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OVL_Kikoocycle Beta_Pine3This script use : - A custom Chande Kroll Stop for generate the channel - Some custom Parabolic S.A.R for generate cycles This script can be separated into 3 categories: - Channel Kroll generator : one layer for the actual interval and a layer for a Large Timeframe .(with ratio) - "Range" generator : one layer for actual Interval and a layer for a Large Timeframe.(with automique ratio) -Targets generator : one layer for actual interval with different trend. "Channel Kroll" : - I "hijack" the Chande Kroll Stop formula with custom parameters for generate this channel. Overall, it works like other types of channels like BB, etc... A midline and two borders. The thickness of the borders are relatively important here. A thick border shows some resistance of the area. And so the probability of seeing the market return to its first contact is stronger. While a very thin and vertical border would rather play the role of a breach, a bit like the idea of gaps. Often the market seems to want to go after several cycles. You can activate its Large TimeFrame version, its midline is strong and fine borders helps to judge the risk. SARget + "SAR Limited" : - (S.A.R + targets) The philosophy of this function is simple... When a small cycle is broken, it creates a mark on a higher cycle. So on until the SAR called "SAR Limited". For simplicity, imagine a fractal image but inverted ... Break the small figure, it will mark the larger figure at this time but to get there you still have to make the way to the small figure. Targets are : cross ("+") for fast targets(hidden by default because, theire work only on lower interval), squares (for medium trend), Xcross(for large trend) and red cross(they try to find a large contexte). When a target proc, it is for later (market need some cycles for going to, but it is relative to your interval). This gives you speculative goals. Why 2 targets for a same type and a triangle with a 90deg angle : This give a potential area for management.The triangle help to visualize the SAR and to juge the market reaction. You need to adapte your trade with that... Targets may be slightly too far because I am a bad coder... Currently the targets appear at the moment of rupture but it would be necessary to wait for the end of the breaking movement. Which can bring a positional error if the break is violent. RnG and LTF RnG : - Attempt to generate a Fibo range for each cycle and see interressing areas to enter or exit. This is played with the same philosophy as the Fibo extensions and retracement. When a new RnG is generated, do not rush. It appears showing 50/50 for both sides. When a new RnG is generated, do not rush. It appears showing 50/50 for both sides. As long as the market is out of the middle zone (the 3 lines) keep in mind the past RnG. When the market is out of range, you can use the FibRetracement tool for have extensions. One point at each end, as on the presentation graph. (Values 1.14, 1.272, 1.414, 1.618, 1.786, 2, 2.4 and 4 work well.) If too extrem you can active the LTF version. Never fomo a break, market like to pull a level... Observe and be patient. It's easier to use than to explain xD NB : Do not use the LTF as context. For this, it is better to look at a higher interval. I invite you to look in the style tab of the script and deselect the plots named UNCHECKEME, this will ease your browser.
Penunjuk Pine Script®
oleh Twigho
2
Zero Phase Filtering [Repaint] - ExperimentalImportant ! The indicator is for experimental purpose only, it must not be used as a decisional tool but only as a visual one (like Zig-Zag, Fractal etc). The information this indicator display is uncertain and subject to drastic changes over time. If you have further question feel free to pm me. Introduction Most of the filters you will find are causal, this mean that they depend on present and past input values, this explain the lag they produce. Non causal filters however will use future input values. A well know way to get a zero-phase filter is by using the forward backward method, but this is not possible in pinescript as i recall. So we have to use some kind of function that will display future values, this is possible using the security function in version 2 or the one in version 3 using barmerge.lookahead_on . The Use Of A Repainting Indicator Its always better to filter data in order to have a clearer view of what is happening, this can be useful when doing some forecasting or doing less formal kind of analysis. However since it repaint you cant use it as a signal provider or use signals of other indicators using this filter as source. For example if you want to forecast a smooth indicator, the forecast of this indicator under normal circumstances could still have lag associated with it, so you would have to react before your forecast, this wont happen if you apply this filter as your indicator source. The Filter We smooth with a simple moving average the price provided by the security function twice, length control the smoothing level. Since security depend on the time frame you are in you must select your time frame in the indicator parameter selection window. Filtering using 45 minutes time frame close price in a 5 minutes chart, we fix this by selecting our time frame. Consider the fact that the input of the indicator is just periodic price, so sometimes the lag can sometimes be less or more than 0 and the estimation not centered. The indicator can work on time frames up to 1h, after that the filter have some lag, i tried fixing this and i ended up having data errors. Applying our filter as source for the rsi oscillator. Conclusion It is possible to have a kind of zero-phase filters, but it would be better if pinescript could support backward indexing thus making us able to do forward backward filtering. Since noise can affect our analysis, applying smoothing without having to use offset in plot can be considered useful.
Penunjuk Pine Script®
oleh alexgrover
9
Surface Roughness EstimatorIntroduction Roughness of a signal is often non desired since smooth signals are easier to analyse, its logical to say that anything interacting with rough price is subject to decrease in accuracy/efficiency and can induce non desired effects such as whipsaws. Being able to measure it can give useful information and potentially avoid errors in an analysis. It is said that roughness appear when a signal have high-frequencies (short wavelengths) components with considerable amplitudes, so its not wrong to say that "estimating roughness" can be derived into "estimating complexity". Measuring Roughness There are a lot of way to estimate roughness in a signal, the most well know method being the estimation of fractal dimensions. Here i will use a first order autocorrelation function. Auto-correlation is defined by the linear relationship between a signal and a delayed version of itself, for exemple if the price goes on the same direction than the price i bars back then the auto-correlation will increase, else decrease. So what this have to do with roughness ? Well when the auto-correlation decrease it means that the dominant frequency is high, and therefore that the signal is rough. Interpretation Of The Indicator When the indicator is high it means that price is rough, when its low it indicate that price is smooth. Originally its the inverse way but i found that it was more convenient to do it this way. We can interpret low values of the indicator as a trending market but its not totally true, for example high values dont always indicate that the market is ranging. Here the comparison with the indicator applied to price (orange) and a moving average (purple) The average measurement applied to a moving average is way lower than the one using the price, this is because a moving average is smoother than price. Its also interesting to see that some trend strength estimator like efficiency ratio can treat huge volatility signals as trend as shown below. Here the efficiency ratio treat this volatile movement as a trending market, our indicator instead indicate that this movement is rough, such indication can avoid situation where price is followed by another huge volatile movement in the opposite direction. Its important to make the distinction between volatility and trend strength, the trend is defined by low frequencies components of a signal, therefore measuring trend strength can be resumed as measuring the amplitude of such frequencies, but roughness estimation can do a great job as well. Conclusion I have showed how to estimate roughness in price and compared how our indicator behaved in comparison with a classic trend strength measurement tool. Filters or any other indicator can be way more efficient if they know how to filter according to a situation, more commonly smoothing more when price is rough and smoothing less when price is smooth. Its good to have a wider view of how market is behaving and not sticking with the binary view of "Trending" and "Ranging" . I hope you find a use to this script :) Best Regards
Penunjuk Pine Script®
oleh alexgrover
3
Retention-Acceleration FilterAnother Adaptive Filter This indicator share the same structure as a classic adaptive filter using an exponential window with a smoothing constant. However the smoothing constant used is different than any previously made (Kalman Gain, Efficiency ratio, Scaled Fractal Dimension Index) , here the smoothing constant is inspired by the different formulations for parameters resolution used in HPLC S. Said (J. High Resolution Chromatograpy &Chromatography Communciations, (1979) 193). Different assumptions can be made which lead to different expressions for resolution in chromatographic parameters, therefore we will use highest's and lowest's in order to estimate an optimal smoothing constant based on if the market is trending or not. It can be complicated at first but the goal is to provide both smoothness at the right time and a fast estimation of the market center. Handling Noise In Red a Pure Sinewave. In White Sinewave + Noise. In Blue our filter of Period 3 Handling stationary signals is not the best thing to do since we need highest's and lowest's and for that non stationary signals with trend + cycle + noise are more suitable. It is also possible to make it act faster by quiting the pow() function of AltK with sqrt(length) and smoothing the remaining constant.
Penunjuk Pine Script®
oleh alexgrover
9
Relative Strength Index of Moving Average MTF alertsAll credit to this study is for chris jhoncic , this is MTF version with alert of his study basic idea is hybrid of RSI and different MA You can choose which MA from the following list: Tillson Moving Average (T3) Double Exponential Moving Average ( DEMA ) Arnaud Legoux Moving Average ( ALMA ) Least Squares Moving Average ( LSMA ) Simple Moving Average ( SMA ) Exponential Moving Average ( EMA ) Weighted Moving Average ( WMA ) Smoothed Moving Average ( SMMA ) Triple Exponential Moving Average ( TEMA ) Hull Moving Average ( HMA ) Adaptive moving average (AMA) Fractal Adaptive Moving Average (FAMA) Variable Index Dynamic Average ( VIDYA ) Triangular Moving Average (TRIMA) to change the time frame change int2 to what you desire
Penunjuk Pine Script®
oleh RafaelZioni
Adaptive Least SquaresAn adaptive filtering technique allowing permanent re-evaluation of the filter parameters according to price volatility. The construction of this filter is based on the formula of moving ordinary least squares or lsma , the period parameter is estimated by dividing the true range with its highest. The filter will react faster during high volatility periods and slower during low volatility ones. High smooth parameter will create smoother results, values inferior to 3 are recommended. You can easily replace the parameter estimation method as long as the one used fluctuate in a range of , for example you can use the efficiency ratio ER = abs(change(close,length))/sum(abs(change(close)),length) Or the Fractal Dimension Index , in fact any values will work as long as they are rescaled (stoch(value,value,value,length)/100) For any suggestions/questions feel free to send me a message :)
Penunjuk Pine Script®
oleh alexgrover
4
Relative Strength Index of Moving AveragePine script version 3 Author CryptoJoncis RSIOMA is the abbreviation for Relative Strength index (RSI) of moving averages (MA). This custom built indicator is based on calculating the relative strength of two moving averages and the smoothes out the RSI using a moving average. Combined, the RSIOMA oscillator depicts trend changes in prices relative to the time frame. The RSIOMA can be used as a signal generator by itself. (www.ProfitF.com) There are some minor things which you can use to modify this version of RSIOMA: Choose 2 levels of Over Sold and Over Bought for RSI Set the middle level to easier visualize the trend Set x% wider MA line to avoid too many fake signals and gain higher precision You can choose which MA would you like to use from the following list: Tillson Moving Average (T3) Double Exponential Moving Average ( DEMA ) Arnaud Legoux Moving Average ( ALMA ) Least Squares Moving Average ( LSMA ) Simple Moving Average ( SMA ) Exponential Moving Average ( EMA ) Weighted Moving Average ( WMA ) Smoothed Moving Average ( SMMA ) Triple Exponential Moving Average ( TEMA ) Hull Moving Average ( HMA ) Adaptive moving average (AMA) Fractal Adaptive Moving Average (FAMA) Variable Index Dynamic Average ( VIDYA ) Triangular Moving Average (TRIMA) Any questions/suggestions/errors or spelling mistakes? Please leave a comment and let me know. You can use,publish,modify this code in any way as you wish, but only if you reference me after. You are not allowed to sell it as it is. If this code is useful to you, then consider to buy me a coffee 2.17% (or better a pint of beer) by donating Bitcoin 0.64% or Etherium to: BTC: 3FiBnveHo3YW6DSiPEmoCFCyCnsrWS3JBR ETH: 0xac290B4A721f5ef75b0971F1102e01E1942A4578 References: www.profitf.com
Penunjuk Pine Script®
oleh CryptoJoncis
7
All Moving averagesI have added an option to turn on or off any Moving average by choice and if needed, Heikin-ashi used as source (instead of close) List of Moving Averages which you can use T3 - Tillson Moving Average DEMA - Double Exponential Moving Average ALMA - Arnaud Legoux moving average LSMA - Least Squares Moving Average MA - Simple Moving Average EMA - Exponential Moving Average WMA - Weighted Moving Average SMMA -The Smoothed Moving Average TEMA - triple exponential moving average HMA - The Hull Moving Average AMA - Adaptive Moving Average FAMA - Fractal Adaptive Moving Average VIDYA - Variable Index Dynamic Average TRIMA - Triangular Moving Average Consider a tip in ETH to 0xac290B4A721f5ef75b0971F1102e01E1942A4578 Thank you and have a nice day CryptoJoncis
Penunjuk Pine Script®
oleh CryptoJoncis
2
CMYK XIAM OPEN◊ Introduction This is project XIAM, a work in progress. Recently i came across the repainting problem. Since then i haven't seen any bot-code that makes > 5% profit in two weeks with 0.25% fees/trade. People who make good bots either bluff or don't share the code. they let you rent it. I aim to understand, learn it, write it myself. And share my findings with whoever shares with me. ◊ Origin Based on RMI (RSI with momentum) and SMA, and values derived from those. ◊ Usage Currently an investigative script. ◊ Theoretical Approaches Philosophy α :: Cleansignal :: Cleaning up the signal, from irregularities that cause unpredictable results. Merging available tickers of a pair into one. Merging available tickers of different coins into one in the correct proportion. (eg. Crypto market cap) Removing Jitter, and smoothing signal without delay. Philosophy β :: Rythmic :: Syncing into the rythm's, to never miss the que, and trade on every theoretical low/high Searching Amplitude, Period, Phase Shift, Frequency's of the carrier waves. Marking Acrivity/inactivity of the carrier waves. Partial Fractal repetition asses-able with above data? Philosophy γ :: consequential :: Seeking for Indicatory events and causal relations Probability / reward. Confirmation and culmination. ... ◊ Community Wanna share your findings ? or need help resolving a problem ? CMYK :: discord.gg AUTOTVIEW :: discordapp.com
Strategi Pine Script®
oleh MVPMC
8
Multi-Bollinger [DW]This is an experimental study designed to visualize trend activity and volatility using a set of two Bollinger Bands calculated with a basis moving average type of your choice. The available moving averages in this script are: -Exponential Moving Average -Simple Moving Average -Weighted Moving Average -Volume Weighted Moving Average -Hull Moving Average -Least Squares Moving Average -Arnaud Legoux Moving Average -Coefficient of Variation Weighted Moving Average -Fractal Adaptive Moving Average -Kaufman's Adaptive Moving Average In addition, a middle filter is calculated by taking the median of the two basis lines. Multi-Timeframe functionality is included. You can choose any timeframe that Tradingview supports as the basis resolution for the bands. Custom bar color scheme is included with four options to choose from.
Penunjuk Pine Script®
oleh DonovanWall
Pullback Trading Tool ALT R1.0 by JustUncleLThis study is an alternative Pullback Tool to my previous versions "Pullback Trading Tool R#.# by JustUncleL". This version aims to provide a cleaner but powerful trading tool. It incorporates the majority of the indicators needed to analyse trade Trends for Pullbacks and Reversals. You can optionally use Heikin Ashi candle or Renko charts. The notes here are mainly in reference to using standard Candlestick 60min signal chart (or Anchor chart time frame), other higher time frames can be used instead as Anchor Time Frames such as 240min(4hr) or 1440min(Daily). NOTE: A Pullback is synomous to Retracement, generally a Pullback refers to a large Retracement of 100pips or more. In the context of this Tool and any comments related to it, a Pullback will be the same as a Retracement. Incorporated within this tool are the following indicators: 1. Three Moving Averages (EMA by default) that can optionally be Anchored to a Higher Time Frame: DodgerBlue = EMA08 (default) Green = EMA50 (default) Gray = EMA200 (default), disabled by default. 2. One Anchored Signal Moving Average line Yellow EMA21 (default). 3. Two Un-Anchored Moving Averages as Ribbon, can be disabled. Aqua = EMA03 (default) Fuchsia = EMA08 (default) 4. Display Pivots and optional Pivot Levels. By default Pivot is set to : 2 candles RHS of Pivot and 2 candles LHS of Pivot; this is the setting required to show standard Fractal points. 5. Optional HH, LH, LL, HL finder to help with drawing Trend lines and mini Trend Lines. 6. Coloured coded Bar based on the signal MA: the Standard candle colours: Blue = candle open and closed above signal MA. Red = candle open and closed below signal MA. Yellow = Candle stradle across signal MA. the Grab candles scheme: Lime = Bull candle open and closed above signal MA. Green = Bear candle open and closed above signal MA. Red = Bull candle open and closed below signal MA. DarkRed = Bear candle open and closed below signal MA. Aqua = Bull candle closed across signal MA. Blue = Bear candle stradle across signal MA. 7. Alert entry arrows generated within a Trend or at the start of a new trend. An Uptrend is defined as anchored fast (8ema) above anchored signal (21ema) above anchored medium (50ema). A Downtrend is defined as anchored fast (8ema) below anchored signal (21ema) below anchored medium (50ema). A Pullback generates an red (short entry) or green (long entry) arrow when price crosses anchored fast or signal MAs and then crosses back to return to trend direction. A Trend Break, which is defined as any of the MAs crossing breaking trend, generates a blue (short) or aqua (long) arrow and then make new trend (in same or new trend direction).
Penunjuk Pine Script®
oleh JustUncleL
46
Super Guppy R1.0 by JustUncleLThis indicator is a Super Guppy version of standard Guppy GMMA as used in "CM_GUPPY_EMA Revised R2 by JustUncleL". Guppy MAs are designed to capture the inferred behaviour of traders and investors by using two groups of averages. In this version of Super Guppy Traders Group of EMAs are: EMA3 to EMA23 step 2 (Aqua=Uptrend, Blue=downtrend) and Investors Group EMAs are: EMA25 to EMA70 step 3 (Lime=Uptrend, Red=downtrend) (Gray=Trend not established or in a Pull Back). The idea of Guppy EMAs is to use fractal repetitions to identify points of agreement and disagreement which precede significant trend changes. For further info on how Guppy/Super Guppy can be used in trading please refer to www.guppytraders.com and many other articles available on the subject. This indicator provides the following : Swing Arrow Alerts (Red for Sell and Green for Buy) to indicate PullBack entries after new trend has been established. Also have option to wait for both fast and slow to completely separate (Confluence). Another option is to show alerts when show arrows when Candle colour changes, this is handy when using Heikin Ashi or Renko Charts. Trend Break Arrow Alerts (Blue for Sell and Aqua for Buy) to indicate entries for aggressive trend swing point and is calculated by cross over of the average Traders EMA with the average Investors EMA. This was suggested option by Guppy. Anchor Time frame (0=current), is the time frame that the Guppy EMAs are calculated for. In this way the 60min Guppy can be viewed on say 15min chart and help with setting up tighter Stop Loss conditions. Alert conditions are also created for the TradingView Alarm subsystem. Only alerts for the selected alert options are generated.
Penunjuk Pine Script®
oleh JustUncleL
38
Efficiency Ratio (Kaufman)or "Generalized fractal efficiency" Measures price trend effectiveness. Where 1.00 is trending and 0.00 not. Calculation: ER = Change / Sum of absolute changes where "Change" is a price change over specified period and "Sum of Changes" sum of absolute price movements within that period As an example, to calculate 5-day ER you have to calculate 5-day change and then calculate absolute sum of each day movements: 5-day ER = 5-day change / (|day 1 change| + |day 2 change| + |day 3 change| + |day 4 change| + |day 5 change|) Source: www.marketvolume.com
Penunjuk Pine Script®
oleh nemozny
2