Trend filter created based on donchian channel. I am using my custom donchian channel as base for this indicator: Concept is simple. We count how many times price is hitting donchian channel top or bottom without hitting the other side and keep counter for both. Thus: upCount is the number of times price hits donchian channel top without hitting bottom ...
This indicator allows you to improve your stop loss placement. It displays two lines based on the ATR ( Average True Range ), an upper line based on the current price + ATR and a lower line based on the current price - ATR. The ATR is multiplied by 2 but you can change this in the indicator settings.
Displays Candle Body size, Average True Range (ATR) and Price Range (PR)
Durbtrade Triple RSI - 3 individual RSI's on 1 indicator, each distinguishable by length, as well as line color, thickness, opacity, and type. (note: usable line TYPES are limited... try experimenting) 1) RSI's A) Each RSI can be customized to change color based on RSI vertical direction (default = only RSI #1 changes color). B) All 3 RSI's use a single...
Combines EMA + RSI indicator Dieses Script ist eine einfache Kombination aus RSI und EMA. Es erlaubt euch zu erkennen in welche Richtung der Trend in dem aktuellen TimeFrame geht und wie stark dieser aktuell ist. Außerdem zeigt es euch ob gerade eher die Bullen oder die Bären den Markt dominieren. Mit Hilfe des Indikators lassen sich Top und Bottom des...
This is a combination of popular overlay indicators that are used for dynamic support and resistance, trade targets and trend strength. Included are: -> 6 Exponential Moving Averages -> 6 Simple Moving Averages -> Ichimoku Cloud -> Bollinger Bands -> There is also a weekend background marker ideal for cryptocurrency trading Using all these indicators in...
It is simply your traditional MFI , except that your 50 line became the actual price. Why and how could it be useful? This indicator helps to spot more easily and efficiently divergences . You could also use it for trend reversals as you usually do with your 50 line, but I would suggest to set a higher length for the MFI, like 155 or something like that.
脚本用来将sma和布林带统一呈现, 方便及时捕捉价格的走势与波动区间. 只要简单地修改SMA的两条线, 布林带的中间线同时作为SMA的第三条长周期参考线也作为布林带的基础计算曲线, 一线双用节省资源. The script is used to present the sma and Bollinger bands in a unified manner, which is convenient to capture the price trend and fluctuation range in time. Just simply modify the two lines of the SMA, and the middle line of the Bollinger bands serves as the third...
This is a strategy based on the Bollinger Bands, where buy trades are made when the price crosses the lower line of the Bollinger Bands upwards, and sell trades are made when the price crosses the upper line downwards. In addition, it is possible through the inputs to enable trading with RSI and MACD, so that buy or sell trades are supported by these two...
The Kolmogorov–Smirnov test aims to tell you if the distribution of prices (or log returns) tends to follow a normal distribution or not. You can read about this test on Wikipedia . It seems to be a basic but trusted measure in the quantitative trading world. When KS-t columns are blue, then it's safe to assume normal distribution. When they are red, the normal...
The script is my implementation of "Forecasting a Volatility Tsunami" by Andrew Thrasher (Thrasher Analytics). You can find the paper here: www.researchgate.net I've changed a bit the approach - instead of two volatility indices (VIX & VVIX), I used two more: VXN and VXD. Additionally, I average the percentiles, but there is an option to swtich it to the original approach.
The script is intended to indicate when the correlation between VIX and VVIX gets below 0, on the selecteted security chart. It makes sense to plot it on indicies. This aims to present how the chart of a security looked like when the divergance between VIX and VVIX happened.
How to use Alpha(α)? If Alpha is positive the stock outperforms, if the value is negative means the stock underperforms. α < 0: The investment has earned too little for its risk (or, was too risky for the return) α = 0: The investment has earned a return adequate for the risk taken α > 0: The investment has a return in excess of the reward for the assumed risk ...
View ATR Stop in a different timeframe, the default timeframe is 1D, the default ATR multiplier is 60%. upperStop = current high + dayATR * 60%; lowerStop = current low - dayATR * 60%;
This is a demo of ATR based trailing Stop Loss. This SL strategy uses 2 types of ATR based SL. tight SL as initial (ATR * 1.5) slack SL as trailing (ATR * 4) When any entry singal occurs by the buy/sell conditions, this SL strategy uses the "tight SL" as the initial SL. Then the SL will chase the price as trailing SL. However, this strategy uses the...
This ia full strategy made with a combination of a trender, volume, volatility and oscillator. In this case we only go long. Indicators used: Default PSAR Default CMF Modified RSI logic, not using OB/OS ADX with EMA applied The rules are : we check if we are in a uptrend on psar, together with a positive value in volume, rsi is above the middle line(50), using...
This is a strategy, designed for long trends for stock and crypto market. Its made of ATR for volatility, EOM for volume and VORTEX for the trend direction. In this case on the ATR, I applied an EMA to check if current position is above the EMA -> bull trend, below ema -> bear trend For EOM I am using the positive and negative value scale, if its positive we are...