Mulakan

Cari dalam skrip untuk "GOLD"

Indicators Combination Framework v3 IND [DTU]Hello All, This script is a framework to analyze and see the results by combine selected indicators for (long, short, longexit, shortexit) conditions. I was designed this for beginners and users to facilitate to see effects of the technical indicators combinations on the chart WITH NO CODE You can improve your strategies according the results of this system by connecting the framework to a strategy framework/template such as Pinecoder, Benson, daveatt or custom. This is enhanced version of my previous indicator "Indicators & Conditions Test Framework " Currently there are 93 indicators (23 newly added) connected over library. You can also import an External Indicator or add Custom indicator (In the source) It is possible to change it from Indicator to strategy (simple one) by just remarking strategy parts in the source code and see real time profit of your combinations Feel free to change or use it in your source Special thanks goes to Pine wizards: Trading view (built-in Indicators), @Rodrigo, @midtownsk8rguy, @Lazybear, @Daveatt and others for their open source codes and contributions SIMPLE USAGE 1. SETTING: Show Alerts= True (To see your entries and Exists) 2. Define your Indicators (ex: INDICATOR1: ema(close,14), INDICATOR2: ema(close,21), INDICATOR3: ema(close,200) 3. Define Your Combinations for long & Short Conditions a. For Long: (INDICATOR1 crossover INDICATOR2) AND (INDICATOR3 < close) b. For Short: (INDICATOR1 crossunder INDICATOR2) AND (INDICATOR3 > close) 4. Select Strategy/template (Import strategy to chart) that you export your signals from the list 5. Analyze the best profit by changing Indicators values SOME INDICATORS DETAILS Each Indicator includes: - Factorization : Converting the selected indicator to Double, triple Quadruple such as EMA to DEMA, TEMA QEMA - Log : Simple or log10 can be used for calculation on function entries - Plot Type : You can overlay the indicator on the chart (such ema) or you can use stochastic/Percentrank approach to display in the variable hlines range - Extended Parametes : You can use default parameters or you can use extended (P1,P2) parameters regarding to indicator type and your choice - Color : You can define indicator color and line properties - Smooth : you can enable swma smooth - indicators : you can select one of the 93 function like ema(),rsi().. to define your indicator - Source : you can select from already defined indicators (IND1-4), External Indicator (EXT), Custom Indicator (CUST), and other sources (close, open...) CONDITION DETAILS - There are are 4 type of conditions, long entry, short entry, long exit, short exit. - Each condition are built up from 4 combinations that joined with "AND" & "OR" operators - You can see the results by enabling show alerts check box - If you only wants to enter long entry and long exit, just fill these conditions - If "close on opposite" checkbox selected on settings, long entry will be closed on short entry and vice versa COMBINATIONS DETAILS - There are 4 combinations that joined with "AND" & "OR" operators for each condition - combinations are built up from compare 1st entry with 2nd one by using operator - 1st and 2nd entries includes already defined indicators (IND1-5), External Indicator (EXT), Custom Indicator (CUST), and other sources (close, open...) - Operators are comparison values such as >,<, crossover,... - 2nd entry include "VALUE" parameter that will use to compare 1st indicator with value area - If 2nd indicator selected different than "VALUE", value are will mean previous value of the selection. (ex: value area= 2, 2nd entry=close, means close ) - Selecting "NONE" for the 1st entry will disable calculation of current and following combinations JOINS DETAILS - Each combination will join wiht the following one with the JOIN (AND, OR) operator (if the following one is not equal "NONE") CUSTOM INDICATOR - Custom Indicator defines harcoded in the source code. - You can call it with "CUST" in the Indicator definition source or combination entries source - You can change or implement your custom indicator by updating the source code EXTERNAL INDICATOR - You can import an external indicator by selecting it from the ext source. - External Indicator should be already imported to the chart and it have an plot function to output its signal EXPORTING SIGNAL - You can export your result to an already defined strategy template such as Pine coders, Benson, Daveatt Strategy templates - Or you can define your custom export for other future strategy templates ALERTS - By enabling show alerts checkbox, you can see long entry exits on the bottom, and short entry exits aon the top of the chart ADDITIONAL INFO - You can see all off the inputs descriptions in the tooltips. (You can also see the previous version for details) - Availability to set start, end dates - Minimize repainting by using security function options (Secure, Semi Secure, Repaint) - Availability of use timeframes - Version 3 INDICATORS LIST (More to be added): ▼▼▼ OVERLAY INDICATORS ▼▼▼ alma(src,len,offset=0.85,sigma=6).-------Arnaud Legoux Moving Average ama(src,len,fast=14,slow=100).-----------Adjusted Moving Average accdist().-------------------------------Accumulation/distribution index. cma(src,len).----------------------------Corrective Moving average dema(src,len).---------------------------Double EMA (Same as EMA with 2 factor) ema(src,len).----------------------------Exponential Moving Average gmma(src,len).---------------------------Geometric Mean Moving Average highest(src,len).------------------------Highest value for a given number of bars back. hl2ma(src,len).--------------------------higest lowest moving average hma(src,len).----------------------------Hull Moving Average. lagAdapt(src,len,perclen=5,fperc=50).----Ehlers Adaptive Laguerre filter lagAdaptV(src,len,perclen=5,fperc=50).---Ehlers Adaptive Laguerre filter variation laguerre(src,len).-----------------------Ehlers Laguerre filter lesrcp(src,len).-------------------------lowest exponential esrcpanding moving line lexp(src,len).---------------------------lowest exponential expanding moving line linreg(src,len,loffset=1).---------------Linear regression lowest(src,len).-------------------------Lovest value for a given number of bars back. mcginley(src, len.-----------------------McGinley Dynamic adjusts for market speed shifts, which sets it apart from other moving averages, in addition to providing clear moving average lines percntl(src,len).------------------------percentile nearest rank. Calculates percentile using method of Nearest Rank. percntli(src,len).-----------------------percentile linear interpolation. Calculates percentile using method of linear interpolation between the two nearest ranks. previous(src,len).-----------------------Previous n (len) value of the source pivothigh(src,BarsLeft=len,BarsRight=2).-Previous pivot high. src=src, BarsLeft=len, BarsRight=p1=2 pivotlow(src,BarsLeft=len,BarsRight=2).--Previous pivot low. src=src, BarsLeft=len, BarsRight=p1=2 rema(src,len).---------------------------Range EMA (REMA) rma(src,len).----------------------------Moving average used in RSI. It is the exponentially weighted moving average with alpha = 1 / length. sar(start=len, inc=0.02, max=0.02).------Parabolic SAR (parabolic stop and reverse) is a method to find potential reversals in the market price direction of traded goods.start=len, inc=p1, max=p2. ex: sar(0.02, 0.02, 0.02) sma(src,len).----------------------------Smoothed Moving Average smma(src,len).---------------------------Smoothed Moving Average super2(src,len).-------------------------Ehlers super smoother, 2 pole super3(src,len).-------------------------Ehlers super smoother, 3 pole supertrend(src,len,period=3).------------Supertrend indicator swma(src,len).---------------------------Sine-Weighted Moving Average tema(src,len).---------------------------Triple EMA (Same as EMA with 3 factor) tma(src,len).----------------------------Triangular Moving Average vida(src,len).---------------------------Variable Index Dynamic Average vwma(src,len).---------------------------Volume Weigted Moving Average volstop(src,len,atrfactor=2).------------Volatility Stop is a technical indicator that is used by traders to help place effective stop-losses. atrfactor=p1 wma(src,len).----------------------------Weigted Moving Average vwap(src_).------------------------------Volume Weighted Average Price (VWAP) is used to measure the average price weighted by volume ▼▼▼ NON OVERLAY INDICATORS ▼▼ adx(dilen=len, adxlen=14, adxtype=0).----adx. The Average Directional Index (ADX) is a used to determine the strength of a trend. len=>dilen, p1=adxlen (default=14), p2=adxtype 0:ADX, 1:+DI, 2:-DI (def:0) angle(src,len).--------------------------angle of the series (Use its Input as another indicator output) aroon(len,dir=0).------------------------aroon indicator. Aroons major function is to identify new trends as they happen.p1 = dir: 0=mid (default), 1=upper, 2=lower atr(src,len).----------------------------average true range. RMA of true range. awesome(fast=len=5,slow=34,type=0).------Awesome Oscilator is an indicator used to measure market momentum. defaults : fast=len= 5, p1=slow=34, p2=type: 0=Awesome, 1=difference bbr(src,len,mult=1).---------------------bollinger %% bbw(src,len,mult=2).---------------------Bollinger Bands Width. The Bollinger Band Width is the difference between the upper and the lower Bollinger Bands divided by the middle band. cci(src,len).----------------------------commodity channel index cctbbo(src,len).-------------------------CCT Bollinger Band Oscilator change(src,len).-------------------------A.K.A. Momentum. Difference between current value and previous, source - source . is most commonly referred to as a rate and measures the acceleration of the price and/or volume of a security cmf(len=20).-----------------------------Chaikin Money Flow Indicator used to measure Money Flow Volume over a set period of time. Default use is len=20 cmo(src,len).----------------------------Chande Momentum Oscillator. Calculates the difference between the sum of recent gains and the sum of recent losses and then divides the result by the sum of all price movement over the same period. cog(src,len).----------------------------The cog (center of gravity) is an indicator based on statistics and the Fibonacci golden ratio. copcurve(src,len).-----------------------Coppock Curve. was originally developed by Edwin Sedge Coppock (Barrons Magazine, October 1962). correl(src,len).-------------------------Correlation coefficient. Describes the degree to which two series tend to deviate from their ta.sma values. count(src,len).--------------------------green avg - red avg cti(src,len).----------------------------Ehler s Correlation Trend Indicator by dev(src,len).----------------------------ta.dev() Measure of difference between the series and its ta.sma dpo(len).--------------------------------Detrended Price OScilator is used to remove trend from price. efi(len).--------------------------------Elders Force Index (EFI) measures the power behind a price movement using price and volume. eom(len=14,div=10000).-------------------Ease of Movement.It is designed to measure the relationship between price and volume.p1 = div: 10000= (default) falling(src,len).------------------------ta.falling() Test if the `source` series is now falling for `length` bars long. (Use its Input as another indicator output) fisher(len).-----------------------------Fisher Transform is a technical indicator that converts price to Gaussian normal distribution and signals when prices move significantly by referencing recent price data histvol(len).----------------------------Historical volatility is a statistical measure used to analyze the general dispersion of security or market index returns for a specified period of time. kcr(src,len,mult=2).---------------------Keltner Channels Range kcw(src,len,mult=2).---------------------ta.kcw(). Keltner Channels Width. The Keltner Channels Width is the difference between the upper and the lower Keltner Channels divided by the middle channel. klinger(type=len).-----------------------Klinger oscillator aims to identify money flow’s long-term trend. type=len: 0:Oscilator 1:signal macd(src,len).---------------------------MACD (Moving Average Convergence/Divergence) mfi(src,len).----------------------------Money Flow Index s a tool used for measuring buying and selling pressure msi(len=10).-----------------------------Mass Index (def=10) is used to examine the differences between high and low stock prices over a specific period of time nvi().-----------------------------------Negative Volume Index obv().-----------------------------------On Balance Volume pvi().-----------------------------------Positive Volume Index pvt().-----------------------------------Price Volume Trend ranges(src,upper=len, lower=-5).---------ranges of the source. src=src, upper=len, v1:lower=upper . returns: -1 source=upper otherwise 0 rising(src,len).-------------------------ta.rising() Test if the `source` series is now rising for `length` bars long. (Use its Input as another indicator output) roc(src,len).----------------------------Rate of Change rsi(src,len).----------------------------Relative strength Index rvi(src,len).----------------------------The Relative Volatility Index (RVI) is calculated much like the RSI, although it uses high and low price standard deviation instead of the RSI’s method of absolute change in price. smi_osc(src,len,fast=5, slow=34).--------smi Oscillator smi_sig(src,len,fast=5, slow=34).--------smi Signal stc(src,len,fast=23,slow=50).------------Schaff Trend Cycle (STC) detects up and down trends long before the MACD. Code imported from stdev(src,len).--------------------------Standart deviation trix(src,len) .--------------------------the rate of change of a triple exponentially smoothed moving average. tsi(src,len).----------------------------The True Strength Index indicator is a momentum oscillator designed to detect, confirm or visualize the strength of a trend. ultimateOsc(len.-------------------------Ultimate Oscillator indicator (UO) indicator is a technical analysis tool used to measure momentum across three varying timeframes variance(src,len).-----------------------ta.variance(). Variance is the expectation of the squared deviation of a series from its mean (ta.sma), and it informally measures how far a set of numbers are spread out from their mean. willprc(src,len).------------------------Williams %R wad().-----------------------------------Williams Accumulation/Distribution. wvad().----------------------------------Williams Variable Accumulation/Distribution. HISTORY v3.01 ADD: 23 new indicators added to indicators list from the library. Current Total number of Indicators are 93. (to be continued to adding) ADD: 2 more Parameters (P1,P2) for indicator calculation added. Par:(Use Defaults) uses only indicator(Source, Length) with library's default parameters. Par:(Use Extra Parameters P1,P2) use indicator(Source,Length,p1,p2) with additional parameters if indicator needs. ADD: log calculation (simple, log10) option added on indicator function entries ADD: New Output Signals added for compatibility on exporting condition signals to different Strategy templates. ADD: Alerts Added according to conditions results UPD: Indicator source inputs now display with indicators descriptions UPD: Most off the source code rearranged and some functions moved to the new library. Now system work like a little bit frontend/backend UPD: Performance improvement made on factorization and other source code UPD: Input GUI rearranged UPD: Tooltips corrected REM: Extended indicators removed UPD: IND1-IND4 added to indicator data source. Now it is possible to create new indicators with the previously defined indicators value. ex: IND1=ema(close,14) and IND2=rsi(IND1,20) means IND2=rsi(ema(close,14),20) UPD: Custom Indicator (CUST) added to indicator data source and Combination Indicator source. UPD: Volume added to indicator data source and Combination Indicator source. REM: Custom indicators removed and only one custom indicator left REM: Plot Type "Org. Range (-1,1)" removed UPD: angle, rising, falling type operators moved to indicator library
Penunjuk Pine Script®
oleh dturkuler
1
Feli DMAs + WMAs + BBsThe idea of this indicator is to have in the same place: - Moving Averages - Bollinger Bands - Important crossings of MAs (golden cross, death cross, Pi Cycle) Notes: - The indicator has a main resolution that applies to all the elements and three independent resolutions for the MAs. Why? E.g. You want to see the real-time 20WMA but you're looking at a 1h chart. Normally, the last value of that MA would show on the last sunday at close and would update the next sunday close, but if you are looking at the same 1h chart but select a general resolution of 1h the 20WMA will be updated with the closing price of the last hour. Not sure if there's a best solution but it works for me. Hope it helps! :)
Penunjuk Pine Script®
oleh pipesupertramp
Indicator Functions with Factor and HeikinAshiHello all, This indicator returns below selected indicators values with entered parameters. Also you can add factorization, functions candles, function HeikinAshi and more to the plot. VERSION: Version 1: returns series only source and Length with already defined default values Version 2: returns series with source, Length, p1 and p2 parameters according to the indicator definition (ex: ) PARAMETERS p1 p2 for defining multi arguments (See indicators list) indicator input value usable with verison=V2 selected.. ex: for alma( src , len ,offset=0.85,sigma=6), set source=source, len=length, p1=0.85 an p2=6 FACTOR: Add double triple, Quadruple factors to selected indicator (like converting EMA to 2-DEMA, 3-TEMA, 4-QEMA...) 1-Original 2-Double 3-Triple 4-Quadruple LOG Log: Use log, log10 on function entries PLOTTING: PType: Plotting type of the function on the screen Original :use original values Org. Range (-1,1): usable for indicators between range -1 and 1 Stochastic: Convert indicator values by using stochastic calculation between -1 & 1. (use AT/% length to better view) PercentRank: Convert indicator values by using Percent Rank calculation between -1 & 1. (use AT/% length to better view) ST/%: length for plotting Type for stochastic and Percent Rank options Smooth: Use SWMA for smoothing the function DISPLAY TYPES Plot Candles: Display the selected indicator as candle by implementing values Plot Ind: Display result of indicator with selected source HeikinAshi: Display Selected indicator candles with Heikin Ashi calculation INDICATOR LIST: hide = 'DONT DISPLAY', //Dont display & calculate the indicator. (For my framework usage) alma = 'alma( src , len ,offset=0.85,sigma=6)', // Arnaud Legoux Moving Average ama = 'ama( src , len ,fast=14,slow=100)', //Adjusted Moving Average acdst = 'accdist()', // Accumulation/distribution index. cma = 'cma( src , len )', //Corrective Moving average dema = 'dema( src , len )', // Double EMA (Same as EMA with 2 factor) ema = 'ema( src , len )', // Exponential Moving Average gmma = 'gmma( src , len )', //Geometric Mean Moving Average hghst = 'highest( src , len )', //Highest value for a given number of bars back. hl2ma = 'hl2ma( src , len )', //higest lowest moving average hma = 'hma( src , len )', // Hull Moving Average . lgAdt = 'lagAdapt( src , len ,perclen=5,fperc=50)', //Ehler's Adaptive Laguerre filter lgAdV = 'lagAdaptV( src , len ,perclen=5,fperc=50)', //Ehler's Adaptive Laguerre filter variation lguer = 'laguerre( src , len )', //Ehler's Laguerre filter lsrcp = 'lesrcp( src , len )', //lowest exponential esrcpanding moving line lexp = 'lexp( src , len )', //lowest exponential expanding moving line linrg = 'linreg( src , len ,loffset=1)', // Linear regression lowst = 'lowest( src , len )', //Lovest value for a given number of bars back. pcnl = 'percntl( src , len )', //percentile nearest rank. Calculates percentile using method of Nearest Rank. pcnli = 'percntli( src , len )', //percentile linear interpolation. Calculates percentile using method of linear interpolation between the two nearest ranks. rema = 'rema( src , len )', //Range EMA (REMA) rma = 'rma( src , len )', //Moving average used in RSI . It is the exponentially weighted moving average with alpha = 1 / length. sma = 'sma( src , len )', // Smoothed Moving Average smma = 'smma( src , len )', // Smoothed Moving Average supr2 = 'super2( src , len )', //Ehler's super smoother, 2 pole supr3 = 'super3( src , len )', //Ehler's super smoother, 3 pole strnd = 'supertrend( src , len ,period=3)', //Supertrend indicator swma = 'swma( src , len )', //Sine-Weighted Moving Average tema = 'tema( src , len )', // Triple EMA (Same as EMA with 3 factor) tma = 'tma( src , len )', //Triangular Moving Average vida = 'vida( src , len )', // Variable Index Dynamic Average vwma = 'vwma( src , len )', // Volume Weigted Moving Average wma = 'wma( src , len )', //Weigted Moving Average angle = 'angle( src , len )', //angle of the series (Use its Input as another indicator output) atr = 'atr( src , len )', // average true range . RMA of true range. bbr = 'bbr( src , len ,mult=1)', // bollinger %% bbw = 'bbw( src , len ,mult=2)', // Bollinger Bands Width . The Bollinger Band Width is the difference between the upper and the lower Bollinger Bands divided by the middle band. cci = 'cci( src , len )', // commodity channel index cctbb = 'cctbbo( src , len )', // CCT Bollinger Band Oscilator chng = 'change( src , len )', //Difference between current value and previous, source - source. cmo = 'cmo( src , len )', // Chande Momentum Oscillator . Calculates the difference between the sum of recent gains and the sum of recent losses and then divides the result by the sum of all price movement over the same period. cog = 'cog( src , len )', //The cog (center of gravity ) is an indicator based on statistics and the Fibonacci golden ratio. cpcrv = 'copcurve( src , len )', // Coppock Curve. was originally developed by Edwin "Sedge" Coppock (Barron's Magazine, October 1962). corrl = 'correl( src , len )', // Correlation coefficient . Describes the degree to which two series tend to deviate from their ta. sma values. count = 'count( src , len )', //green avg - red avg dev = 'dev( src , len )', //ta.dev() Measure of difference between the series and it's ta. sma fall = 'falling( src , len )', //ta.falling() Test if the `source` series is now falling for `length` bars long. (Use its Input as another indicator output) kcr = 'kcr( src , len ,mult=2)', // Keltner Channels Range kcw = 'kcw( src , len ,mult=2)', //ta.kcw(). Keltner Channels Width. The Keltner Channels Width is the difference between the upper and the lower Keltner Channels divided by the middle channel. macd = 'macd( src , len )', // macd mfi = 'mfi( src , len )', // Money Flow Index nvi = 'nvi()', // Negative Volume Index obv = 'obv()', // On Balance Volume pvi = 'pvi()', // Positive Volume Index pvt = 'pvt()', // Price Volume Trend rise = 'rising( src , len )', //ta.rising() Test if the `source` series is now rising for `length` bars long. (Use its Input as another indicator output) roc = 'roc( src , len )', // Rate of Change rsi = 'rsi( src , len )', // Relative strength Index smosc = 'smi_osc( src , len ,fast=5, slow=34)', //smi Oscillator smsig = 'smi_sig( src , len ,fast=5, slow=34)', //smi Signal stdev = 'stdev( src , len )', //Standart deviation trix = 'trix( src , len )' , //the rate of change of a triple exponentially smoothed moving average . tsi = 'tsi( src , len )', //True Strength Index vari = 'variance( src , len )', //ta.variance(). Variance is the expectation of the squared deviation of a series from its mean (ta. sma ), and it informally measures how far a set of numbers are spread out from their mean. wilpc = 'willprc( src , len )', // Williams %R wad = 'wad()', // Williams Accumulation/Distribution . wvad = 'wvad()' //Williams Variable Accumulation/Distribution I will update the indicator list when I will update the library Thanks to tradingview, @RodrigoKazuma for their open source indicators
Penunjuk Pine Script®
oleh dturkuler
1
lib_Indicators_v2_DTULibrary "lib_Indicators_v2_DTU" This library functions returns included Moving averages, indicators with factorization, functions candles, function heikinashi and more. Created it to feed as backend of my indicator/strategy "Indicators & Combinations Framework Advanced v2 " that will be released ASAP. This is replacement of my previous indicator (lib_indicators_DT) I will add an indicator example which will use this indicator named as "lib_indicators_v2_DTU example" to help the usage of this library Additionally library will be updated with more indicators in the future NOTES: Indicator functions returns only one series :-( plotcandle function returns candle series INDICATOR LIST: hide = 'DONT DISPLAY', //Dont display & calculate the indicator. (For my framework usage) alma = 'alma(src,len,offset=0.85,sigma=6)', //Arnaud Legoux Moving Average ama = 'ama(src,len,fast=14,slow=100)', //Adjusted Moving Average acdst = 'accdist()', //Accumulation/distribution index. cma = 'cma(src,len)', //Corrective Moving average dema = 'dema(src,len)', //Double EMA (Same as EMA with 2 factor) ema = 'ema(src,len)', //Exponential Moving Average gmma = 'gmma(src,len)', //Geometric Mean Moving Average hghst = 'highest(src,len)', //Highest value for a given number of bars back. hl2ma = 'hl2ma(src,len)', //higest lowest moving average hma = 'hma(src,len)', //Hull Moving Average. lgAdt = 'lagAdapt(src,len,perclen=5,fperc=50)', //Ehler's Adaptive Laguerre filter lgAdV = 'lagAdaptV(src,len,perclen=5,fperc=50)', //Ehler's Adaptive Laguerre filter variation lguer = 'laguerre(src,len)', //Ehler's Laguerre filter lsrcp = 'lesrcp(src,len)', //lowest exponential esrcpanding moving line lexp = 'lexp(src,len)', //lowest exponential expanding moving line linrg = 'linreg(src,len,loffset=1)', //Linear regression lowst = 'lowest(src,len)', //Lovest value for a given number of bars back. pcnl = 'percntl(src,len)', //percentile nearest rank. Calculates percentile using method of Nearest Rank. pcnli = 'percntli(src,len)', //percentile linear interpolation. Calculates percentile using method of linear interpolation between the two nearest ranks. rema = 'rema(src,len)', //Range EMA (REMA) rma = 'rma(src,len)', //Moving average used in RSI. It is the exponentially weighted moving average with alpha = 1 / length. sma = 'sma(src,len)', //Smoothed Moving Average smma = 'smma(src,len)', //Smoothed Moving Average supr2 = 'super2(src,len)', //Ehler's super smoother, 2 pole supr3 = 'super3(src,len)', //Ehler's super smoother, 3 pole strnd = 'supertrend(src,len,period=3)', //Supertrend indicator swma = 'swma(src,len)', //Sine-Weighted Moving Average tema = 'tema(src,len)', //Triple EMA (Same as EMA with 3 factor) tma = 'tma(src,len)', //Triangular Moving Average vida = 'vida(src,len)', //Variable Index Dynamic Average vwma = 'vwma(src,len)', //Volume Weigted Moving Average wma = 'wma(src,len)', //Weigted Moving Average angle = 'angle(src,len)', //angle of the series (Use its Input as another indicator output) atr = 'atr(src,len)', //average true range. RMA of true range. bbr = 'bbr(src,len,mult=1)', //bollinger %% bbw = 'bbw(src,len,mult=2)', //Bollinger Bands Width. The Bollinger Band Width is the difference between the upper and the lower Bollinger Bands divided by the middle band. cci = 'cci(src,len)', //commodity channel index cctbb = 'cctbbo(src,len)', //CCT Bollinger Band Oscilator chng = 'change(src,len)', //Difference between current value and previous, source - source . cmo = 'cmo(src,len)', //Chande Momentum Oscillator. Calculates the difference between the sum of recent gains and the sum of recent losses and then divides the result by the sum of all price movement over the same period. cog = 'cog(src,len)', //The cog (center of gravity) is an indicator based on statistics and the Fibonacci golden ratio. cpcrv = 'copcurve(src,len)', //Coppock Curve. was originally developed by Edwin "Sedge" Coppock (Barron's Magazine, October 1962). corrl = 'correl(src,len)', //Correlation coefficient. Describes the degree to which two series tend to deviate from their ta.sma values. count = 'count(src,len)', //green avg - red avg dev = 'dev(src,len)', //ta.dev() Measure of difference between the series and it's ta.sma fall = 'falling(src,len)', //ta.falling() Test if the `source` series is now falling for `length` bars long. (Use its Input as another indicator output) kcr = 'kcr(src,len,mult=2)', //Keltner Channels Range kcw = 'kcw(src,len,mult=2)', //ta.kcw(). Keltner Channels Width. The Keltner Channels Width is the difference between the upper and the lower Keltner Channels divided by the middle channel. macd = 'macd(src,len)', //macd mfi = 'mfi(src,len)', //Money Flow Index nvi = 'nvi()', //Negative Volume Index obv = 'obv()', //On Balance Volume pvi = 'pvi()', //Positive Volume Index pvt = 'pvt()', //Price Volume Trend rise = 'rising(src,len)', //ta.rising() Test if the `source` series is now rising for `length` bars long. (Use its Input as another indicator output) roc = 'roc(src,len)', //Rate of Change rsi = 'rsi(src,len)', //Relative strength Index smosc = 'smi_osc(src,len,fast=5, slow=34)', //smi Oscillator smsig = 'smi_sig(src,len,fast=5, slow=34)', //smi Signal stdev = 'stdev(src,len)', //Standart deviation trix = 'trix(src,len)' , //the rate of change of a triple exponentially smoothed moving average. tsi = 'tsi(src,len)', //True Strength Index vari = 'variance(src,len)', //ta.variance(). Variance is the expectation of the squared deviation of a series from its mean (ta.sma), and it informally measures how far a set of numbers are spread out from their mean. wilpc = 'willprc(src,len)', //Williams %R wad = 'wad()', //Williams Accumulation/Distribution. wvad = 'wvad()' //Williams Variable Accumulation/Distribution. } f_func(string, float, simple, float, float, float, simple) f_func Return selected indicator value with different parameters. New version. Use extra parameters for available indicators   Parameters:      string : FuncType_ indicator from the indicator list      float : src_ close, open, high, low,hl2, hlc3, ohlc4 or any      simple : int length_ indicator length      float : p1 extra parameter-1. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p2 extra parameter-2. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p3 extra parameter-3. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      simple : int version_ indicator version for backward compatibility. V1:dont use extra parameters p1,p2,p3 and use default values. V2: use extra parameters for available indicators   Returns: float Return calculated indicator value fn_heikin(float, float, float, float) fn_heikin Return given src data (open, high,low,close) as heikin ashi candle values   Parameters:      float : o_ open value      float : h_ high value      float : l_ low value      float : c_ close value   Returns: float heikin ashi open, high,low,close vlues that will be used with plotcandle fn_plotFunction(float, string, simple, bool) fn_plotFunction Return input src data with different plotting options   Parameters:      float : src_ indicator src_data or any other series.....      string : plotingType Ploting type of the function on the screen      simple : int stochlen_ length for plotingType for stochastic and PercentRank options      bool : plotSWMA Use SWMA for smoothing Ploting   Returns: float fn_funcPlotV2(string, float, simple, float, float, float, simple, string, simple, bool, bool) fn_funcPlotV2 Return selected indicator value with different parameters. New version. Use extra parameters fora available indicators   Parameters:      string : FuncType_ indicator from the indicator list      float : src_data_ close, open, high, low,hl2, hlc3, ohlc4 or any      simple : int length_ indicator length      float : p1 extra parameter-1. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p2 extra parameter-2. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p3 extra parameter-3. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      simple : int version_ indicator version for backward compatibility. V1:dont use extra parameters p1,p2,p3 and use default values. V2: use extra parameters for available indicators      string : plotingType Ploting type of the function on the screen      simple : int stochlen_ length for plotingType for stochastic and PercentRank options      bool : plotSWMA Use SWMA for smoothing Ploting      bool : log_ Use log on function entries   Returns: float Return calculated indicator value fn_factor(string, float, simple, float, float, float, simple, simple, string, simple, bool, bool) fn_factor Return selected indicator's factorization with given arguments   Parameters:      string : FuncType_ indicator from the indicator list      float : src_data_ close, open, high, low,hl2, hlc3, ohlc4 or any      simple : int length_ indicator length      float : p1 parameter-1. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p2 parameter-2. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p3 parameter-3. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      simple : int version_ indicator version for backward compatibility. V1:dont use extra parameters p1,p2,p3 and use default values. V2: use extra parameters for available indicators      simple : int fact_ Add double triple, Quatr factor to selected indicator (like converting EMA to 2-DEMA, 3-TEMA, 4-QEMA...)      string : plotingType Ploting type of the function on the screen      simple : int stochlen_ length for plotingType for stochastic and PercentRank options      bool : plotSWMA Use SWMA for smoothing Ploting      bool : log_ Use log on function entries   Returns: float Return result of the function fn_plotCandles(string, simple, float, float, float, simple, string, simple, bool, bool, bool) fn_plotCandles Return selected indicator's candle values with different parameters also heikinashi is available   Parameters:      string : FuncType_ indicator from the indicator list      simple : int length_ indicator length      float : p1 parameter-1. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p2 parameter-2. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      float : p3 parameter-3. active on Version 2 for defining multi arguments indicator input value. ex: lagAdapt(src_, length_,LAPercLen_=p1,FPerc_=p2)      simple : int version_ indicator version for backward compatibility. V1:dont use extra parameters p1,p2,p3 and use default values. V2: use extra parameters for available indicators      string : plotingType Ploting type of the function on the screen      simple : int stochlen_ length for plotingType for stochastic and PercentRank options      bool : plotSWMA Use SWMA for smoothing Ploting      bool : log_ Use log on function entries      bool : plotheikin_ Use Heikin Ashi on Plot   Returns: float
Perpustakaan Pine Script®
oleh dturkuler
1
RedK Auto-Stepping Ladder TraderThe RedK Auto-Stepping Ladder Trader is an experimental tool to help identify trade entry and exits for various types of trades (Trend / Momentum / Breakout and Swing trades) The underlying concept here is loosely similar to the SMAC script - in case you'd like to read some of the "script-specific" write-up . I even borrowed some of the SMAC code, but upgraded the script to Pine v5 while working. So i won't repeat write-up here on how the script works - and we'll get right into how to use in trading How to use / trade the Ladder Trader: ------------------------------------------------- The idea is to set the auto-stepping ladder to a higher timeframe, the "ladder view" helps simplify the price action to show a clear direction, then use the lower timeframe to find best entries (close or at the ladder line) and exits (on the ATR as TP target) - Entries should be as close to the ladder line as possible - a trader may decide to have a small margin above or below the ladder line where they set entry limit order - note that when stepping is enabled, the auto-stepping algo will choose the step value based on the underlying price range and the selected timeframe to move with common trader "mental values" where traders will usually gravitate - exits can be set using the optional ATR or Pct channels - by default, there's an ATR channel (golden color) for that purpose Possible usage scenarios of the Ladder Trader: -------------------------------------------------------------- - Trend / long(er) term: enter position once the ladder line switches to the color corresponding to my desired direction (example: blue for long), and hold all the way until the color changes - Swing: Take only trades in the direction of the ladder (long with blue, short with orange) - enter at the ladder line value, set TP at the desired ATR, repeat as long as the direction holds - Feel free to experiment and share back other uses you find. There are so many settings and tweaks provided for flexibility - the downside is this adds a certain level of complexity - however, i hope this will be a valuable tool to add to your trading. Few Notes: ----------------------- - The Auto-stepping algo is a bit improved to be more FOREX and Crypto-friendly - i do not trade these instruments myself, but will continue to improve the auto-stepping technique in upcoming updates - the signal line (hidden by default, and is what causes the ladder to change color) is based on my Compound Ratio Moving Average - since it's the moving average i found to provide best combination of speed and smoothness. It is used as a proxy to the price, to signal when the price is above or below the ladder level - while removing some of the whipsaws if we use the price value directly. - Broader analysis of price action should still be made using other indicators - and possibly other chart setups - we shouldn't rely on the Ladder Trader signal only - Check for overall momentum, volume movement and market sentiment before using the Ladder Trader - Also test your settings in PaperMoney - i noticed that different instruments may need different settings (for Ladder Type, Length, Rounding Technique, ATR multiplier..etc) for optimal setup that shows best signals.. Get very familiar with the Ladder Trader and it should hopefully become more helpful to you as a tradiing tool. Comments and Feedback are welcome. Good luck.
Penunjuk Pine Script®
oleh RedKTrader
41
NVTNetwork Value to Transactions Ratio (NVT) is defined as the ratio of market capitalization divided by transacted volume. NVT Ratio can be thought of as an indicator that measures whether the blockchain network is overvalued or not. If it is upper than red line, it means overvalued. NVT Golden Cross targets to generate short or long signals by comparing the short-term trend of NVT and the long-term trend of NVT. If the short-term trend is way greater than the long-term trend is, the network can be interpreted as overpriced and will soon revert to mean value, meaning short signal. Similarly, the opposite case may imply a long signal. Over the red line is short signal and under the green line is long signal. You can find divergence in this indicator. There are two sources cryptocap glassnode
Penunjuk Pine Script®
oleh erfan_abedi
1
SEMA-XSEMA-X (sema cross) It's a simple EMA cross strategy Rules of strategy 1. 2 EMA crossing 2. Long (Golden Cross), Short (Dead Cross) 3. Target profit, stop loss setting You can also get big trend gains if you set a long target price. * * * SEMA-X (세마크로스) 간단한 EMA 교차 전략 입니다. 전략의 규칙 1. 2개의 EMA 교차 2. 매수(골든 크로스), 매도(데드 크로스) 3. 목표가, 손절가 설정 목표가를 길게 설정하면 큰 추세 이익도 얻을 수 있습니다.
Strategi Pine Script®
oleh CHULTOO
1
Fibonacci Toolkit [LuxAlgo]This toolkit aims to display multiple Fibonacci drawing tools including retracements, arcs, circles, fans, timezones and spirals. Usage Upon adding the indicator to the chart, users will be prompted to choose a starting point and an ending point for the calculation of the drawing tools. Users can then navigate to the settings of the toolkit and choose which drawing tool to display using the Fibonacci drop-down menu. Users are also free to change the default Fibonacci ratios used by the indicator from within the settings. Each tool is described below. Retracements Fibonacci retracements display multiple levels constructed using the starting price point, ending price point, and multiple Fibonacci ratios. These levels can be used as support and resistance. Arcs Fibonacci arcs display multiple semi-circles. Each semi-circle crosses the line connecting the starting & end price point at a certain percentage determined by Fibonacci ratios. These arcs can be used as support and resistance. Circles The Fibonacci circles are similar to the Fibonacci arcs but display a full circle instead. Users can expect the price to bounce off of the circles. This tool is less commonly used by traders. Fan A Fibonacci fan is a tool displaying trendlines all connected to a starting point and extending to a point determined by Fibonacci ratios. These can also be used as support and resistance. Timezone Fibonacci timezones return a series of horizontal lines. The distance of the lines increases by a factor given by the numbers in the Fibonacci sequence. This tool can be useful to highlight points where a trend might reverse assuming that their duration increases over time. Spiral The Fibonnaci spiral displays a spiral that grows by a factor given by the golden ratio. This indicator returns a spiral using 7 turns (5 internal) and sets the origin of the spiral to the ending point which is selected by the user. The height of the spiral is based on the price range between the starting point and ending point. Note that potential display artifacts can be seen when fitting the spiral on stocks and forex pairs.
Penunjuk Pine Script®
oleh LuxAlgo
35
Scalping Trading System bot Crypto and StocksThis is a trend trading strategy scalping bot that can work with any type of market. However I concluded my tests so far with Crypto, Stocks and Forex, and with optimizations always could be found some profitable settings. Indicators SImple Moving Average Exponential Moving Average Keltner Channels MACD Histogram Stochastics Rules for entry long= Close of the candle bigger than both moving averages and close of the candle is between the top and bot levels from Keltner. At the same time the macd histogram is negative and stochastic is below 50. short= Close of the candle smaller than both moving averages and close of the candle is between the top and bot levels from Keltner. At the same time the macd histogram is positive and stochastic is above 50. Rules for exit We exit when we meet an opposite reverse order. This strategy has no risk management inside, so use it with caution !
Strategi Pine Script®
oleh exlux
20
Auto Anchored Volume Weighted Average Price - Custom AVWAP Based on Brian Shannon's AVWAP - This indicator anchors vwap to the highest high, lowest low and highest volume bar of a user defined lookback period. In the chart example above on AVAX, the lookback period is set to 90 days - The blue line depicts AVWAP from the highest bar in in the last 90 dats - The purple Line is AVWAP from the lowest bar in the last 90 days - The golden line is AVWAP from the highest volume bar in the last 90 Days These levels act as a price magnet and strong levels of support and resistance. I use them to identify chart locations for where I want to do business and look for trade setups. Unlike moving averages, AVWAP will maintain it's chart position no matter the chart resolution. One way to take advantage of this is to wait for price to get to one of these levels, go to lower timeframes and find low risk setups based on your trading strategy. You can customise the look and feel and which anchors you want displayed. You can use multiple instances with varying lookback periods to display shorter and longer term levels simultaneously
Penunjuk Pine Script®
oleh elScipio
15
Standard Error of the Estimate -Jon Andersen- V2Original implementation idea of bands by: Traders issue: Stocks & Commodities V. 14:9 (375-379): Standard Error Bands by Jon Andersen Standard Error Bands are quite different than Bollinger's. First, they are bands constructed around a linear regression curve. Second, the bands are based on two standard errors above and below this regression line. The error bands measure the standard error of the estimate around the linear regression line. Therefore, as a price series follows the course of the regression line the bands will narrow , showing little error in the estimate. As the market gets noisy and random, the error will be greater resulting in wider bands . Thanks to the work of @glaz & @XeL_arjona In this version you can change the type of moving averages and the source of the bands. Add a few studies of @dgtrd 1- ADX Colored Directional Movement Line Directional Movement (DMI) (created by J. Welles Wilder ) consists of the Average Directional Index ( ADX ), to define whether or not there is a trend present, and Plus Directional Indicator (+D I) and Minus Directional Indicator (-D I) serve the purpose of determining trend direction ADX Colored Directional Movement Line is custom interpretation of Directional Movement (DMI) with aim to present all 3 DMI indicator components with SINGLE line and ability to be added on top of the price chart (main chart) How to interpret :  * triangle shapes:   ▲- bullish : diplus >= diminus   ▼- bearish : diplus < diminus * colors:   green - bullish trend : adx >= strongTrend and di+ > di-   red - bearish trend : adx >= strongTrend and di+ < di-   gray - no trend : weekTrend < adx < strongTrend   yellow - week trend : adx < weekTrend * color density:   darker : adx growing   lighter : adx falling 2- Volatility Colored Price/MA Line Custom interpretation of the idea “Prices high above the moving average (MA) or low below it are likely to be remedied in the future by a reverse price movement”. Further details can be found under study “Price Distance to its MA by DGT” How to interpret :  -▲ – Bullish , Price Action above Moving Average  -▼ – Bearish , Price Action below Moving Average  -Gray/Black - Low Volatility  -Green/Red – Price Action in Threshold Bands  -Dark Green/Red – Price Action Exceeds Threshold Bands 3- Volume Weighted Bar s Volume Weighted Bars, a study of Kıvanç Özbilgiç, aims to present whether volume supports price movements. Volume Weighted Bars are calculated based on volume moving average. How to interpret :  -Volume high above the volume moving average be displayed with red/green colors  -Average volume values will remain as they are and  -Volume low below the volume moving average will be indicated with darker colors 4- Fear & Greed index value, using technical anlysis approach calculated based on :  ⮩1 - Price Momentum : Price Distance to its Moving Average  ⮩2 - Strenght : Rate of Return, price movement over a period of time  ⮩3 - Money Flow : Chaikin Money Flow, quantify changes in buying and selling pressure. CMF calculations is based on Accumulation/Distribution  ⮩4 - Market Volatility : CBOE Volatility Index ( VIX ), the Volatility Index, or VIX , is a real-time market index that represents the market's expectation. It provides a measure of market risk and investors' sentiments  ⮩5 -Safe Haven Demand: in this study GOLD demand is assumed
Penunjuk Pine Script®
oleh OskarGallard
2
EMA Magnetic PullColor coded indicator showing the "Magnetic Pull" of a specifed Moving Average. Indicator changes color based on how high price has exceeded the specified moving average. The default moving average is set to 50, but users can define their desired moving average. Bitcoin Weekly Chart Example: Gold or White may indicate that an asset is overbought suggesting a trend reversal or corrective pullback in price Light Blue may indicate that an asset is oversold, suggesting an undervalued condition
Penunjuk Pine Script®
oleh ozzy_livin
3
[blackcat] L1 Tether LineLevel: 1 Background Omega Research proposed Tether line in June 2000. I utilized it in fast-slow line form to follow trend. Function Due it can provides good support and resistance, using it as "moving average" fast-slow line form can provide very stable golden cross and dead cross signal. You can adjust parameters to fit for your trading pair and use it and compare it with Supertrend indicator. Key Signal Tether_fast --> Tether Fast Line. Tether_slow --> Tether Slow Line. Remarks This is a Level 1 free and open source indicator. Feedbacks are appreciated.
Penunjuk Pine Script®
oleh blackcat1402
2
Sideways detection bollinger bandsSideways detection indicator using Bollinger bands . In this case we take the original ratio between lower and upper and we smooth it even harder in order to get a better idea about the accuracy of the trend. If the initial ratio is not between 0 and 1 and the smooth ratio is higher than our selected value, we get an idea if we are a in trending market or not. Of course using it as a standalone has no usage, and it has to be combined with other tools like moving average, oscillators and so on. IF you have any questions let me know
Penunjuk Pine Script®
oleh exlux
2
[blackcat] L1 Joe Sharp More Responsive Moving Average (MMA)Level: 1 Background Joe Sharp propsed a "More Responsive Moving Averages (MMA)" in Jan, 2000. He describes a modified moving average that greatly diminishes the lag that is typically associated with moving averages. With the formula described in the article, the moving average line is more responsive to changes in the price action. Function An MMA indicator to plot the modified moving average is created in this script for application on a chart with fastline and slowline to produce golden crosses and dead crosses. In the pine script below, the calculation for the modified moving average is created in a function called ModifiedMA. This function basically takes care of all the necessary calculations for the modified moving average line. By putting the entire calculation into a function, the modified moving average calculation can be easily referenced by any analysis technique. Key Signal ModifiedMA (Price, FastLength) --> ModifiedMA Fast Line. ModifiedMA (Price, SlowLength) --> ModifiedMA Slow Line. Remarks This is a Level 1 free and open source indicator. Feedbacks are appreciated.
Penunjuk Pine Script®
oleh blackcat1402
2
Kapua Whenua LANDZZ1Kapua Whenua means Earth's Clouds in Maori language, this indicator was created to show impulses and trends of the asset's price movement both up and down. The Indicator was made based on key numbers of the golden ratio: Conversion Line: Kw 17 (Purple Color) Kw 34 - Short Period Fractal (Light Blue Color) Kw 72 - Short/Medium Period Fractal (Orange) Kw 144 - Medium Period Fractal (Yellow Color) Kw 305 - Medium/Long Period Fractal (Dark Blue Color) Kw 610 - Long Period Fractal (Grey) Kw 1292 - Long Period Fractal+ (Black Color) The baseline or also called the conversion line is identified by the Color Purple of value 17. How to read the indicator: Every time the conversion line (Purple Color 17 periods) crosses a Kw value (Kapua Whenua) it will always look for the next KW line above or below the value as support or resistance. For example: If we are in a bull market, and the price crosses below the KW17 conversion line it will go towards KW 34 as support, if the price breaks KW 34 it will go towards the next line below KW 34 as support. Every time the conversion line or the price crosses a higher value of Kapua Whenua (KW) this trend will be stronger, it means, if the conversion line (KW 17) crosses above KW 305 it will indicate more strength than if it had crossed above the KW 72 or 144 for example. So to get better results trading with the trend, always observe if the conversion line and the price are below or above some Medium/Long Period KW. Note also that, in an uptrend, it could be that all KW are below each other. In a downtrend, it could be that all KW are on top of each other. This indicates that the farther the price is from the fractals the stronger the trend is, also, when there is a narrowing of the fractals means that the price will start to go sideways. If the price is between 2 or more Fractals, it will indicate consolidation. A really good trend is considered when the price or the Short/Medium Period Fractals are all above or below at KW 610, which is a long period fractal, meaning a strong uptrend or downtrend. A larger KW can be at the same point as a smaller KW, however, the stronger color will be shown above the weaker one. ***Larger chart timeframes are better to see longer KW fractals that are above or below the price, if your chart timeframe doesn't show a bigger support or resistance fractal, change the chart time to another longer period** Tip - Get used to looking at line colors as your indicators, just like moving averages. You can also take or place any fractal at any time in the configuration menu.
Penunjuk Pine Script®
oleh landzz1
5
Six Moving Averages Study (use as a manual strategy indicator)I made this based on a really interesting conversation I had with a good friend of mine who ran a long/short hedge fund for seven years and worked at a major hedge fund as a manager for 20 years before that. This is an unconventional approach and I would not recommend it for bots, but it has worked unbelievably well for me over the last few weeks in a mixed market. The first thing to know is that this indicator is supposed to work on a one minute chart and not a one hour, but TradingView will not allow 1m indicators to be published so we have to work around that a little bit. This is an ultra fast day trading strategy so be prepared for a wild ride if you use it on crypto like I do! Make sure you use it on a one minute chart. The idea here is that you get six SMA curves which are: 1m 50 period 1m 100 period 1m 200 period 5m 50 period 5m 100 period 5m 200 period The 1m 50 period is a little thicker because it's the most important MA in this algo. As price golden crosses each line it becomes a stronger buy signal, with added weight on the 1m 50 period MA. If price crosses all six I consider it a strong buy signal though your mileage may vary. *** NOTE *** The screenshot is from a 1h chart which again, is not the correct way to use this. PLEASE don't use it on a one hour chart.
Penunjuk Pine Script®
oleh thebiggerhand
Bitcoin S2F(X)This indicator shows the BTCUSD price based on the S2F Model by PlanB. We can see not only the S2F(Stock-to-Flow) but also the S2FX(Stock-to-Flow Cross Asset) model announced in 2020. █ Overview In this model, bitcoin is treated as comparable to commodities such as gold . These commodities are known as "store of value" commodities because they retain their value over time due to their relative scarcity. Bitcoins are scarce. The number of coins in existence is limited, and the rate of supply is at an all-time low because mining the 2.2 million outstanding coins that have yet to be mined requires a lot of power and computing power. The Stock-to-flow ratio is used to evaluate the current stock of a commodity (the total amount currently available) versus the flow of new production (the amount mined in a given year). The higher this ratio, the more scarce the commodity is and the more valuable it is as a store of value. █ How To View On the above chart price is overlaid on top of the S2F(X) line. We can see that price has continued to follow the stock-to-flow of Bitcoin over time. By observing the S2F(X) line, we can expect to be able to predict where the price will go. The coloured circles on the price line of this chart show the number of days until the next Bitcoin halving event. This is an event where the reward for mining new blocks is halved, meaning miners receive 50% fewer bitcoins for verifying transactions. Bitcoin halvings are scheduled to occur every 210,000 blocks until the maximum supply of 21 million bitcoins has been generated by the network. That makes stock-to-flow ratio (scarcity) higher so in theory price should go up. The stock-to-flow line on this chart incorporates a 463-day average into the model to smooth out the changes caused in the market by the halving events. I recommend using this indicator on a weekly or monthly basis for BITSTAMP:BTCUSD . █ Reference Script Bitcoin Stock to Flow Multiple by yomofoV
Penunjuk Pine Script®
oleh Tainoko
6
[EG] MA ATR ChannelsGreetings - the aim of this indicator was to code a single indicator with a selectable moving average, so I could examine price relationships to MA's and Average True Range (ATR) bollinger type bands. You can obviously approach this tool in so many different ways so I am going to share first an overview of moving averages and a short overview of how I use this this indicator. Simple ( SMA ) – A simple average of the past N (length) prices. Just add the price data for each N (bar) and divide the total by N. Exponential ( EMA ) – An exponential moving average with a greater weight for recent prices. The weighting is exponential. An N-period EMA takes more than N data points into account and gradually dilutes past data’s effect. Double Exponential ( DEMA ) - Same as an EMA , the Double exponential moving average , or DEMA , is a measure of a security's trending average price that gives the even more weight to recent price data. Aimed to help reduce lag. Triple Exponential ( TEMA ) - Same as an EMA , the Triple exponential moving average , or TEMA , is a measure of a security's trending average price that gives the even more weight to recent price data than EMA or DEMA . Aimed to help reduce lag. Weighted ( WMA ) – An average of the past N prices with a linear weighting, again giving greater weight to more recent prices. Hull ( HMA ) - The Hull Moving Average (developed by Alan Hull) has the purpose of reducing lag, increasing responsiveness while at the same time eliminating noise. It emphasises recent prices over older ones, resulting in a fast-acting yet smooth moving average that can be used to identify the prevailing market trend. Wilder's (RMA) - Wilder's smoothing is a type of exponential moving average . It takes one parameter, the period n, and price. Larger values for n will have a greater smoothing effect on the input data but will also create more lag. It is equivalent to a 2n-1 Exponential Moving Average . For example, a 10 period Wilder's smoothing is the same as a 19 period exponential moving average . Symmetrically Weighted ( SWMA ) - Weight distribution starts from median of given period and it's reduced linearly to the sides so the ending and starting point of period have the least weight. It's smooth and fast but reacts late to trend changes on higher lengths (lookback). Arnaud Legoux ( ALMA ) - Arnaud Legoux Moving Average removes small price fluctuations and enhances trend via applying a moving average twice, once from left to right, and once from right to left and combines both. At the end of this process the phase shift (price lag) commonly associated with moving averages is significantly reduced. Volume-Weighted ( VWMA ) - A Volume-Weighted Moving Average gives a different weight to each closing price and this weight depends on the volume of that period. For example, the closing price of a day with high volume will have a greater weight on the moving average value. Volume Weighted Average Price ( VWAP ) - Though not necessarily a MA - Volume-weighted average price ( VWAP ) is a ratio of the cumulative share price to the cumulative volume traded over a given time period and so I thought would be useful as an ATR tool. The VWAP is calculated using the opening price for each day and adjusting in real time right up until the close of the session. Thus, the calculation uses intraday data only. So what is Average True Range ? Average True Range is a measure of volatility . It's an area that represents roughly how much you can expect a security to change in price over a time period. Average true range is usually calculated by applying Wilders Smoothing to True Range. If you want regular ATR - use RMA as the input for the ATR. The ATR is then divided into periods based on derivatives of Phi (3.14) and Fibs (0.618, 1.618 etc.) You will notice price bounces off the lines. Look for patterns. The indicator - consisting of 3 parts: Price/Fast MA - this is an MA anywhere between 3-20 periods that is reflective of very recent price action. It is red when price is below - and green when above. Recommendations : SMA , EMA , WMA , HMA Trend/Medium MA - this is a slower MA that you could set anywhere between 30 - 100 periods that is reflective of overall bull/bear market trend depending on both it's direction and whether the Price MA / price is lower or higher. Recommendations: EMA , WMA , VWMA , RMA, ALMA Average True Range - this is a way to measure and visualise range the price may be capable of in - if it is towards or below the 2.1 multiplier - a bull reversal is more likely and vice versea. The multi's are set to factors of Pi and Fibonacci ratio's. Green channel means bullish, red channel means bearish. Gold means sign of a likely reversal. If the PMA enters the channel - it is likely the reversal is cancelled for a short period more. Recommendations : RMA, EMA , VWMA , ALMA , SWMA , VWAP How I use it : First of all - Consider longs when channel is green - or going to bounce on a support line - and consider shorts based on the opposite. This is not a buy/sell indicator - this is a MAP to PRICE to give reference and meaning to price movements across multiple time frames - very useful when using with a volume indicator and an RSI. I personally use it on the 3m chart but change the TFM to 5 for 15m data. If you wish to see any other more exotic or interesting MA's added please feel free to request them in the comments ! And thanks for checking out my first indicator
Penunjuk Pine Script®
oleh eggman94
2