HA UtilityOften we need to see HA candles along with the regular candles, to stay longer in the momentum trades.
Also the replay feature does not work on HA candles.
This indicator does two things -
1) Prints a configurable number of HA candles on the chart. You can specify where they get printed by specifying a percentage.
2) Shows a green line when a Solid Red candle turns into a Solid Green candle
3) Shows a red line when a Solid Green candle turns into a Solid Red candle
Hacandles
Smoothed RSI Heikin Ashi Oscillator w/ Expanded Types [Loxx]Smoothed RSI Heikin-Ashi Oscillator w/ Expanded Types   is a spin on  Heikin Ashi RSI Oscillator  by @JayRogers. The purpose of this modification is to reduce noise in the original version thereby increasing suitability of the signal output. This indicator is tuned for Forex markets.
 Differences:  
 
 35+ Smoothing Options for RSI 
 35+ Smoothing Options for HA Candles 
 Heiken-Ashi Better Expanded Source  input. This source input is use for the RSI calculation only. 
 Signals
 Alerts
 
 What are Heiken-Ashi "better" candles? 
The "better formula" was proposed in an article/memo by BNP-Paribas (In Warrants & Zertifikate, No. 8, August 2004 (a monthly German magazine published by BNP Paribas, Frankfurt), there is an article by Sebastian Schmidt about further development (smoothing) of Heikin-Ashi chart.)
They proposed to use the following :
(Open+Close)/2+(((Close-Open)/( High-Low ))*ABS((Close-Open)/2))
instead of using :
haClose = (O+H+L+C)/4
According to that document the HA representation using their proposed formula is better than the traditional formula.
 What are traditional Heiken-Ashi candles? 
The Heikin-Ashi technique averages price data to create a Japanese candlestick chart that filters out market noise.
Heikin-Ashi charts, developed by Munehisa Homma in the 1700s, share some characteristics with standard candlestick charts but differ based on the values used to create each candle. Instead of using the open, high, low, and close like standard candlestick charts, the Heikin-Ashi technique uses a modified formula based on two-period averages. This gives the chart a smoother appearance, making it easier to spots trends and reversals, but also obscures gaps and some price data.
 Future updates 
 
 Expand signal options to include RSI-, Zero-, and color-crosses
Stepped Heiken Ashi Moving Average w/ Jurik Filtering [Loxx]Stepped Heiken Ashi Moving Average w/ Jurik Filtering   is a Heiken Ashi moving average with Jurik Filtering and stepping by pips. This can be used as a moving average channel. 
 What is Jurik Volty used in the Juirk Filter? 
One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive.
 What is the Jurik Moving Average? 
Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines.
Included:
 
 Toggle fill color
 Toggle bar color
 Toggle candles
loxxexpandedsourcetypesLibrary   "loxxexpandedsourcetypes" 
Expanded source types used in Loxx's indicators and strategies.
 rclose() 
  rClose: regular close
  Returns: float
 ropen() 
  rClose: regular open
  Returns: float
 rhigh() 
  rClose: regular high
  Returns: float
 rlow() 
  rClose: regular low
  Returns: float
 rmedian() 
  rClose: regular hl2
  Returns: float
 rtypical() 
  rClose: regular hlc3
  Returns: float
 rweighted() 
  rClose: regular hlcc4
  Returns: float
 raverage() 
  rClose: regular ohlc4
  Returns: float
 ravemedbody() 
  rClose: median body
  Returns: float
 rtrendb() 
  rClose: trend regular
  Returns: float
 rtrendbext() 
  rClose: trend extreme
  Returns: float
 haclose(haclose) 
  haclose: heiken-ashi close
  Parameters:
     haclose : float
  Returns: float
 haopen(haopen) 
  haopen: heiken-ashi open
  Parameters:
     haopen : float
  Returns: float
 hahigh(hahigh) 
  hahigh: heiken-ashi high
  Parameters:
     hahigh : float
  Returns: float
 halow(halow) 
  halow: heiken-ashi low
  Parameters:
     halow : float
  Returns: float
 hamedian(hamedian) 
  hamedian: heiken-ashi median
  Parameters:
     hamedian : float
  Returns: float
 hatypical(hatypical) 
  hatypical: heiken-ashi typical
  Parameters:
     hatypical : float
  Returns: float
 haweighted(haweighted) 
  haweighted: heiken-ashi weighted
  Parameters:
     haweighted : float
  Returns: float
 haaverage(haweighted) 
  haaverage: heiken-ashi average
  Parameters:
     haweighted : float
  Returns: float
 haavemedbody(haclose, haopen) 
  haavemedbody: heiken-ashi median body
  Parameters:
     haclose : float
     haopen : float
  Returns: float
 hatrendb(haclose, haopen, hahigh, halow) 
  hatrendb: heiken-ashi trend
  Parameters:
     haclose : float
     haopen : float
     hahigh : float
     halow : float
  Returns: float
 hatrendbext(haclose, haopen, hahigh, halow) 
  hatrendext: heiken-ashi trend extreme
  Parameters:
     haclose : float
     haopen : float
     hahigh : float
     halow : float
  Returns: float
 habclose(smthtype, amafl, amasl, kfl, ksl) 
  habclose: heiken-ashi better open
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habopen(smthtype, amafl, amasl, kfl, ksl) 
  habopen: heiken-ashi better open
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habhigh(smthtype, amafl, amasl, kfl, ksl) 
  habhigh: heiken-ashi better high
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 hablow(smthtype, amafl, amasl, kfl, ksl) 
  hablow: heiken-ashi better low
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habmedian(smthtype, amafl, amasl, kfl, ksl) 
  habmedian: heiken-ashi better median
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habtypical(smthtype, amafl, amasl, kfl, ksl) 
  habtypical: heiken-ashi better typical
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habweighted(smthtype, amafl, amasl, kfl, ksl) 
  habweighted: heiken-ashi better weighted
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habaverage(smthtype, amafl, amasl, kfl, ksl) 
  habaverage: heiken-ashi better average
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habavemedbody(smthtype, amafl, amasl, kfl, ksl) 
  habavemedbody: heiken-ashi better median body
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habtrendb(smthtype, amafl, amasl, kfl, ksl) 
  habtrendb: heiken-ashi better trend
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
 habtrendbext(smthtype, amafl, amasl, kfl, ksl) 
  habtrendbext: heiken-ashi better trend extreme
  Parameters:
     smthtype : string
     amafl : int
     amasl : int
     kfl : int
     ksl : int
  Returns: float
Better Heiken-Ashi Candles w/ Expanded Source Types [Loxx]Better Heiken-Ashi Candles w/ Expanded Source Types   is an indicator to compare regular candles to traditional Heiken-Ashi candles to "better" Heiken Ashi candles. This indicator and comparison study appears an oscillator. The purpose of this indicator is to demonstrate a better way to calculate HA candles and also to demonstrate expanded source types. This indicator is meant to be used by advanced Pine Coders who wish to add fine-tuning to their indicators and strategies. 
 What are Heiken Ashi "better" candles? 
The "better formula" was proposed in an article/memo by BNP-Paribas (In Warrants & Zertifikate, No. 8, August 2004 (a monthly German magazine published by BNP Paribas, Frankfurt), there is an article by Sebastian Schmidt about further development (smoothing) of Heikin-Ashi chart.)
They proposed to use the following :
(Open+Close)/2+(((Close-Open)/(High-Low))*ABS((Close-Open)/2))
instead of using :
haClose = (O+H+L+C)/4
According to that document the HA representation using their proposed formula is better than the traditional formula.
 What are traditional Heiken-Ashi candles? 
The Heikin-Ashi technique averages price data to create a Japanese candlestick chart that filters out market noise. 
Heikin-Ashi charts, developed by Munehisa Homma in the 1700s, share some characteristics with standard candlestick charts but differ based on the values used to create each candle. Instead of using the open, high, low, and close like standard candlestick charts, the Heikin-Ashi technique uses a modified formula based on two-period averages. This gives the chart a smoother appearance, making it easier to spots trends and reversals, but also obscures gaps and some price data.
 What's going on with this indicator? 
- First, we have the options to select the candlestick type: Regular, HA, HA Better
- Next, and to demonstrate the expanded source types, I've added a simple moving average. In the drop down for the SMA source you'll notice something very different from the typical TradingView source selector. Here's how to decode the new names for the sources:
 
 Close = close
 Open = open
 High = high
 Low = low
 Median = hl2
 Typical = hlc3
 Weighted = hlcc4
 Average = ohlc4
 Average Median Body = (open+close)/2
 Trend Biased = (see code, too complex to explain here)
 Trend Biased (extreme) = (see code, too complex to explain here)
 
... for HA and HA better, see the same set up as above but with different open and close values to calcualate the other source types
- For the HA better calculations, we run the close value through either an Adaptive, Kaufman, or T3 smoothing filter. The length for these smoothing filters, either 2 or 3, can be found in the code and is a constant value that shouldn't be changed. This smoothing is in inline with what is described in the article mentioned above
- Lastly, I've placed an SMA over the oscillator so that the user can test out the various sources explained above
 Included: 
- Toggle on/off bar coloring 




