Empiece

Promedio móvil ponderado por volumen (VWMA)

Double KAMA + VWMAThis study combines a fast and slow Kaufman Adaptive Moving Averages (KAMA) with a fast and slow Volume-Weighted Moving Average(VWMA). The KAMA is definitely one of our favorite moving averages because it takes into account volatility and filters out false signals during periods of insignificant or horizontal price movement. This results in more patient, less impulsive trading. At its most basic, the KAMA's value remains relatively close in value to the price when volatility is low then lags slightly behind it during highly volatile movements and larger trends. We've plotted two Kaufman's Adaptive Moving Averages: -The first KAMA is the slow KAMA, which we use as a trend filter. It is shown on the graph as the thicker solid line that alternates between green and red. When the trend filter KAMA is bullish, the line turns green. It then turns red when bearish. Users can adjust the lengths of the fast and slow EMA for the KAMA's calculation in the input option menu, but it is important to remember that the number of periods should remain high in comparison to the fast KAMA as this allows it to track long-term price movements and trends. -We then include a fast KAMA which has shorter EMA Lengths to focus in on movements within a smaller timeframe. NOTE: The fast KAMA is only plotted when the trend filter KAMA is generating bullish signals. It is shown as the alternating pink and teal line above the main green line. When the fast KAMA is increasing, its line and the area between it and the slow KAMA are filled teal. When the fast KAMA is falling, its line and the area between the fast and slow KAMA lines are colored pink. This helps with timing exits. Lastly, we've included a fast and slow VWMA to time long entries. These are only plotted when the Trend Filter KAMA is bearish. The fast VWMA is the teal solid line under the trend filter KAMA and the slow VWMA is the pink line. Optimal entries will occur when the fast VWMA crosses above the slow VWMA. When the slow VWMA is greater than the fast VWMA, the area between the two lines is filled red, while the same area is filled teal when the fast VWMA is greater than the slow. I've included entry signals (shown on the screenshot as the lime green background highlights), but this is the basic version of the indicator. If you're interested in taking a look at the full version with alerts and entry + exit signals, feel free to send us a message!
Indicador de Pine Script™
por ProfitProgrammers
1
VWMA/SMA Breakout and Divergence DetectorThis indicator compares four different values : -Fast Simple Moving Average(SMA) -Fast Volume Weighted Moving Average(VWMA) -Slow SMA -Slow VWMA Comparing SMA's and VWMA's of the same length is a common trading tactic. Since volume is not taken into consideration when calculating Simple Moving Averages, we can gain valuable insights from the difference between the two lines. Since volume should be increasing along with an upwards price movement, the VWMA should be greater than the SMA during a volume-supported uptrend. Thus, we can confirm an uptrend if the VWMA remains greater than the SMA. If the VWMA falls under the SMA in the midst of an upwards price movement, however, that indicates bearish divergence. The opposite is true for downtrends. If price is decreasing and volume is decreasing at the same time (as it should), then we can confirm the downtrend. Interpreting the Graph: If the slow SMA is greater than the slow VWMA, then the area representing the difference between the two lines is filled in red. If the slow VWMA is greater than the slow SMA, however, the area between the two is filled green. If the fast SMA is greater than the fast VWMA, then the area between the two dotted lines is filled in red. On the other hand, the area will be filled green if the fast VWMA is greater than the slow SMA. In addition to spotting divergences and confirming trends, the four lines can be used to spot breakouts. Typically, a VWMA crossover will precede the SMA crossover. When the fast VWMA crosses over the slow VWMA and then a SMA crossover follows shortly after, then it is a hint that a bullish trend is beginning to form.
Indicador de Pine Script™
por ProfitProgrammers
13
[feeble] TrenderEver wondered which way the price is trending?! feeble Trender™ **BETA** shows the trend based on middle crossings in different timeframes, volume weighting and volatility (std Deviations) --The indicator displays the same on any timeframe. --Select a FROM and TO period --Use DuPLiCaToR to make 12 copies - use values between 0.8-1.2 --Coloured bands go purple when price is below the volume-weighted mIdBaNd! --Shows the trend on a few different scales!!
Indicador de Pine Script™
por gamazama
Fibo Guppy Multi MA RevisedThis is Guppy MA i customized for myself based on two scripts of GMMA from JustUncleL and NeoButane. Its features are: 1. Besides standard EMA you can chose all kinds of exotic moving average types ike ALMA (my favorite), HullMA, ZeroLag EMA, VWMA, KAMA etc... 2. Two types of coloring scheme - depends on volatility try one that's best fit. 3. Multiple sets of predefined lengths: standard Guppy 3-60, Fibonacci based lengths 3-610, Fibo 5-987 and Custom (user defined lengths)
Indicador de Pine Script™
por Spiralman
Evma exponential smoothing weighted average weighted average V3Evma exponential smoothing weighted average weighted average V3 A byproduct of Evwma V2 development. Originally it was planned for death, but it seems to be convenient for replacing with EMA as a result of research. So, recently, the author seems to like EVMA. Evma 指数平滑出来高加重平均 V3 Evwma V2開発時の副産物。本来は没の予定でしたが、研究の結果ＥＭＡと差し替えるのに都合がよいようです。 というわけで、最近、作者ははＥＶＭＡを気に入っているらしい。
Indicador de Pine Script™
por xinolia
ATR+VWAP Alert//These signals mostly consist of crossovers between a 13 VWMA and a 62 VWMA. I've found these two moving averages to be quite special in their ability to //recognize a quick trend using volume data. The VWAP is used in the alert system as well, to give some perspective on which direction we are looking to take. We //are also using ATR. We only take trades when the ATR is on the move, meaning we have a chance to catch a volatile move! Finally, we use RSI to help weed out bad //trades. We only take 'longs' with bullish readings from RSI, and we only take 'shorts' with bearish readings from RSI. These alerts are fantastic for catching quick intraday //trades in either direction. I recommend using a small 'take profit' target rather than using an exit indicator. These trades can move 20-30 pips and reverse just as quickly. Good luck! //How To Use: //When the alert system is added to the chart, you will notice up/down symbols appear at various locations. For bullish alerts, right click an 'Up' symbol and choose 'Add Alert on VWap & ATR..' //There are two condition options. 'Long/short', and right below that 'Buy-Signal/Sell-Signal'. Choose 'long' and 'Buy-Signal'. At options, choose 'Once Per Bar Close'. Design your alert, and you're good to go. //For bearish signals, find a 'down' signal on the chart. Right click and follow the same process, except choosing 'short/Sell-Signal' conditions. Tips: Use VWAP as a stop-loss. If a candle closes below/above the VWAP in the direction against you.. get out of the trade. The losses will be minimal and few compared to the wins. Use discretion and trade carefully. This works great with crypto. Invent your own exit. If you come up with a clever exit, please share! You can contact me at my Discord! discord.gg
Indicador de Pine Script™
por DonjonCapital
10
CS Basic Script: Customizable Volume Based Trading (Strategy)Customizable Volume Based Strategy Script that includes the Following Inputs: - Custom Backtesting Date Range - Optional Trailing Stop Loss - Select the Volume Strategy Types (Crossing EMA, SMA, WMA, & Lookback) - Adjust the MA Volume Range - Automate with the Autoview Trading Bot Strategy script may be tested by favoriting and adding to any chart. Study script is available for automated trading at www.cryptoscores.org
Estrategia de Pine Script™
por cryptoscores
Optimised Volume-weighted Moving AverageAbout This tool measures the profitability of every volume-weighted moving average length combination for the entire history of the instrument that it is applied, and only displays the most profitable combination in real-time which means that this indicator is fully functional for trading. The Optimised Volume-weighted Moving Average can be tested using a Volume-weighted Moving Average Strategy and the Strategy Tester panel on any instrument or time-stamp. It will always display the lengths of the most profitable exponential moving average lengths at the current moment in time. This can be used on its own, or paired with the Intelligent Volume-weighted Moving Average (AI) for a better understanding of the indicators movements. The Intelligent Volume-weighted Moving Average (AI) uses this tool as a predictive method for machine learning.
Indicador de Pine Script™
por GrantPeace
Intelligent Volume-weighted Moving Average (AI)Introduction This indicator uses machine learning (Artificial Intelligence) to solve a real human problem. The volume-weighted moving average (VWMA) is one of the most used indicators on the planet, yet no one really knows what pair of volume-weighted moving average lengths works best in combination with each other. A reason for this is because no two VWMA lengths are always going to be the best on every instrument, time-frame, and at any given point in time. The "Intelligent Volume-weighted Moving Average" solves the moving average problem by adapting the period length to match the most profitable combination of volume-weighted moving averages in real time. How does the Intelligent Volume-weighted Moving Average work? The artificial intelligence that operates these moving average lengths was created by an algorithm that tests every single combination across the entire chart history of an instrument for maximum profitability in real-time. No matter what happens, the combination of these volume-weighted moving averages will be the most profitable. Can we learn from the Intelligent Volume-weighted Moving Average? There are many lessons to be learned from the Intelligent VWMA. Most will come with time as it is still a new concept. Adopting the usefulness of this AI will change how we perceive moving averages to work. Limitations This indicator does not change what has already been plotted and does not repaint in any way shape or form which means it is excellent for trading in real-time! Ultimately, there are no limiting factors within the range of combinations that has been programmed. The volume-weighted moving averages will operate normally, but may change lengths in unexpected ways - maybe it knows something we don't? Thresholds The range of VWMA lengths is between 5 to 40. The black crosses can be turned off in the settings panel. Test this indicator! I am also publishing tools that can be used to back-test this indicator and understand what period length is currently being used. There will be many more updates to come so stay tuned! Updated documentation and access to this indicator can be found at www.kenzing.com
Indicador de Pine Script™
por GrantPeace
19
River Scalping (Fibonacci, Pivots, VWMA, BB, EMA)Pictured as a Scalping Indicator, it shines best on the H4 and specially on the D1. A combination of too many Fibonacci progressions, Pivots, VWMA , EMA's, BB, Stochastic RSI, the Kijun (Doubled Ichimoku Cloud ), William's Fractals ('=') and too many Standard Deviations. Simple Strategy : Center Blue: Long Center Red: Short The river can unveil the market's momentum and its strength. Don't only use the simple strategy, there is much more if you decide to fall down the rabbit hole. Suggestions are, as always, more than welcomed, Have fun out there and stay safe. Please be advised, this indicator will only be free for a limited time.
Indicador de Pine Script™
por sgtview
17
Silk Indicator (H4 & D1) : VWMA Flow vs EMA // BB vs Dev. St.RSIPictured as a Momentum Indicator, it shines best on the H4 and the D1. A combination of VWMA, EMA's, BB, Stochastic RSI, the Kijun (Doubled Ichimoku Cloud), William's Fractals ('.') and too many Standard Deviations. Simple Strategy: Center Blue: Long Center Red: Short The center of the BB can help understand the market's momentum and its strength. Please be advised, this indicator will only be free for a limited time.
Indicador de Pine Script™
por sgtview
1
Triple VWMA+DVB (DeksVolumeBands)Triple VWMA+DVB (DeksVolumeBands) Hello guys, this script offers to you a triple VWMA (Volume-Weighted Moving Average) with four bands obteined by four standard deviations from first VWMA and not from a simple SMA (Simple Moving Average), like in Bollinger Bands. I think that are accuratest, because I inserted volumes in the bands' formula so that prices have different wheight gived by volume. *********************************** Ciao ragazzi, questo script vi offre tre VWMA (Media Mobile Ponderata sui Volumi) con quattro bande ottenute da quattro deviazioni standard dalla prima VWMA e non dalla SMA (Media Mobile Semplice), come avviene nelle bande di Bollinger. Penso che siano più accurate perchè ho inserito il volume nella formula delle bande cosicchè i prezzi hanno un peso diverso dato dal volume.
Indicador de Pine Script™
por BLOCKCHAINme