Mulakan

Cari dalam skrip untuk "MA Cross"

eha MA CrossIn the study of time series, and specifically technical analysis of the stock market, a moving-average cross occurs when, the traces of plotting of two moving averages each based on different degrees of smoothing cross each other. Although it does not predict future direction but at least shows trends. This indicator uses two moving averages, a slower moving average and a faster-moving average. The faster moving average is a short term moving average. A short term moving average is faster because it only considers prices over a short period of time and is thus more reactive to daily price changes. On the other hand, a long term moving average is deemed slower as it encapsulates prices over a longer period and is more passive. However, it tends to smooth out price noises which are often reflected in short term moving averages. There are a bunch of parameters that you can set on this indicator based on your needs. Moving Averages Algorithm You can choose between three types provided of Algorithms Simple Moving Average Exponential Moving Average Weighted Moving Average I will update this study with more educational materials in the near future so be informed by following the study and let me know what you think about it. Please hit the like button if this study is useful for you.
Penunjuk Pine Script®
oleh UnknownUnicorn3443602
CryptOli 3 MAs long/short Backtest// this is an educational Script - basicly its very simple - you can see how minimal changes impact results, thats why i posted it // Credits to Quantnomad to publish tons of free educational script // this Script is based on Quantnomads Ultimate MA Indicator // HA - Option for calcultion based on HA-Candles (very famous recently) // Source Input - Option (Candletype for calculation, close, ohlc4 ect.) --- there are huge differences --- try it by your own
Strategi Pine Script®
oleh Crypto-Oli
Strategy VS Buy & HoldSUMMARY: A strategy wrapper that makes a detailed and visual comparison between a given strategy and the buy & hold returns of the traded security. DESCRIPTION: TradingView has a "Buy & Hold Return" metric in the strategy tester that is often enough to assess how our strategy compares to a simple buy hold. However, one may want more information on how and when your strategy beats or is beaten by a simple buy & hold strategy. This script aims to show such detail by providing a more comprehensive metrics and charting the profit/loss of the given strategy against buy & hold. As seen in the script, it plots/draws 4 elements: 1) Strategy P/L: strategy net profit + strategy open profit 2) Buy & Hold P/L: unrealized return 3) Difference: Strategy P/L - Buy & Hold P/L 4) Strategy vs Buy Hold Stats > Percent of bars strategy P/L is above Buy & Hold > Percent of bars strategy P/L is below Buy & Hold > All Time Average Difference ADJUSTABLE PARAMETERS: All labels/panels can be disabled by unchecking these two options: >bnh_info_panel = input(true, title='Enable Info Panel') >bnh_indicator_panel = input(true, title='Enable Indicator Panel') Comparison Date Range can be changed to better isolate specific areas: >From Year, From Month, From Day default: 1970 01 01 >To Year, To Month, To Day default: 2050 12 31 Default settings basically covers all historical data. HOW TO USE: The default script contains a simple 50-200 SMA cross strategy, just delete and replace it. Those are everything between these lines: ///////////////////////////////////////////////////////////////////////////////////// //////////////////////////////STRATEGY SCRIPT START////////////////////////////////// (STRATEGY SCRIPT GOES HERE) //////////////////////////////STRATEGY SCRIPT END//////////////////////////////////// ///////////////////////////////////////////////////////////////////////////////////// Removing all plots and drawings from your strategy is advisable. If you are going to use the Comparison Date Range, apply "bnh_timeCond" to your strategy to align the dates. A sample on how it’s applied can be seen on the Placeholder MA cross strategy. Note: bnh_timeCond returns a boolean series
Strategi Pine Script®
oleh reimadara
3
SVAMA - A Non Parametric Adaptive Moving Average Based On VolumeIntroduction Technical indicators often have parameters settings that the user must enter, those are inconvenient when the user must design a strategy because such settings must be optimized, it must also been noted that the optimal settings at time t could change at time t+n , this is why non parametric indicators are more efficient. Today i propose a moving average adapting to the market volume without using parameters affecting the smoothing. The Indicator The volume is rescaled in a range of (1,0) by using max or min normalization. Exponential averaging is used to provide the moving average. When using max normalization the moving average react faster when the volume is closer to its all time high, when using min normalization the moving average react faster when the volume is closer to its all time low. You can select the method (max or min) from the "Method" parameter. Volume tend to be higher and more periodic with higher time-frames, this is why lower time-frames might return smoother results when using the Max method. It is recommended to use the Max method when we want a faster moving average while the Min method is more suited to get a slower moving average. Both methods can provide an interesting MA-Cross system when used on higher time frames. Conclusion There should be more non parametric indicators, this would allow for faster and easier optimization processes when creating a strategy, in theory any indicator using a moving average or highest/lowest could be made non parametric by using a running mean or running max/min but the indicator might loose important information. This is one of my main focus right now since such indicators could also allow for improvements when used with artificial intelligence. I hope you find an use to it, don't hesitate to send me your suggestions. Thanks for reading !
Penunjuk Pine Script®
oleh alexgrover
9
Adaptive Autonomous Recursive Trailing StopIntroduction Trailing stop are important indicators in technical analysis, today i propose a new trailing stop A2RTS based on my last published indicator A2RMA (1), this last indicator directly used an error measurement thus providing a way to create enveloppes, which provide a direct way to create trailing stops based on highest/lowest rules. The Indicator If you need a more detailed explanation of this indicator i encourage you to check the A2RMA indicator post i made, parameters does not differ from the supertrend, thus having a length parameter and a factor parameter who is here described as gamma , gamma control how far away are the bands from each others thus spotting longer terms trends when gamma is higher. On BTCUSD Something worth mentioning is that the indicator sometimes behave like my MTA trailing stop indicator (2) who is closer to the price when a trend persist thus providing early exit points, however A2RTS behave a bit better. Price can sometimes break the trailing stop, this can be interpreted as a support/resistance or just as an exit point, the support resistance methodology on trailing stop is not the most recommended. Sometimes it is recommended to have an higher length rather than an high gamma like in this case for INTEL CORP, below gamma = 3 and length = 20 The microprocessor market like to use higher length's instead of higher gamma's , A2RMA is a non-linear filter, this would explain such behaviour. Conclusion Trailing stops might not suffer as much from whipsaw trades than MA crossovers but they still remain inefficient when market is not trending, results of the proposed indicator on major forex pairs are more than disappointing, but i hope this will serve as basis for other trailing stops that might act a little bit better. I conclude this post by thanking everyone who support my work and i encourage you to modify this indicator and share it with the community. Thanks for reading ! Cited Articles
Penunjuk Pine Script®
oleh alexgrover
21
Trend Impulse FilterIntroduction There is a lot of indicators similar to this one, however i think this one don't share the same calculation method and this is why i share it. This indicator aim to forecast price direction using an exponential filter architecture using highest and lowest information for the estimation of a smoothing variable. This filter is similar to the average Max-Min filter. The Indicator In the code a is equal to 1 when the price is greater or lower than any past price over length period, else a is equal to 0. The center parameter control the filtering degree of the output, when center is equal to 1 and a = 1 the indicator return the highest or lowest depending on market current trend, when center is superior to 1 the output will be smoother, however the reactivity of the indicator will still depend on the length parameter. A color option show you the trend of the market, however the generated signals are the same that can be generated from a Donchian channel. When highest is greater than previous highest the indicator direction will move upward, else if lowest is lower than previous lowest the indicator direction will move downward. Therefore the indicator can give information on the Donchian channels direction and provide a nice filter. Conclusions Adapting to highest and lowest can make an indicator adapt to the essence of trend trading, the indicator i showed can be used as source for others indicator or in MA crossover strategies. If you have a strategy using Donchian channels you may be interested in using this indicator and se how it fit in your strategy. Hope you like it. Thanks for reading !
Penunjuk Pine Script®
oleh alexgrover
13
Trend following with HAThis is my first script and it is basically a MA crossover/under strategy that uses heikin ashi closing prices. I've also used limit orders based on HA opening prices of the previous day for entry which improves the performance. However, this impose a restriction when prices are moving too fast and the algo is unable to enter the trade, resulting in a bad position for a long period, which I believe is preventing this strategy from performing better. Will appreciate any comments/ suggestions to improve this (such as enter market prices the next day when failed to enter on HA price - not sure if this is possible) as I'm still starting out and will be more than happy to learn from the community here. Cheers!
Strategi Pine Script®
oleh SimYuanAnShane
Donchian Channel Alerts R1 by JustUncleLThis idea is based on the Donchain Channel centre line Price action. When price moves from the highest/lowest point, the price will move to the center line first. At this point, the center line acts as dynamic support/resistance and often price will bounce back up. However, if price successfully breaks the centre line (primary entry condition), then prices will tend to catch up to the bottom channel line, many times making further moves in that direction (secondary entry condition). This script alert idea is designed to be used with Renko (10pip brick recommended) Renko or Heikin Ashi (1 hour recommended) charts. It combines the Donchian Channel centre line price action with a directional coloured EMA (default length 8) to provide entry and exit signals. There are three options to exit trade: MA Cross (default exit) = exit occur when price breaks EMA in opposite direction. Centre Cross = exit occurs when price breaks back passed the centre line in opposite direction. Brick Colour = exit when a brick/bar paints in the opposite colour to trade direction. Each Entry and Exit signal creates an Alertcondition that can be picked up by the TradingView Alarm system. TIPS: This type of Trading technique only works well in a trending market. Do not try to trade this technique in a ranging/flat market, wait for market to return to trend or pick another pair. To get 10pip Bricks set Renko to "Traditional" type bricks and 0.001 for non-JPY currency pairs and 0.1 for JPY currency pairs. Also set chart Time frame to 5min or 15mins. Renko chart:
Penunjuk Pine Script®
oleh JustUncleL
13
Candlestick Trend Indicator v0.5 by JustUncleLRequested Update to this Indicator alert project. In this update I have added the option to be able select which Price Action candles you want included in the display and the generated alarm Alert. Other changes also included in this update: Also added a Price Action candle for "Last Fractal S/R Break", this also a good continuation indication. Added option to select a different moving average types for directional MA line. Modified some default settings, using HullMA instead of Zero Lag EMA and standard MACD settings(12,26,9). Description: This is a trend following indicator and alert for Binary Options based on Candlestick patterns and trend line - NOTE: original system was a forex trading system. This code combines a number of indicators to create an overall trading strategy. The indicator recognises and displays some useful candle named defined patterns that are used to support trend continuation: Bearish + Bullish PinBars Dark Cloud Cover Piecing Line Bullish + Bearish Harami Bullish + Bearish Engulfing Candle Bullish + Bearish Last Fractal S/R break Also recognises main Price Action candles from ChrisMoody (CM), the four(4) price action patterns are colored coded bars: Yellow = Inside Bar - breakout/continuance Orange = Outside Bar - breakout/continuance Aqua/Fuschia = Up/Down Shaved Bars - Buying/Selling pressure Red/Green = Possible reversal PinBars - Reverse Down / reverse Up The highlighted candles (maroon and darker green) represent the defined PA patterns that have been confirmed following the current trend direction that is indicated by the Hull MA(20) line (can select a different type of MA, or even disable) and confirmed by MACD direction (can be disabled). The confirmed Alerts are indication by green (buy) and red (sell) dots at the bottom of the chart. An alert is generated from this selection for the alert condition of the alarming system. The fractal upper/lower break lines are also draw, if the (optional) last fractal break line is broken by a highlighted bar then this indicates a stronger trend conformation. The MACD indicator MACD DEUTER 2 colour(12,26,9) you can visually see the MACD histogram colours with MACD direction - needs "MACD DEUTER 2 colour" indicator. This multi-indicator set up is suitable for 1hr, 4hr and daily charts with 1-4 candle expiry. References and Inspiration from: Fractal Levels by RicardoSantos Almost Zero Lag EMA Candlestick Patterns With EMA by rmwaddelljr CM_Price-Action-Bars by ChrisMoody www.forexstrategiesresources.com "Scalp Jockey - MTF MA Cross Visual Strategizer by JayRogers"
Penunjuk Pine Script®
oleh JustUncleL
99
vdubsoxI've been asking for this concept for a while, a simple MA that rides the top side of the trend instead of the bottom, and by accident came across the 'Hull ma' on a TV blog post. I've added another two simple Moving averages to act as strength indicator with close proximity to the price. The strategy is simple MA cross over but with the early indication using Hull ma gives you a heads up on trend / price reversal. I'm using this in conjunction with BB set at 34. on a 1/3/5 min charts & Heiken Ashi to smooth out the noise with awesome success trading Binary options.
Penunjuk Pine Script®
oleh vdubus
16
Triple EMA + QQE Trend Following Strategy [TradeDots]The "Triple EMA + QQE Trend Following Strategy" harnesses the power of two sophisticated technical indicators, the Triple Exponential Moving Average (TEMA) and the Qualitative Quantitative Estimation (QQE), to generate precise buy and sell signals. This strategy excels in capturing shifts in trends by identifying short-term price momentum and dynamic overbought or oversold conditions. HOW IT WORKS This strategy integrates two pivotal indicators: Triple Exponential Moving Average (TEMA): TEMA enhances traditional moving averages by reducing lag and smoothing the data more effectively. It achieves this by applying the EMA formula three times onto the price, as follows: tema(src, length) => ema1 = ta.ema(src, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) tema = 3*ema1 - 3*ema2 + ema3 This computation helps to sharpen the sensitivity to price movements. Qualitative Quantitative Estimation (QQE): The QQE indicator improves upon the standard RSI by incorporating a smoothing mechanism. It starts with the standard RSI, overlays a 5-period EMA on this RSI, and then enhances the result using a double application of a 27-period EMA. A slow trailing line is then derived by multiplying the result with a factor number. This approach establishes a more refined and less jittery trend-following signal, complementing the TEMA to enhance overall market timing during fluctuating conditions. APPLICATION Referenced from insights on "Trading Tact," the strategy implementation follows: First of all, we utilize two TEMA lines: one set at a 20-period and the other at a 40-period. Then following the rules below: 40-period TEMA is rising 20-period TEMA is above 40-period TEMA Price closes above 20-period TEMA Today is not Monday RSI MA crosses the Slow trailing line This strategy does not employ an active take profit mechanism; instead, it utilizes a trailing stop loss to allow the price to reach the stop loss naturally, thereby maximizing potential profit margins. DEFAULT SETUP Commission: 0.01% Initial Capital: $10,000 Equity per Trade: 80% Users are advised to adjust and personalize this trading strategy to better match their individual trading preferences and style. RISK DISCLAIMER Trading entails substantial risk, and most day traders incur losses. All content, tools, scripts, articles, and education provided by TradeDots serve purely informational and educational purposes. Past performances are not definitive predictors of future results. Reference: Trading Tact. What Is the QQE Indicator? Retrieved from: tradingtact.com
Strategi Pine Script®
oleh tradedots
CANDLE FILTER Todays scripts is based on my Pullback And Rally Candles with other meaningful candles such as Hammers and Dojis. You can choose which Candles to show on the cart and if you want to candles to appear above or below a moving average. If you follow my work, you may recognise some of these candles which I'm about to show you however these candles are 1) more refined and 2) has moving average filters. Ive included a D,6H,1H Candle in this script as on different timeframes - each swing low on average has a different amount of bars within the swing low / swing high so the DPB and RD will only work on the Daily //Pullback candle This candle is very powerful when used with simple Price Action such as Market Structure//Demand zones and support zones. (((((WORKS BEST IN UPTRENDS AND BOTTOM OF RANGES))))) Ive included a D,6H,1H Pullback Candle in this script as on different timeframes - each swing low on average has a different amount of bars within the swing low so the DPB will only work on the Daily //DAILY PULLBACK (Swing Traders) snapshot //4H PULLBACK (Swing Traders) snapshot - this signal will produce more signals due to the swing low filter on the 4H //1H PULLBACK snapshot - this signal has been refined due to too many candle displaying in weak areas !!!IF YOU DONT WANT TO USE PULLBACKS DURING DOWNTRENDS THEN USE THE EMA FILTER TO TURN OFF THE PULLBACKS WHEN PRICE IS BELOW THE MOVING AVERAGE!!! //Rally candle (My personal Favourite) (((((WORKS BEST IN DOWNTRENDS AND TOP OF RANGES))))) This candle is very powerful when used with simple Price Action such as Market Structure//Supply zones and Resistance zones. //DAILY RALLY(Swing Traders) snapshot //4H RALLY(Swing Traders) snapshot - this signal will produce more signals due to the swing high filter on the 4H !!!IF YOU DONT WANT TO USE RALLIES DURING UPTRENDSTHEN USE THE EMA FILTER TO TURN OFF THE RALLIES WHEN PRICE IS ABOVE THE MOVING AVERAGE!!! //POWERFUL DOJIS (INDECISION) snapshot We look for indecision in key areas to see if momentum is shifting. When combined with Pullbacks or Rallys - this will enhance the odds of a probably area. //HAMMERS snapshot //MOVING AVERAGES snapshot Short EMA = 50 Long EMA = 200 This filter can be used when the market is trending - look out for rejections off the moving averages Also you can chance the Short And Long EMA to choose which MA cross you want to use snapshot ALSO ALL THE CANDLES HAVE A ALERT CONDITIONS WHICH YOU CAN ACCESS - THIS WILL ALERT ANY CANDLE YOU CHOOSE Please leave a like/comment on this post as this is much appreciated....
Penunjuk Pine Script®
oleh LuxTradeVenture
13