,-26,-21,-310,-29,-22,-90,285,-204,-92,-290,-6,-516,-42,-16,127,-47,-7,-72,-247,76,-47,-13,43,-26,43,89,-38,30,-21,-106,-78,113,-19,-13,-8,-12,-12,362,247,-4,50,76,64,-14,-52,-16,-93,-172,53,-1,32,99,22,-75,-4,-9,31,70,116,-54,-61,-3,-55,-19,-15,176,143,-11,134,144,-11,-28,-47,-29,-136,-75,99,64,-9,-2,-24,-43,30,-161,-179,82,175,129,115,-71,-396,-202,101,-9,139,-6,-31,-312,-111,2,0,-234,-21,-52,-31,-12,-26,-37,-144,-23,68,23,-16,149,60,-64,10,-7,-8,46,210,393,-5,96,-56,89,48,475,176,20,-10,-31,-29,34,76,41,178,38,-32,-94,-33,76,-5,91,-15,123,72,-46,-13,-11,0,-37,-244,-161,155,-8,-3,165,23,77,16,-117,35,-74,-5,-107,-286,-24,-263,-14,-37,-5,-196,-290,-576,-188,41,-20,-98,-34,-45,-45,-242,40,60,-7,-10,-17,-43,73,48,-25,-8,-40,-27,-2,-5,42,73,-6,-23,8,-16,63,167,21,-99,-47,-119,-36,-59,192,158,115,123,54,-28,-1,-90,-169,-71,-72,114,156,-141,155,64,42,-88,69,-75,76,94,-4,65,102,152,-9,10,-17,-192,67,-10,-343,-90,-43,-106,12,-9,-79,-10,-73,-461,-509,-75,99,-57,0,-27,80,-156,-198,-642,-363,33,47,-28,-40,-43,-8,9,-27,-67,41,26,0,6,-49,-29,-60,32,70,34,-2,-9,-40,-240,-152,21,189,49,67,12,-12,-2,16,31,200,193,211,-150,-84,-45,58,75,44,260,128,105,-9,-11,-1,82,-94,184,-53,266,326,-55,-209,-9,54,85,308,-14,60,420,160,-39,-81,-17,-10,77,108,-28,257,-104,-53,-59,-128,-5,-13,8,119,-20,-130,-49,-9,-3,-23,-46,150,194,263,-214,-12,72,-6,-22,25,-10,290,-41,-21,-18,-1,-17,-42,-14,-21,0,-4,-23,-1,-1,-13,172,-9,224,86,-9,-2,-22,176,-6,33,186,-61,-187,-46,-33,94,172,0,16,-12,-37,59,103,118,194,1000,44,4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VANTAGE:SP500 :
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BINANCE:BTCUSD
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For more models, see a link on bio (description length limitation in this description restricts me to publish more).
Unimportant details
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“Neon” is the project code name, “J” is the iteration (versions “A” to “I” all led to a solid “J”)
Formatting options here make formatting very difficult, so forgive me poor readability.
Chart VWAP█ OVERVIEW
This indicator displays a Volume-Weighted Average Price anchored to the leftmost visible bar of the chart. It dynamically recalculates when the chart's visible bars change because you scroll or zoom your chart.
If you are not already familiar with VWAP, our Help Center will get you started. The typical VWAP is designed to be used on intraday charts, as it resets at the beginning of the day. Our Rolling VWAP , instead, resets on a rolling time window. You may also find the VWAP Auto Anchored built-in indicator worth a try.
█ HOW TO USE IT
Load the indicator on an active chart (see the Help Center if you don't know how). By default, it displays the chart's VWAP in orange and a simple average of the chart's visible close values in gray. This average can be used as a companion to the VWAP, since both are calculated from the same set of bars. The script's settings allow you to hide it.
You may also use the script's settings to enable the display of the chart's OHLC (open, high, low, close) levels and the values of the high and low. These are also calculated from the range of visible bars. You can complement the high and low lines with their price and their distance in percent from the chart's latest visible close . You can use the levels to quickly identify the distances from extreme points in the visible price range, as well as observe the visible chart's beginning and end prices.
█ NOTES FOR Pine Script™ CODERS
This script showcases three novelties:
• Dynamic recalculation on visible bars
• The VisibleChart library by PineCoders
• The new `anchor` parameter of ta.vwap()
Dynamic recalculation on visible bars
This script behaves in a novel way made possible by the recent introduction of two new built-in variables: chart.left_visible_bar_time and chart.right_visible_bar_time , which return the opening time of the leftmost and rightmost visible bars on the chart. These are only two of many new built-ins in the `chart.*` namespace. See this blog post for more information, or look up them up by typing "chart." in the Pine Script™ Reference Manual .
Any script using chart.left_visible_bar_time or chart.right_visible_bar_time acquires a unique property, which triggers its recalculation when traders scroll or zoom their chart, causing the range of visible bars to change. This new capability is what makes it possible for this script to calculate its VWAP on the chart's visible bars only, and dynamically recalculate if the user scrolls or zooms their chart.
This script is just a start to the party; endless uses for indicators that redraw on changes to the chart will no doubt emerge through the hands of our community's Pine Script™ programmers.
The VisibleChart library by PineCoders
The newly published VisibleChart library is designed to help programmers benefit from the new capabilities made possible by the fact that Pine Script™ code can now tell when it is executing on visible bars. The library's description, functions and example code will help programmers make the most of the new feature.
This script uses three of the library's functions:
• `PCvc.vVwap()` calculates a VWAP for visible bars.
• `PCvc.avg()` calculates the average of a source value for visible bars only. We use it to calculate the average close (the default source).
• `PCvc.chartXTimePct(25)` calculates a time value corresponding to 25% of the horizontal distance between visible bars, starting from the left.
The new `anchor` parameter of ta.vwap()
Our script also uses this new `anchor` parameter to reset the VWAP at the leftmost visible bar. See how simple the code is for the VisibleChart library's `vVwap()` function.
Look first. Then leap.
CVD - Cumulative Volume Delta Candles█ OVERVIEW
This indicator displays cumulative volume delta in candle form. It uses intrabar information to obtain more precise volume delta information than methods using only the chart's timeframe.
█ CONCEPTS
Bar polarity
By bar polarity , we mean the direction of a bar, which is determined by looking at the bar's close vs its open .
Intrabars
Intrabars are chart bars at a lower timeframe than the chart's. Each 1H chart bar of a 24x7 market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. Mining information from intrabars can be useful in that it offers traders visibility on the activity inside a chart bar.
Lower timeframes (LTFs)
A lower timeframe is a timeframe that is smaller than the chart's timeframe. This script uses a LTF to access intrabars. The lower the LTF, the more intrabars are analyzed, but the less chart bars can display CVD information because there is a limit to the total number of intrabars that can be analyzed.
Volume delta
The volume delta concept divides a bar's volume in "up" and "down" volumes. The delta is calculated by subtracting down volume from up volume. Many calculation techniques exist to isolate up and down volume within a bar. The simplest techniques use the polarity of interbar price changes to assign their volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which usually limits the historical depth of charts and the number of symbols for which tick data is available.
This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating volume delta. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate volume delta on historical bars on our charts. Our Volume Profile indicators use it. Other volume delta indicators in our Community Scripts such as the Realtime 5D Profile use realtime chart updates to achieve more precise volume delta calculations, but that method cannot be used on historical bars, so those indicators only work in real time.
This is the logic we use to assign intrabar volume to up or down slots:
• If the intrabar's open and close values are different, their relative position is used.
• If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.
• As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used.
Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's volume determined, the up volumes are added and the down volumes subtracted. The resulting value is volume delta for that chart bar.
█ FEATURES
CVD Candles
Cumulative Volume Delta Candles present volume delta information as it evolves during a period of time.
This is how each candle's levels are calculated:
• open : Each candle's' open level is the cumulative volume delta for the current period at the start of the bar.
This value becomes zero on the first candle following a CVD reset.
The candles after the first one always open where the previous candle closed.
The candle's high, low and close levels are then calculated by adding or subtracting a volume value to the open.
• high : The highest volume delta value found in intrabars. If it is not higher than the volume delta for the bar, then that candle will have no upper wick.
• low : The lowest volume delta value found in intrabars. If it is not lower than the volume delta for the bar, then that candle will have no lower wick.
• close : The aggregated volume delta for all intrabars. If volume delta is positive for the chart bar, then the candle's close will be higher than its open, and vice versa.
The candles are plotted in one of two configurable colors, depending on the polarity of volume delta for the bar.
CVD resets
The "cumulative" part of the indicator's name stems from the fact that calculations accumulate during a period of time. This allows you to analyze the progression of volume delta across manageable chunks, which is often more useful than looking at volume delta cumulated from the beginning of a chart's history.
You can configure the reset period using the "CVD Resets" input, which offers the following selections:
• None : Calculations do not reset.
• On a fixed higher timeframe : Calculations reset on the higher timeframe you select in the "Fixed higher timeframe" field.
• At a fixed time that you specify.
• At the beginning of the regular session .
• On a stepped higher timeframe : Calculations reset on a higher timeframe automatically stepped using the chart's timeframe and following these rules:
Chart TF HTF
< 1min 1H
< 3H 1D
<= 12H 1W
< 1W 1M
>= 1W 1Y
The indicator's background shows where resets occur.
Intrabar precision
The precision of calculations increases with the number of intrabars analyzed for each chart bar. It is controlled through the script's "Intrabar precision" input, which offers the following selections:
• Least precise, covering many chart bars
• Less precise, covering some chart bars
• More precise, covering less chart bars
• Most precise, 1min intrabars
As there is a limit to the number of intrabars that can be analyzed by a script, a tradeoff occurs between the number of intrabars analyzed per chart bar and the chart bars for which calculations are possible.
Total volume candles
You can choose to display candles showing the total intrabar volume for the chart bar. This provides you with more context to evaluate a bar's volume delta by showing it relative to the sum of intrabar volume. Note that because of the reasons explained in the "NOTES" section further down, the total volume is the sum of all intrabar volume rather than the volume of the bar at the chart's timeframe.
Total volume candles can be configured with their own up and down colors. You can also control the opacity of their bodies to make them more or less prominent. This publication's chart shows the indicator with total volume candles. They are turned off by default, so you will need to choose to display them in the script's inputs for them to plot.
Divergences
Divergences occur when the polarity of volume delta does not match that of the chart bar. You can identify divergences by coloring the CVD candles differently for them, or by coloring the indicator's background.
Information box
An information box in the lower-left corner of the indicator displays the HTF used for resets, the LTF used for intrabars, and the average quantity of intrabars per chart bar. You can hide the box using the script's inputs.
█ INTERPRETATION
The first thing to look at when analyzing CVD candles is the side of the zero line they are on, as this tells you if CVD is generally bullish or bearish. Next, one should consider the relative position of successive candles, just as you would with a price chart. Are successive candles trending up, down, or stagnating? Keep in mind that whatever trend you identify must be considered in the context of where it appears with regards to the zero line; an uptrend in a negative CVD (below the zero line) may not be as powerful as one taking place in positive CVD values, but it may also predate a movement into positive CVD territory. The same goes with stagnation; a trader in a long position will find stagnation in positive CVD territory less worrisome than stagnation under the zero line.
After consideration of the bigger picture, one can drill down into the details. Exactly what you are looking for in markets will, of course, depend on your trading methodology, but you may find it useful to:
• Evaluate volume delta for the bar in relation to price movement for that bar.
• Evaluate the proportion that volume delta represents of total volume.
• Notice divergences and if the chart's candle shape confirms a hesitation point, as a Doji would.
• Evaluate if the progress of CVD candles correlates with that of chart bars.
• Analyze the wicks. As with price candles, long wicks tend to indicate weakness.
Always keep in mind that unless you have chosen not to reset it, your CVD resets for each period, whether it is fixed or automatically stepped. Consequently, any trend from the preceding period must re-establish itself in the next.
█ NOTES
Know your volume
Traders using volume information should understand the volume data they are using: where it originates and what transactions it includes, as this can vary with instruments, sectors, exchanges, timeframes, and between historical and realtime bars. The information used to build a chart's bars and display volume comes from data providers (exchanges, brokers, etc.) who often maintain distinct feeds for intraday and end-of-day (EOD) timeframes. How volume data is assembled for the two feeds depends on how instruments are traded in that sector and/or the volume reporting policy for each feed. Instruments from crypto and forex markets, for example, will often display similar volume on both feeds. Stocks will often display variations because block trades or other types of trades may not be included in their intraday volume data. Futures will also typically display variations.
Note that as intraday vs EOD variations exist for historical bars on some instruments, differences may also exist between the realtime feeds used on intraday vs 1D or greater timeframes for those same assets. Realtime reporting rules will often be different from historical feed reporting rules, so variations between realtime feeds will often be different from the variations between historical feeds for the same instrument. The Volume X-ray indicator can help you analyze differences between intraday and EOD volumes for the instruments you trade.
If every unit of volume is both bought by a buyer and sold by a seller, how can volume delta make sense?
Traders who do not understand the mechanics of matching engines (the exchange software that matches orders from buyers and sellers) sometimes argue that the concept of volume delta is flawed, as every unit of volume is both bought and sold. While they are rigorously correct in stating that every unit of volume is both bought and sold, they overlook the fact that information can be mined by analyzing variations in the price of successive ticks, or in our case, intrabars.
Our calculations model the situation where, in fully automated order handling, market orders are generally matched to limit orders sitting in the order book. Buy market orders are matched to quotes at the ask level and sell market orders are matched to quotes at the bid level. As explained earlier, we use the same logic when comparing intrabar prices. While using intrabar analysis does not produce results as precise as when individual transactions — or ticks — are analyzed, results are much more precise than those of methods using only chart prices.
Not only does the concept underlying volume delta make sense, it provides a window on an oft-overlooked variable which, with price and time, is the only basic information representing market activity. Furthermore, because the calculation of volume delta also uses price and time variations, one could conceivably surmise that it can provide a more complete model than ones using price and time only. Whether or not volume delta can be useful in your trading practice, as usual, is for you to decide, as each trader's methodology is different.
For Pine Script™ coders
As our latest Polarity Divergences publication, this script uses the recently released request.security_lower_tf() Pine Script™ function discussed in this blog post . It works differently from the usual request.security() in that it can only be used at LTFs, and it returns an array containing one value per intrabar. This makes it much easier for programmers to access intrabar information.
Look first. Then leap.
[Sextan] M-Oscillator BacktestLevel: 1
NOTE: This is a request by @scantor516 to backtest M-Oscillator by Mango2Juice with my Sextan framework. I ONLY take 5 minutes to perform it and how much time would you cost for this work?
Courtesy of Mango2Juice for M-Oscillator script.
You can backtest many of my indicators in minutes now! Of course,you can define your own indicator in the highlighted area in compliance with the uniform format, which guarantee when you use "Indicator on Indicator" function, it would not produce any error.
Background
Backtesting of technical indicators and strategies is the most common way to understand a quantitative strategy. However, the complicated configuration and adaptation work of backtesting many quantitative tools makes many traders who do not understand the code daunted. Moreover, although I have written a lot of strategies, I am still not very satisfied with the backtest configuration and writing efficiency. Therefore, I have been thinking about how to build a backtesting framework that can quickly and easily evaluate the backtesting performance of any indicator with a "long/short entry" indicator, that is, a "simple backtesting tool for dummies". The performance requirements should be stable, and the operation should be simple and convenient. It is best to "copy", "paste", and "a few mouse clicks" to complete the quick backtest and evaluation of a new indicator.
Luckily, I recently realized that TradingView provides an "Indicator on Indicator" feature, which is the perfect foundation for doing "hot swap" backtesting. My basic idea is to use a two-layer design. The first layer is the technical indicator signal source that needs to be embedded, which is only used to provide buy and sell signals of custom strategies; the second layer is the trading system, which is used to receive the output signals of the first layer, and filter the signals according to the agreed specifications. , Take Profit, Stop Loss, draw buy and sell signals and cost lines, define and send custom buy and sell alert messages to mobile phones, social software or trading interfaces. In general, this two-layer design is a flexible combination of "death and alive", which can meet the needs of most traders to quickly evaluate the performance of a certain technical indicator. The first layer here is flexible. Users can insert their own strategy codes according to my template, and they can draw buy and sell signals and output them to the second layer. The second layer is fixed, and the overall framework is solidified to ensure the stability and unity of the trading system. It is convenient to compare different or similar strategies under the same conditions. Finally, all trading signals are drawn on the chart, and the output strategy returns. test report.
The main function:
The first layer: "{Sextan} Your Indicator Source", the script provides a template for personalized strategy input, and the signal and definition interfaces ensure full compatibility with the second layer. Backtesting is performed stably in the backtesting framework of the layer. The first layer of this script is also relatively simple: enter your script in the highlighted custom script area, and after ensuring the final buy and sell signals long = bool condition, short = bool condition, the design of the first layer is considered complete. Input it into the PINE script editor of TradingView, save it and add it to the chart, you can see the pulse sequence in yellow (buy) and purple (sell) on the sub-picture, corresponding to the main picture, you can subjectively judge that the quality of the trading point of the strategy is good Bad.
The second layer: "{Sextan} PINEv4 Sextans Backtest Framework". This script is the standardized trading system strategy execution and alarm, used to generate the final report of the strategy backtest and some key indicators that I have customized that I find useful, such as: winning rate , Odds, Winning Surface, Kelly Ratio, Take Profit and Stop Loss Thresholds, Trading Frequency, etc. are evaluated according to the Kelly formula. To use the second layer, first load it into the TrainingView chart, no markers will appear on the chart, since you have not specified any strategy source signals, click on the gear-shaped setting next to the "{Sextan} PINEv4 Sextans BTFW" header button, you can open the backtest settings, the first item is to select your custom strategy source. Because we have added the strategy source to the chart in the previous step, you can easily find an option "{Sextan} Your Indicator Source: Signal" at the bottom of the list, this is the strategy source input we need, select and confirm , you can see various markers on the main graph, and quickly generate a backtesting profit graph and a list of backtesting reports. You can generate files and download the backtesting reports locally. You can also click the gear on the backtest chart interface to customize some conditions of the backtest, including: initial capital amount, currency type, percentage of each order placed, amount of pyramid additions, commission fees, slippage, etc. configuration. Note: The configuration in the interface dialog overrides the same configuration implemented by the code in the backtest script.
How to output charts:
The first layer: "{Sextan} Your Indicator Source", the output of this script is the pulse value of yellow and purple, yellow +1 means buy, purple -1 means sell.
The second layer: PINEv4 Sextans Backtest Framework". The output of this script is a bit complicated. After all, it is the entire trading system with a lot of information:
1. Blue and red arrows. The blue upward arrow indicates long position, the red downward arrow indicates short position, and the horizontal bar at the end of the purple arrow indicates take profit or stop loss exit.
2. Red and green lines. This is the holding cost line of the strategy, green represents the cost of holding a long position, and red represents the cost of holding a short position. The cost line is a continuous solid line and the price action is relatively close.
3. Green and yellow long take profit and stop loss area and green and yellow long take profit and stop loss fork. Once a long position is held, there is a conditional order for take profit and stop loss. The green horizontal line is the long take profit ratio line, and the yellow is the long stop loss ratio line; the green cross indicates the long take profit price, and the yellow cross indicates the long position. Stop loss price. It's worth noting that the prongs and wires don't necessarily go together. Because of the optimization of the algorithm, for a strong market, the take profit will occur after breaking the take profit line, and the profit will not be taken until the price falls.
4. The purple and red short take profit and stop loss area and the purple red short stop loss fork. Once a short position is held, there will be a take profit and stop loss conditional order, the red is the short take profit ratio line, and the purple is the short stop loss ratio line; the red cross indicates the short take profit price, and the purple cross indicates the short stop loss price.
5. In addition to the above signs, there are also text and numbers indicating the profit and loss values of long and short positions. "L" means long; "S" means short; "XL" means close long; "XS" means close short.
TradingView Strategy Tester Panel:
The overview graph is an intuitive graph that plots the blue (gain) and red (loss) curves of all backtest periods together, and notes: the absolute value and percentage of net profit, the number of all closed positions, the winning percentage, the profit factor, The maximum trading loss, the absolute value and ratio of the average trading profit and loss, and the average number of K-lines held in all trades.
Another is the performance summary. This is to display all long and short statistical indicators of backtesting in the form of a list, such as: net profit, gross profit, Sharpe ratio, maximum position, commission, times of profit and loss, etc.
Finally, the transaction list is a table indexed by the transaction serial number, showing the signal direction, date and time, price, profit and loss, accumulated profit and loss, maximum transaction profit, transaction loss and other values.
Remarks
Finally, I will explain that this is just the beginning of this model. I will continue to optimize the trading system of the second layer. Various optimization feedback and suggestions are welcome. For valuable feedback, I am willing to provide some L4/L5 technical indicators as rewards for free subscription rights.
Volume X-ray [LucF]█ OVERVIEW
This tool analyzes the relative size of volume reported on intraday vs EOD (end of day) data feeds on historical bars. If you use volume data to make trading decisions, it can help you improve your understanding of its nature and quality, which is especially important if you trade on intraday timeframes.
I often mention, when discussing volume analysis, how it's important for traders to understand the volume data they are using: where it originates, what it includes and does not include. By helping you spot sizeable differences between volume reported on intraday and EOD data feeds for any given instrument, "Volume X-ray" can point you to instruments where you might want to research the causes of the difference.
█ CONCEPTS
The information used to build a chart's historical bars originates from data providers (exchanges, brokers, etc.) who often maintain distinct historical feeds for intraday and EOD timeframes. How volume data is assembled for intraday and EOD feeds varies with instruments, brokers and exchanges. Variations between the two feeds — or their absence — can be due to how instruments are traded in a particular sector and/or the volume reporting policy for the feeds you are using. Instruments from crypto and forex markets, for example, will often display similar volume on both feeds. Stocks will often display variations because block trades or other types of trades may not be included in their intraday volume data. Futures will also typically display variations. It is even possible that volume from different feeds may not be of the same nature, as you can get trade volume (market volume) on one feed and tick volume (transaction counts) on another. You will sometimes be able to find the details of what different feeds contain from the technical information provided by exchanges/brokers on their feeds. This is an example for the NASDAQ feeds . Once you determine which feeds you are using, you can look for the reporting specs for that feed. This is all research you will need to do on your own; "Volume X-ray" will not help you with that part.
You may elect to forego the deep dive in feed information and simply rely on the figure the indicator will calculate for the instruments you trade. One simple — and unproven — way to interpret "Volume X-ray" values is to infer that instruments with larger percentages of intraday/EOD volume ratios are more "democratic" because at intraday timeframes, you are seeing a greater proportion of the actual traded volume for the instrument. This could conceivably lead one to conclude that such volume data is more reliable than on an instrument where intraday volume accounts for only 3% of EOD volume, let's say.
Note that as intraday vs EOD variations exist for historical bars on some instruments, there will typically also be differences between the realtime feeds used on intraday vs 1D or greater timeframes for those same assets. Realtime reporting rules will often be different from historical feed reporting rules, so variations between realtime feeds will often be different from the variations between historical feeds for the same instrument. A deep dive in reporting rules will quickly reveal what a jungle they are for some instruments, yet it is the only way to really understand the volume information our charts display.
█ HOW TO USE IT
The script is very simple and has no inputs. Just add it to 1D charts and it will calculate the proportion of volume reported on the intraday feed over the EOD volume. The plots show the daily values for both volumes: the teal area is the EOD volume, the orange line is the intraday volume. A value representing the average, cumulative intraday/EOD volume percentage for the chart is displayed in the upper-right corner. Its background color changes with the percentage, with brightness levels proportional to the percentage for both the bull color (% >= 50) or the bear color (% < 50). When abnormal conditions are detected, such as missing volume of one kind or the other, a yellow background is used.
Daily and cumulative values are displayed in indicator values and the Data Window.
The indicator loads in a pane, but you can also use it in overlay mode by moving it on the chart with "Move to" in the script's "More" menu, and disabling the plot display from the "Settings/Style" tab.
█ LIMITATIONS
• The script will not run on timeframes >1D because it cannot produce useful values on them.
• The calculation of the cumulative average will vary on different intraday timeframes because of the varying number of days covered by the dataset.
Variations can also occur because of irregularities in reported volume data. That is the reason I recommend using it on 1D charts.
• The script only calculates on historical bars because in real time there is no distinction between intraday and EOD feeds.
• You will see plenty of special cases if you use the indicator on a variety of instruments:
• Some instruments have no intraday volume, while on others it's the opposite.
• Missing information will sometimes appear here and there on datasets.
• Some instruments have higher intraday than EOD volume.
Please do not ask me the reasons for these anomalies; it's your responsibility to find them. I supply a tool that will spot the anomalies for you — nothing more.
█ FOR PINE CODERS
• This script uses a little-known feature of request.security() , which allows us to specify `"1440"` for the `timeframe` argument.
When you do, data from the 1min intrabars of the historical intraday feed is aggregated over one day, as opposed to the usual EOD feed used with `"D"`.
• I use gaps on my request.security() calls. This is useful because at intraday timeframes I can cumulate non- na values only.
• I use fixnan() on some values. For those who don't know about it yet, it eliminates na values from a series, just like not using gaps will do in a request.security() call.
• I like how the new switch structure makes for more readable code than equivalent if structures.
• I wrote my script using the revised recommendations in the Style Guide from the Pine v5 User Manual.
• I use the new runtime.error() to throw an error when the script user tries to use a timeframe >1D.
Why? Because then, my request.security() calls would be returning values from the last 1D intrabar of the dilation of the, let's say, 1W chart bar.
This of course would be of no use whatsoever — and misleading. I encourage all Pine coders fetching HTF data to protect their script users in the same way.
As tool builders, it is our responsibility to shield unsuspecting users of our scripts from contexts where our calcs produce invalid results.
• While we're on the subject of accessing intrabar timeframes, I will add this to the intention of coders falling victim to what appears to be
a new misconception where the mere fact of using intrabar timeframes with request.security() is believed to provide some sort of edge.
This is a fallacy unless you are sending down functions specifically designed to mine values from request.security() 's intrabar context.
These coders do not seem to realize that:
• They are only retrieving information from the last intrabar of the chart bar.
• The already flawed behavior of their scripts on historical bars will not improve on realtime bars. It will actually worsen because in real time,
intrabars are not yet ordered sequentially as they are on historical bars.
• Alerts or strategy orders using intrabar information acquired through request.security() will be using flawed logic and data most of the time.
The situation reminds me of the mania where using Heikin-Ashi charts to backtest was all the rage because it produced magnificent — and flawed — results.
Trading is difficult enough when doing the right things; I hate to see traders infected by lethal beliefs.
Strive to sharpen your "herd immunity", as Lionel Shriver calls it. She also writes: "Be leery of orthodoxy. Hold back from shared cultural enthusiasms."
Be your own trader.
█ THANKS
This indicator would not exist without the invaluable insights from Tim, a member of the Pine team. Thanks Tim!
Moses Long-term Index ETF Investing StrategyMoses is a script designed for long-term Index ETF investors.
Moses Goals.
1. Alerts you when a major crash is starting or is underway (Bear Market Signal)
2. Warn you of price events in the market that may lead to increased volatility and downward price pressure (Shock Event Warning)
3. Clearly inform you when the market is in a bull phase (growing) or bear phase (decreasing) (Bull/Bear Signal)
4. Inform you if the market is showing early signs of recovery from a crash
5. Alert you to catastrophic events, which are extreme one bar price drops (typically occurring before or during a major stock market crash)
Moses Logic.
Moses is the product of years of testing, but the application of the logic is simple.
1. Moses is designed specifically to work on a weekly chart (5 days per bar). Do not use the scripts on daily, monthly, or intraday charts
2. Moses Uses 4 Moving Average Indicators
3. Moses uses the position of price and the moving averages to determine the state of the market (Bull/Bear/Recovery)
4. Moses uses price action to determine shock events and catastrophic event warnings
5. The script is hardcoded to start trading in 1997. Why? So that the script's primary goal of avoiding crashes is tested on 3 major crashes, the Dotcom 2000, the Financial Crisis 2008, and the Corona Crash in 2020.
How Moses Works
Being able to exit the market before or during a large market crash enables you to preserve a portion of your equity from decline. Buying back into the market on a Bull Market or Early Recovery Signal enables you to enter the market at a lower price. This goal is achieved during major crashes.
As with all scripts, there are false signals which may incur a losing trade; you can see in the strategy tester results the % of Winning/Losing Trades.
Strategy Setup In Tradingview
Initial Capital $10,000
Order Size 100% of equity (this is because it is a long-term strategy with only one trade in play – you are either long or not invested, using a smaller position size means you cannot meaningfully compare a Moses strategy to a Buy & Hold Strategy)
Commission is $5 per trade (this is negligible because the strategy only trades at most once per year)
Slippage – 10 ticks
This Script Displays the 5 Main MOSES Signals Directly On Your Chart To Help Your Investing Decision Making
1. Bull Market Signal - Green
2. Bear Market Signal - Red
3. Stock Market Recovery Signal - Amber/Yellow
4. Shock Event Warning - Shock Label on Price
5. Catastrophic Event Warning - Red Catastrophe Label
Includes 5 Moses Scripts
• Moses Signals 2.0 (plots all alerts directly on the price chart)
• Moses Buy on Bull - Sell on Bear (Plots a buy on the first Bull Market Signal - Closes All Positions on a Bear Market Signal)
• Moses Buy on Bull - Sell on Catastrophe (Plots a buy on the first Bull Market Signal - Closes All Positions on a Catastrophic event)
• Moses Buy on Recovery - Sell on Catastrophe (Plots a buy on the first Recovery Signal - Closes All Positions on a Catastrophic Event)
• Buy & Hold Script (Used to compare the effectiveness of the strategies versus a Buy and Hold Strategy)
As the script has 3 Moses Strategies, the idea is that you choose the strategy that best fits the ETF you are trading.
Moses is a long-term investing strategy that has historically outperformed the US and European Major Indices for the last 24 years. There is no guarantee of future performance.
Moses has outperformed the market (buy and hold strategy) from 1997 on the:
Nasdaq 100, S&P500, Russell 3000, Nasdaq Composite, EuroStoxx 50, Italian Milano Borsa, German DAX, Paris CAC40
Moses does not outperform the market on:
Nifty 50, BSE Sensex, ASX 200, Chinese Market
Backtested Performance
Test Timeframe Jan 13 1997 - Sept 21 2021
Duration Years 24.75
Initial Investment $10,000
North America Strategy-------------------------------$ Return------------CAGR-------Total %
Nasdaq 100 Buy & Hold----------------------------$176,380-----------12.30%------1664%
Buy Bull - Sell Bear------------------$288,554-----------14.55%------2786%
Buy Bull - Sell Catastrophe---------$202,491-----------12.92%------1925%
Buy Recovery - Sell Catastrophe---$229,866-----------13.50%------2199%
North America Strategy-------------------------------$ Return-----------CAGR------Total %
S&P 500 Buy & Hold----------------------------$58,122-----------7.37%------481%
Buy Bull - Sell Bear------------------$48,544-----------6.59%------385%
Buy Bull - Sell Catastrophe $59,573-----------7.48%------496%
Buy Recovery - Sell Catastrophe $64,579-----------7.83%------546%
North America Strategy-------------------------------$ Return-----------CAGR------Total %
Russell 3000 Buy & Hold----------------------------$61,363-----------7.61%------514%
Buy Bull - Sell Bear------------------$52,957-----------6.97%------430%
Buy Bull - Sell Catastrophe---------$64,027-----------7.79%------540%
Buy Recovery - Sell Catastrophe---$71,565-----------8.28%------616%
North America Strategy-------------------------------$ Return-----------CAGR------Total %
Nasdaq Composite Buy & Hold----------------------------$112,839-----------10.29%------1028%
Buy Bull - Sell Bear------------------$123,308-----------10.68%------1133%
Buy Bull - Sell Catastrophe---------$107,699-----------10.08%------977%
Buy Recovery - Sell Catastrophe---$112,453-----------10.27%------1025%
*CAGR - Compound Annual Growth Rate
From a Declaration of Principles jointly adopted by a Committee of the American Bar Association and a Committee of Publishers
This work is provided to you for informational purposes only and should not be construed as an offer to buy or sell a particular security or a solicitation of offers to buy or sell a particular security. The author may make available certain information related to the potential price movement of particular securities. By reading this report or using the training materials, you acknowledge and agree that any reliance upon the content or data available is at your own sole risk. You are strongly advised to use your own judgment, your own research, and question everything. The information is generic in nature and not targeted to individuals or individual circumstances. The author is an independent investor and is not licensed to give formal Stock advice to the individual, run funds of any type, or accept fees for individual stock advice. The Author accepts no responsibility for loss of money for following any of the lessons or systems created. Trading of securities may not be suitable for all users of this information; if in doubt, seek a professional advisor. All use of this work is at your sole risk.
Super Cipher BThis is the first release of Super Cipher B. The script will get regular updates and includes a user manual.
This is the first release of the script which is already powerful. The script has been designed to work as a binance futures trading bot.
I only recommend using it as it is now on coins that are in a long term bullish market.
I am not responsible for possible losses using this script as no script in the world can 100% guarantee to never take any losses.
The script is a modified version with new strategies and functionality. The original script was published for free by VumanChu, this script is based on the original code of that script. This is a version of the script used for Binance Futures botting and will provide buy Dots which are more failsafe than the original green divergence dot in the VumanChu script.
All info on how to set up the script for botting is inside the user manual: The user manual also includes my current profits on 3commas.
Weis pip zigzag jayyWhat you see here is the Weis pip zigzag wave plotted directly on the price chart. This script is the companion to the Weis pip wave ( ) which is plotted in the lower panel of the displayed chart and can be used as an alternate way of plotting the same results. The Weis pip zigzag wave shows how far in terms of price a Weis wave has traveled through the duration of a Weis wave. The Weis pip zigzag wave is used in combination with the Weis cumulative volume wave. The two waves must be set to the same "wave size".
To use this script you must set the wave size. Using the traditional Weis method simply enter the desired wave size in the box "Select Weis Wave Size" In this example, it is set to 5. Each wave for each security and each timeframe requires its own wave size. Although not the traditional method a more automatic way to set wave size would be to use ATR. This is not the true Weis method but it does give you similar waves and, importantly, without the hassle described above. Once the Weis wave size is set then the pip wave will be shown.
I have put a pip zigzag of a 5 point Weis wave on the bar chart - that is a different script. I have added it to allow your eye to see what a Weis wave looks like. You will notice that the wave is not in straight lines connecting wave tops to bottoms this is a function of the limitations of Pinescript version 1. This script would need to be in version 4 to allow straight lines. There are too many calculations within this script to allow conversion to Pinescript version 4 or even Version 3. I am in the process of rewriting this script to reduce the number of calculations and streamline the algorithm.
The numbers plotted on the chart are calculated to be relative numbers. The script is limited to showing only three numbers vertically. Only the highest three values of a number are shown. For example, if the highest recent pip value is 12,345 only the first 3 numerals would be displayed ie 123. But suppose there is a recent value of 691. It would not be helpful to display 691 if the other wave size is shown as 123. To give the appropriate relative value the script will show a value of 7 instead of 691. This informs you of the relative magnitude of the values. This is done automatically within the script. There is likely no need to manually override the automatically calculated value. I will create a video that demonstrates the manual override method.
What is a Weis wave? David Weis has been recognized as a Wyckoff method analyst he has written two books one of which, Trades About to Happen, describes the evolution of the now popular Weis wave. The method employed by Weis is to identify waves of price action and to compare the strength of the waves on characteristics of wave strength. Chief among the characteristics of strength is the cumulative volume of the wave. There are other markers that Weis uses as well for example how the actual price difference between the start of the Weis wave from start to finish. Weis also uses time, particularly when using a Renko chart. Weis specifically uses candle or bar closes to define all wave action ie a line chart.
David Weis did a futures io video which is a popular source of information about his method.
This is the identical script with the identical settings but without the offending links. If you want to see the pip Weis method in practice then search Weis pip wave. If you want to see Weis chart in pdf then message me and I will give a link or the Weis pdf. Why would you want to see the Weis chart for May 27, 2020? Merely to confirm the veracity of my algorithm. You could compare my Weis chart here () from the same period to the David Weis chart from May 27. Both waves are for the ES!1 4 hour chart and both for a wave size of 5.
TA Basics: further "Steps" with our Moving AverageSo far in this series of posts, we have worked thru creating a basic zero-lag moving average, then moved forward all the way to coding a "Fibonacci" Weighted Moving Average.
in this post we take a look at a technique that can help traders minimize noise in the underlying data and get better insight on the changes that are happening in the data series represented by the moving average. we'll look at adding "stepping" to our Fibonacci Moving Average as an example. we introduce the Stepping Fibonacci Moving Average , or Step_FiMA
note that you can use the same technique with any plot you may have. feel free to copy or leverage the relevant parts of the script - the script is commented to make this easier.
How is this useful?
==================
with "stepping", you get your indicator to "round" the outcome into pre-specified bands or ranges. this works very similar to how, for example, range or Renko charts work. you can easily see the difference in the chart above once we look at a non-stepped and a stepping moving average of the same length side-by-side
the more granular your timeframe is, you will see the effect of the stepping clearer - here's how the same chart looks when we go into the 1-hr aggregation
Notes about this script
====================
there are couple of pieces i wanted to highlight in the script if you plan to use some of it :
1 - the step(x) function is meant to try to automatically pick the best "suitable" step size based on the range of the underlying series (for example, the closing price). these ranges i included here in the code are just my own "best choices" - you are totally welcome to adjust these ranges and the resulting step size to your own preference
2 - we applied the stepping as a user-choice. user can choose a manual entry, or "0" to get the code to automatically pick the step size, or enter -1 (or actually any value below zero) to cancel the stepping option altogether - this gives us some flexibility on how to use the stepping in an indicator
3 - very important (and somehow confusing): on the "rounding" approach:
the magic math formula that actually creates the stepping is this one
result = round(input / step) * step
now, this tells the script to "round" the result up or down (the basic rounding) -- so for example, a price of 17 with a step of 5 would be rounded (down) to 15, where as a price of 18 would be rounded "up" to 20 -- this is not the way some of us would expect or want, cause the price never reached 20 and they would want an 18 to still be rounded to 15 - and the stepping line not to show 20 *until* the price actually hits or exceeds 20 -- in that case, you would need to replace the function "round" with the function "floor" --
so the new formula becomes: floor(input / step) * step
-- in an ideal world, we can make this rounding choice a user-option in the settings -- maybe in an improved version
4 - we kept the smoothing option, and it takes place before the stepping is applied - we continue to use that smoothing to further minimize the level changes in the FiMA line.
I hope you find this script useful in your journey with technical analysis and DIY scripting, and good luck in your trading.
GA - Momentum DivergencesGA Momentum Divergences Script highlights Trend Strength, Overbought-Oversold Conditions, Regular-Hidden Divergences. Besides, it shows the Buying-Selling Pressure.
The practical use of any Momentum Curve helps in the comprehension of:
Supply-Demand Absorption.
Thrusts and their shortening.
The reversing and the continuation of the trend.
True Strength of the Trend.
Price Strength.
Increase and Decrease in Buying-Selling Pressure.
You choose which curve to show, according to your needs. There are 2 groups of curves.
Momentum Curves
GA Momentum.
Commodity Channel Index ( CCI ).
Relative Strength Index ( RSI ).
Stochastic %K.
True Strength Indicator ( TSI ).
Money Flow Curves
GA Money Flow.
Chaikin Money Flow.
Money Flow Index.
Every Curve used in this script has 0 as center. This means that RSI and Stochastic Curves wave around 0 and not around 50.
Fractal Algorithm for Pivots and Divergences
GA Momentum script highlights Divergences. This is possible by the Fractal Calculation of Pivot Points .
The sensibility of the algorithm depends on the look back and on the look forward of pivot points . This means that it does not highlight every divergence. But it marks divergences according to settings.
Besides, the interpretation of those divergences depends on the experience of the trader.
This feature has a particular use for the purpose to simplify and optimize. Besides, it is a very important feature provided by the GA Money Flow script.
Regular and Hidden Divergences highlight the weakening and strengthening of the price behavior. They give an anticipation to price changing. Besides, they enforce the judgment on the condition that marks the price continuation.
The Fractal Algorithm can also mark a Channel. This happens enveloping the Curve between its marked pivot points .
Flags and lines mark Divergences in the Curve. GA Momentum Divergences highlights Regular Divergences and Hidden Divergences.
Price and Momentum, Volume and Money Flow
The GA Momentum script works with any marketplace. It uses price variations and volume variations, according to needs and market.
Every curve available in the script is a mathematical discretization of the market. But in those marketplaces that includes the volume you can use Money Flow Curves. Where the volume is missing the Money Flow Curves return zero. In this case, a Momentum Curve is the right choice because it uses the price variations.
GA Momentum and GA Money Flow are formulas built for this script. They include several peculiarities that are a privilege of other functions. This gives a better visual impact by their practical use.
TSI Curve or RSI Curve are the right choices to replace Money Flow Curves where the volume is not available. In the same way, RSI Curve can replace the TSI Curve for the Trend Strength. Then, the RSI Curve is universal. It works on any marketplace giving a lot of information, using it in the right way.
RSI is a slow curve. It waves above and below the middle line, according to the bullish and bearish trend . This is why it incorporates the Trend Strength in its calculation.
Instead, other choices give Faster Momentum Curves that give different advantages and peculiarities. The final result and purpose do not change.
Market Conditions
Overbought and Oversold Conditions could not cause the immediate reversing of the trend. The changing occurs according to Thrusts and their shortening.
This happens by one or more rebounds in the price action. Indeed, this marks hesitation to continue the advancing or the declining of the price.
The Momentum Curve can highlight the absorption of Supply Pressure and Supporting Demand. This precedes the Climactic Point so as a Thrust during the advancing or declining of the price.
True Strength and Money Flow curves follow the trend. They show where the trend is weakening or strengthening.
When these curves rise together with the trend, this confirms the trend. Instead, when these curves hesitate, they are marking a changing.
TSI and Money Flow have advantages. They show the continuation of the trend by its positive or negative value. Besides, they show the shortening of the trend. Moreover, the curve anticipates the shortening of the thrust.
Money Flow Curves highlights the prevailing of Buying Pressure of Selling Pressure. This is possible because their formulas includes the volume . But the TSI discretization that uses prices, works giving a fair result.
This returns an unconditional conclusion. The volume has a high relevance because of the correlation between effort and result. But despite this, the mathematical discretization of the market can work without it.
Short and Long Signal Lines
The GA Momentum plots 2 extra curves to support the market momentum interpretation. They are Exponential Moving Average applied to the momentum curve.
The Short Signal Line follows the main curve and it gives the first crossing for an entry signal. Of course, this is useful only when there are the right condition for an entry point.
Instead, the Long Signal Line exists to be a trending indicator. When the main curve is approaching it, rebounds, the shortening of the thrust, can mark a changing. Following the thrust, these curves become closer and closer for some waves. This becomes better visible by the plotting of the Histogram.
The Histogram shows the difference between the main curve and the Long Signal Line. The distance between those curves becomes relevant and helpful in many circumstances. This highlights the changing in the Strength or Weakness of the trend.
Short and Long Signal Curves can have a partial plotting. This reduces the impact of those curves on screen. The script can show them only when they give a relevant visual impact for the trading practice.
Coloring
GA Momentum Script colors curve and price bars. It highlights conditions where the price is Overbought or Oversold. But it highlights also divergences with labels and colored lines.
The script plots colors on bars with extended prices. Besides, the script plots colors on bars that are the ending of divergences
GA Momentum script colors the price bars using the same criteria applied to color curves. Color used on the Curve are the same used on the price bars.
True Strength Curve and Momentum Curves color price bars. This happens for the entire Trend Strength. Then the prevailing of the Buying Pressure or Bearish Pressure is also visible on bars. This occurs by the persistent green or red colors according to Pressure and Trend.
Alerts
GA Momentum provides 2 alerts for Bearish and Bullish Signals. Both uses the crossing of Short and Long Signals in the same direction.
Note: I restrict access to the tool.
Regards
Girolamo Aloe
Founder of Profiting Me
Triple Moving Average HeatmapHi everyone
I didn't publish on Friday because I was working on an Expert Advisor in MT4. The day I don't publish, some scripts spamming guys published many (not useful) scripts the same to kick me out of the TOP #1 ranking.
So what I'm going to do about it? crying or sharing more quality scripts than before? :)
I guess you know the answer :) I'm gonna share a few quality scripts that I have in my library. I noticed that you guys tend to like more the scripts useful for your trading actually making you money rather than a copy-paste (of another copy-paste)
Alright, enough for the trolling now let's introduce the Three MA heatmap which is an upgrade of that script : MA-heatmap-Double-cross-edition/
The challenge was to keep the heatmap not rolling and to make it match with the MA cross. I did it using this
```
since_ma_buy = barssince(macrossover)
since_ma_sell = barssince(macrossunder)
heatmap_color() =>
since_ma_buy < since_ma_sell ? color.new(color.green, 20) : since_ma_buy > since_ma_sell ? color.new(color.red, 20) : na
```
This is a technique that I found after drinking three glasses of red wine (#french) to keep the heatmap stable and not rolling.
To get what I'm saying I invite you to replace the piece of code above by what everyone would normally do
```
heatmap_color() =>
macrossunder() ? color.new(color.green, 20) : macrossover() ? color.new(color.red, 20) : na
```
Ah and I'm not done sharing for the day, a few scripts are coming also after that one and tonight !!!!! I want to live in a world where you guys can enjoy quality scripts (mostly) :)
PS
____________________________________________________________
Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future.
- I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies
Jump on a 1 to 1 coaching with me
- You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
Dragon-Bot - Default ScriptDragon-Script is a framework to make it as easy as possible to test your own strategies and set alerts for external execution bots. This is the alerts version of the script.
The script has many features build in, like:
1) A ping/pong mechanism between longs and shorts
2) A stop-loss
3) Trailing Stops with several ways to calculate them.
4) 2 different ways to flip from long to short.
The script is divided into several parts.
The first part of the script is used to set all the variables. You should normally never change the first part except for the comments at the top.
The second part of the script is the part where you initialise all your indicators. Several indicators can be found on Tradingview and on other sites. Please keep in mind that all the variable names used in the indicator should be unique. (all the … = … parts)
The third part of the script, is the most important part of the script. Here you can create the entry and exit points.
Let’s look at the OPENLONG function to explain this part: The first variables are all the possible entries; These are longentry1 till longentry5. You can add many more if you like.
The variables are all initialised as being false. This way the script can set a value to true if an entry happens.
The if function is the actual logic: You could say “if this is true” then (the line below the if function) longentry1 := (becomes) true.
In this case we have said: “if this is true” then (the line below the if function) longentry1 := (becomes) true when the current close is larger than the close that is 1 back.
The last part is the makelong_funct. This part says that if any of the entries are true, the whole function is true.
The last part of the script is the actual execution. Here the alerts are plotted and the back test strategies are opened and closed.
We hope you guys like it and all feedback is welcome!
CMYK RMI TRIPLE Automated strategy▼ This is the strategy version of the script.
◊ Introduction
This script makes use of three RMI 's, that indicate Overbought/Oversold on different timescales that correspond with Frequency’s that move the market.
◊ Origin
The Relative Momentum Index was developed by Roger Altman and was introduced in his article in the February, 1993 issue of Technical Analysis of Stocks & Commodities magazine.
While RSI counts up and down ticks from close to close, the Relative Momentum Index counts up and down ticks from the close relative to a close x number of days ago.
This results in an RSI that is smoother, and has another setting for fine tuning results.
This bot originated out of Project XIAM , an investigative script that outlined my approach towards Automated Trading Strategies.
Are you interested in writing bots yourself ? check out the beta version of this script.
It has many bugs, but also most of the Skeleton.
◊ Usage
This script is intended for Automated Trading with AUTOVIEW or TVAUTOTRADER , on the 1 minute chart.
◊ Features Summary
Overlay Mode
Indicator Mode
Three RMI's
Trend adjustment
Pyramiding
Ignore first entries
Take Profit
Stop Loss
Interval between Entries
Multiring Fix
Alert signal Seperation
◊ Community
Wanna try this script out ? need help resolving a problem ?
CMYK :: discord.gg
AUTOVIEW :: discordapp.com
TRADINGVIEW UNOFFICIAL :: discord.gg
◊ Setting up Autoview Alerts
Use the study version of this script, To set up The Alerts Autoview Picks up on.
The Signals to work with are :
Open 1 Long
Use this to open one Long Position.
With quantity being : /
Once per bar
Being larger than 0
Comment example : e=exchange b=long q=amount t=market
Open 1 Short
Use this to open one Short Position.
With quantity being : /
Once per bar
Being larger than 0
Comment example : e=exchange b=short q=amount t=market
Close1 Position
Use this to Close The amount of one Open Position.
With quantity* being : /
Once per bar
Being larger than 0
Comment example : e=exchange c=position q=amount t=market
*Beware when using a percental % quantity, instead of an absolute quantity.
Percental Quantities are based on the , Not
And will change in absolute value relative to the amount of open trades.
Close All positions
Use this to Close All Open Positions.
With quantity being :
Once per bar
Being larger than 0
Comment example : e=exchange c=position t=market
For the specific Syntax used in the comment of the alert, visit Autoview .
◊ Setting up TVAutotrader
Use the strategy version of this script, And load it into TVAT .
◊ Backtesting
Use the strategy version of this script for backtesting.
◊ Contact
Wanna try this script out ? need help resolving a problem ?
CMYK :: discord.gg
RSS-Stochastik [afterworktrading]Hi all,
this is the first script from the series "afterworktrading". The goal is to develop and provide tools for traders with a fulltime job or little time for trading/analyzing charts.
Over time some of the scripts will also be linked to complete trading systems.
Let's start with my favourite one, the "RSS-Stochastik" with alert function.
The RSS-concept (Relative Spread Strength, developed by Ian Copsey) is based on the variance between a "short" and a "long" moving averages (or "slow" and "fast"), here between two EMA.
This variance is calculated and plotted in a RSI-diagram to show "overbought" and "oversold" conditions, helping to identify an ideal entry setup for trend continuation or catching a possible reversal.
Compared to the conventional RSI etc., possible reversal or trend continuation areas are often better represented in terms of quality, as an example see the Amazon-Chart.
The EMA-values, limit value thresholds and background colors can be set in the script. As a special feature, alarms can be set to be notified when a value has reached the extreme range. This reduces the screen time to the minimum.
In my personal trading, this indicator forms the basis for almost all trades, but is not a pure signal indicator on its own.
However, the informative value can be further improved if volume or support/resistance zones etc. are linked to the RSS, see example NASDAQ future with support zone price or 200 EMA.
Example for a possible RSS-Trade-Setup:
- choose an asset with a strong trend
- set alerts for crossing the oversold or overbought condition in direction of the trend
- in case of an alert check possible support/resistance areas on the current chart level (EMA, price zones, volume zones, anchored VWAP etc.)
- trade in the direction of the trend using your preferred entry setup
In my opinion, the system can be used very well, especially in trend phases, in order to obtain optimal entries.
Does it works also on lower timeframes?
Yes, it might work on every timeframe with a strong trend of high quality. Please see attached a 5m-Chart of GPBUSD-pair, notice the signal quality in direction of the trend.
Like every trading system this is not the "holy grail setup" and you will have losing trades. But handling this indicator with care you can have better entries especially in trend direction with less screen time due to the alert function.
Good luck with it! Further indicators will be published in the coming months, some will also be based on the RSS system.
As always: no liability for losing trades, no investment advice etc. Observe the risk limit for every trade!
MMTools - Backtester❖ Overview
Backtester is a script implemented as a strategy, featuring multiple conditions and tools to offer an alternative way to work with Catcher. It supports both backtesting and algorithmic trading, allowing you to evaluate the indicator's performance on historical data for any instrument using the Strategy Tester.
❖ Settings
⚙️ Custom Conditions and Signals
This section is intended to provide flexibility when working with Catcher. (If you intend to use Catcher alone, this section can be disregarded). You may combine the primary indicator (Catcher) with additional custom indicators to define entry and exit signals. Simply add the custom indicator to your chart, display it and then select its name in the corresponding dropdown menu. By default, the 'Close' option is selected, meaning custom conditions are disabled.
Operator 'OR': An entry order is activated when either your custom signal or the primary signal occurs.
Operator 'AND': An entry order is activated only when both the custom and primary signals occur simultaneously.
If both 'AND' and 'OR' operators are used, enabling the 'Only Primary' option will apply the 'AND' operator only to the primary indicator.
Custom Exit: Allows the strategy to close a position based on a custom signal, in addition to standard exit conditions. The first condition met will trigger the exit.
Note: The strategy executes orders at the open of the next bar after the custom condition is met.
⚙️ Confirmation
When enabled, the strategy will enter a position only if a specified number of signals occur within a defined lookback period.
⚙️ Exits
Two types of exit mechanisms are available for take-profit and stop-loss:
Timeout: Sets a maximum duration (in bars) that a trade can remain open. If this limit is exceeded, the strategy will close the position.
Percentage-Based: Exit positions based on a specified percentage move.
⚙️ Start Date
Specifies the starting point for the backtest.
⚙️ Plotting
The green line represents the take-profit level, while the red line indicates the stop-loss level. Plotting is limited to the last 250 bars.
⚙️ Other Settings
Remember to configure additional parameters under the “Properties” tab, including commissions, slippage, and pyramiding. Default commission is set at 0.05%.
❖ Access
Please refer to the Author's Instructions field to request access to the script.
-----------------------------------------------------------
Disclaimer
The information provided by my scripts is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Always do your own research before making financial decisions.
