ACAT (2000-4000 Std-Res) [acatwithcharts]

19 Apr 2019

Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into.

The best solution I've managed to find to the variable count limits in Pinescript is to split the indicator into two that cover different ranges - and that aspect also theoretically allows for some other variations.

I've had difficulty increasing the resolution much without needing a huge number of individual indicators and running into constant Pinescript timeout issues. One thing that I can do, however, is extend the range further out.

Note that "Std-Res" here for this higher range was decided mostly based on, "What do I think I can get to work for higher than 2000 about as often as the existing 600-2000 indicator?" and is semi-arbitrary. At higher period lengths, the spread between different MAs decreases so less resolution is needed, while the calculation times increase dramatically, so this script is necessarily a lot less dense than the lower lengths. Sometimes this will load much faster as a result. I'm generally finding both struggle on shorter timeframes.

Keep in mind some caveats: resolution at these lengths is lower and finding relevant period lengths this far out necessarily means you should be trading them on higher timeframes. If you see something on the 3000 period on the 4h, you're talking about events happening near W benchmark length moving averages. If you see something in these periods lengths on the D timeframe as with some parabolic bubbles/crashes, you're looking at very macro pivots and targets happening near M benchmark length moving averages.




My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel.

Current pricing and subscription details will be kept up-to-date on SharkCharts.live

20 Apr 2019

Nota Keluaran

Updates attribution to SharkCharts.live in preparation for official release.

29 Mei 2019

Nota Keluaran

Adds the ability to turn off resets of LOXP based on reversion and adds an option to use crossdown below a given WAVE-PM threshold. Reorganizes some menus.

29 Mei 2019

Nota Keluaran

Adds the ability to turn off resets of LOXP based on reversion and adds an option to use crossdown below a given WAVE-PM threshold. Reorganizes some menus.

12 Jun 2019

Nota Keluaran

Changes the set of bands for tracking the previous longest overexpanded period to a customizable set of bands that can track current or previous longest overexpanded or compressed periods, or a fixed custom length, and at a multiplier factor for use in strategies that use a fractional period length for entries.

13 Jun 2019

Nota Keluaran

Makes the MA of the custom MA an optional plot.

1 Jul 2019

Nota Keluaran

Pinescript v4 has arrived!

ACAT has been updated to use v4 and implements an extensive labeling system for LOXP, CLCP, and TLCP, as well as a summary table. By default, only the current period lengths are labeled, at the spots where those periods were triggered. An option exists to also display previous periods, fixed in place at the times they were triggered whenever they were reset.

A key feature of the labeling implementation – these are intended to weave reasonably well when using multiple period length ACAT scripts and the summary tables stack (it is important to have your indicators displayed in order of the stacking to use this). Finding a precise formula that works across all symbols and TFs has proven challenging but what I’ve come to should work well enough most of the time, and it only really matters when using the historical labels.

I think I’ve done pretty well squashing major bugs but this is all new tech for Pinescript so subscribers are bound to find plenty of oddities and oversights.

One additional minor quality of life improvement – you can now set a minimum period length to be displayed when using the custom plot, useful for avoiding plotting single-digit low periods when using fractions of tracked periods.

2 Jul 2019

Nota Keluaran

Bugfix for custom bands.

2 Jul 2019

Nota Keluaran

Better bugfix for custom bands.

3 Jul 2019

Nota Keluaran

3rd time's the charm on this bugfix.

4 Jul 2019

Nota Keluaran

Bug with custom bands should be fixed, finally - it was specific to fractional bands, involving what as far as I can tell is a niche undocumented change in v4 in how series persist if calculated in if statements, and wouldn't necessarily be obvious to anyone just using the 14-600 version.

I turned the summary panel off by default. There are enough issues with scripts timing out when you weave too many ACATs or have them across several charts in the same window that in the current implementation it didn't feel like it made sense to keep it turned on.

27 Jul 2019

Nota Keluaran

Bugfix for previous TLCP labels.

28 Jul 2019

Nota Keluaran

Menu text fix.

2 Ogo 2019

Nota Keluaran

Fixed bug in expansion resets on threshold.

13 Nov 2019

Nota Keluaran

Added a "mode" menu. You can now use instances of ACAT directly as an ACAT Period Tracker instead. By subscriber request, I have also included a mode to plot stdev of tracked periods around 0.

28 Sep 2020

Nota Keluaran

I'm making a round of updates to my scripts after testing some of the new Pinescript features and looking for ways to address loading issues that have arisen from changes over the past 6 months or so as to what thresholds cause scripts to fail on the back end.