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Extended Recursive Bands - Maximum Efficiency With Extra OptionsIntroducing A New Calculation For Efficient Bands Calculation ! Here it is ! The Recursive Bands Indicator, an indicator specially created to be extremely efficient, i think you already know that calculation time is extra important in algorithmic trading, and this is the principal motivation for the creation of the proposed indicator. Originally described in my paper "Pierrefeu, Alex (2019): Recursive Bands - A New Indicator For Technical Analysis" , the indicator framework has been widely used in my previous uploaded indicators, however it would have been a shame to not upload it, however user experience being a major concern for me, i decided to add extra options, which explain the term "extended". On The Indicator Calculation You can skip this part if it doesn't interest you. The calculation of the indicator is based on recursion, but i want to explain the mathematical formula described in the paper. I've seen some users trying to remake it from the calculations, however there was always something weird, and i understand, mathematical notations are always a bit weird, even myself don't always write them correctly/understand them, however this one is relatively simple to understand. First lets explain each elements of the calculation : α = smoothing constant, or 2/(length+1) max/min = maximum and minimum function, max return the greatest input value while min return the lowest one, for example : max(4,2) = 4 while min(4,2) = 2 the "||" notation mean taking the absolute value, for example : |-1| = abs(-1) = 1 The calculation after the max/min function is called the correction factor, and is the core of the indicator. The last two variables are just here to provide an initial value for upper and lower, basically when we start our calculations we will assign the value of the closing price for upper and lower. The motivation behind using a smoothing constant in range of (0,1) was to tell the reader that the indicator is easily made adaptive, this is what i did on my adaptive trailing stop indicator by using the efficiency ratio as smoothing variable, the user can use 1/length instead of the provided calculation for alpha. If you interested on the indicator main logic, it is actually really simple, by using upper = max(price,upper) and lower = min(price,lower) we would get the maximum/minimum price value at time t , therefore upper can only be greater or equal than its precedent value, while lower can only be lower or equal than its precedent value, in order to fix that we subtract/sum upper/lower with a value, this allow the upper band to be lower than its precedent value and lower to be greater than its precedent value, this is the role of the correction factor. The Indicator The indicator display one upper and one lower band, every common usages applied to bands indicators such as support/resistance, breakout, trailing stop...etc, can also be applied to this one. length control how reactive the bands are, higher values of length will make the bands cross the price less often. In order to provide more flexibility for the user i added the option to use various methods for the calculation of the indicator, therefore the indicator can use the average true range, standard deviation, average high-low range, and one totally exclusive method specially designed for this indicator. Classic Method This option make the indicator use its classical calculation, this is the most efficient method of all. Atr Method (atr) This method use the average true range as correction factor, notice that lower values of length can still produce wide band. Standard Deviation Method (stdev) This method use a biased estimate of the standard deviation as correction factor. The method produce smoother bands that converge more slowly toward the price in comparison with the classic correction factor. Average High-Low Range Method (ahlr) This method use the average of the high-low range as correction factor, extremely similar to the average true range. Rising Falling Volatility (rfv) Method A new method created for this indicator, this correction factor use the absolute prices changes when price value is greater/lower than any length past values of the price, this allow to have more boxy shaped bands, work best with greater values of length. The bands can be in contact with this method, a possible fix in the future. Conclusion The recursive band indicator is one of my greatest indicators in my opinion (i would love to have yours), as you can see the idea behind it is extremely simple and allow for a super efficient band indicator, which was the original motivation behind it, in order to provide more fun for the users i also added more option for the correction factor, this allow the user to be creative and not get stuck with the original calculation. Like the trend step indicator family we have almost ended our series on the recursive band framework, 1 more trailing stop will be added in the future, and then we'll have more "boring" stuff until i find something cool again, it shouldn't be long ;) Thanks for reading !
Penunjuk Pine Script®
oleh alexgrover
18
Time rangesThis script visualizes the different time sessions during the day. The time ranges are set to the default Frankfurt, London, NY, Sydney and Tokyo, but can be freely modified and turned off (I personally use to display only Tokyo and NY). If you are a day trader, e.g. you trade with the Market Makers, this tool is a "must have". It also displays the day of the week, which can be set off as well. vitelot/yanez/Vts Sept 2019 PS I chose this script to belong to the "volatility" category since it can be used to highlight the Asian session, and there was no suitable category available.
Penunjuk Pine Script®
oleh vitelot
9
Smart Labelling - Range FilterThis is a labelling module based on a range filter . Notice that the trick here is to use fibonachi numbers . Use smaller range multiplier for higher TFs. This module may serve as a signal generator to be passed through a signal filter. Quote from the original author: This is an experimental study designed to filter out minor price action for a clearer view of trends. Inspired by the QQE's volatility filter, this filter applies the process directly to price rather than to a smoothed RSI. First, a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount. Next, the filter is calculated by gating price movements that do not exceed the specified range. Lastly the target ranges are plotted to display the prices that will trigger filter movement.
Penunjuk Pine Script®
oleh capissimo
6
Correlation MATRIX (Flexible version)Hey folks A quick unrelated but interesting foreword Hope you're all good and well and tanned Me? I'm preparing the opening of my website where we're going to offer the Algorithm Builder Single Trend, Multiple Trends, Multi-Timeframe and plenty of others across many platforms (TradingView, FXCM, MT4, PRT). While others are at the beach and tanning (Yes I'm jealous, so what !?!), we're working our a** off to deliver an amazing looking website and great indicators and strategies for you guys. Today I worked in including the Trade Manager Pro version and the Risk/Reward Pro version into all our Algorithm Builders. Here's a teaser We're going to have a few indicators/strategies packages and subscriptions will open very soon. The website should open in a few weeks and we still have loads to do ... (#no #summer #holidays #for #dave) I see every message asking me to allow access to my Algorithm Builders but with the website opening shortly, it will be better for me to manage the trials from there - otherwise, it's duplicated and I can't follow all those requests As you can probably all understand, it becomes very challenging to publish once a day with all that workload so I'll probably slow down (just a bit) and maybe posting once every 2/3 days until the website will be over (please forgive me for failing you). But once it will open, the daily publishing will resume again :) (here's when you're supposed to be clapping guys....) While I'm so honored by all the likes, private messages and comments encouraging me, you have to realize that a script always takes me about 2/3 hours of work (with research, coding, debugging) but I'm doing it because I like it. Only pushing the brake a bit because of other constraints INDICATOR OF THE DAY I made a more flexible version of my Correlation Matrix . You can now select the symbols you want and the matrix will update automatically !!! Let me repeat it once more because this is very cool... You can now select the symbols you want and the matrix will update automatically :) Actually, I have nothing more to say about it... that's all :) Ah yes, I added a condition to detect negative correlation and they're being flagged with a black dot Definition : Negative correlation or inverse correlation is a relationship between two variables whereby they move in opposite directions. A negative correlation is a key concept in portfolio construction, as it enables the creation of diversified portfolios that can better withstand portfolio volatility and smooth out returns. Correlation between two variables can vary widely over time. Stocks and bonds generally have a negative correlation, but in the decade to 2018, their correlation has ranged from -0.8 to 0.2. (Source : www.investopedia.com See you maybe tomorrow or in a few days for another script/idea. Be sure to hit the thumbs up to cheer me up as your likes will be the only sunlight I'll get for the next weeks.... because working on building a great offer for you guys. Dave ____________________________________________________________ - I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies Jump on a 1 to 1 coaching with me - You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
Penunjuk Pine Script®
oleh Daveatt
9
VAMA Ribbon - JD This indicator gives an Ribbon of various VAMA's The VAMA is an adjusted moving average, based on the volatility of the past x amount of bars, measured against the ema of a certain length. The VAMA may give you an indication of likely price targets, amongst other use cases similar to other ma's If you have any other ideas for further development,... let me know!! If you want to use the VAMA in your scripts, please give me a shoutout! ;-) JD. #NotTradingAdvice #DYOR Disclaimer. I AM NOT A FINANCIAL ADVISOR. THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY. ALWAYS DO YOUR OWN RESEARCH! I build these indicators for myself and provide them open source, to use for free to use and improve upon, as I believe the best way to learn is toghether.
Penunjuk Pine Script®
oleh Duyck
9
Changed Percentage Labels - Quan DaoThis overlayed utility is used for showing the volatality of the price. It is useful to see the changed percentage of the price in order to decide what stock/crypto to buy, b/c if the volatility (changed percentage) is high it's likely that you can make bigger profit. Added option to display changed percentage for: - Current Close price compared to previous Closed price. - Close price compared to Open price. - High price compared to Low price. As a limit of current pine script, it can only show the last 50 labels for now.
Penunjuk Pine Script®
oleh niceboomer
1
Squeeze - Expansion Indicator - JDThe Squeeze-Expansion Indicator or SE indicator shows the contraction and expansion of the volatility of the price, it does this by evaluating the movement of the standard deviations of the price. This indicator can be use in a similar way to ADX and momentum indicators and can potentially keep you out of NO-TRADE zones It can also be used as an exit indicator to show when a move has likely lost momentum. color coding of the SE indicator -the BLUE area indicates the AMOUNT of SQUEEZE of the price deviations -the ORANGE area indicates the AMOUNT of EXPANSION of the price deviations -the highlighted (BLUE) line indicate SQUEEZE tightening -the highlighted (GREEN and RED) lines indicate the RELEASE - BLUE line rising indicates a likely bounce back if the price - GREEN/RED line rising indicates a likely continuation/breakout of the price JD. #NotTradingAdvice #DYOR I build thes indicators for myself and provide them open source, to use for free to use and improve upon, as I believe the best way to learn is toghether.
Penunjuk Pine Script®
oleh Duyck
19
Pivot Point Monthly - bitcoin by Simon-RoseMonthly Version: I have written 3 Indicators because i couldn't find what i was looking for in the library, so you can turn each one on and off individually for better visibility. This are Daily, Weekly and Monthly Pivot Points with their Resistance and Support Points and also on the Daily with the range between them. I will also publish some Ideas to show you how to use them if you are not familiar with the traditional pivot points strategy already. Unlike the usually 3 support & resistances i added 4 of them, specifically for trading bitcoin (on traditional markets this level of volatility usually never gets touched) Here you can see which lines are what for reference, as the Feature to label lines is missing in Pinescript (if you have a workaround pls tell me ;) ) This is the basic calculation used : PP = (xHigh+xLow+xClose) / 3 R1 = vPP+(vPP-Low) R2 = vPP + (High - Low) R3 = xHigh + 2 * (vPP - Low) R4 = xHigh + 3 * (vPP - Low) S1 = vPP-(High - vPP) S2 = vPP - (High - Low) S3 = xLow - 2 * (High - PP) S4 = xLow - 3 * (High - PP) If you have any questions or suggestions pls write me :) Happy trading Cheers Daily Version: Weekly Version:
Penunjuk Pine Script®
oleh Simon-Rose
Pivot Points Weekly - bitcoin by Simon-RoseWeekly Version: I have written 3 Indicators because i couldn't find what i was looking for in the library, so you can turn each one on and off individually for better visibility. This are Daily, Weekly and Monthly Pivot Points with their Resistance and Support Points and also on the Daily with the range between them. I will also publish some Ideas to show you how to use them if you are not familiar with the traditional pivot points strategy already. Unlike the usually 3 support & resistances i added 4 of them, specifically for trading bitcoin (on traditional markets this level of volatility usually never gets touched) Here you can see which lines are what for reference, as the Feature to label lines is missing in Pinescript (if you have a workaround pls tell me ;) ) This is the basic calculation used : PP = (xHigh+xLow+xClose) / 3 R1 = vPP+(vPP-Low) R2 = vPP + (High - Low) R3 = xHigh + 2 * (vPP - Low) R4 = xHigh + 3 * (vPP - Low) S1 = vPP-(High - vPP) S2 = vPP - (High - Low) S3 = xLow - 2 * (High - PP) S4 = xLow - 3 * (High - PP) If you have any questions or suggestions pls write me :) Happy trading Cheers Daily Version: Monthly Version:
Penunjuk Pine Script®
oleh Simon-Rose
2
Pivot Points Daily - bitcoin by Simon-RoseDaily Version: I have written 3 Indicators because i couldn't find what i was looking for in the library, so you can turn each one on and off individually for better visibility. This are Daily, Weekly and Monthly Pivot Points with their Resistance and Support Points and also on the Daily with the range between them. I will also publish some Ideas to show you how to use them if you are not familiar with the traditional pivot points strategy already. Unlike the usually 3 support & resistances i added 4 of them, specifically for trading bitcoin (on traditional markets this level of volatility usually never gets touched) Here you can see which lines are what for reference, as the Feature to label lines is missing in Pinescript (if you have a workaround pls tell me ;) ) This is the basic calculation used : PP = (xHigh+xLow+xClose) / 3 R1 = vPP+(vPP-Low) R2 = vPP + (High - Low) R3 = xHigh + 2 * (vPP - Low) R4 = xHigh + 3 * (vPP - Low) S1 = vPP-(High - vPP) S2 = vPP - (High - Low) S3 = xLow - 2 * (High - PP) S4 = xLow - 3 * (High - PP) If you have any questions or suggestions pls write me :) Happy trading Cheers Weekly Version: Monthly Version:
Penunjuk Pine Script®
oleh Simon-Rose
[ALERTS] Range Filter"This is an experimental study designed to filter out minor price action for a clearer view of trends. Inspired by the QQE's volatility filter, this filter applies the process directly to price rather than to a smoothed RSI . First, a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount. Next, the filter is calculated by gating price movements that do not exceed the specified range. Lastly the target ranges are plotted to display the prices that will trigger filter movement. Custom bar colors are included. The color scheme is based on the filtered price trend." Thanks to Donovan Wall... Enjoy!
Penunjuk Pine Script®
oleh UnknownUnicorn2151907
8