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ADD for SPX intraday (NYSE Adv-Decl) -Tom1traderThis is the NYSE Advancers - decliners which the SPX pretty much follows. You can chart it like any index (ADD -NYSE $ADV MINUS $DECL) but I find it more useful in a separate panel with colors for direction. The level gives an idea of days move (example: plus or minus 500 is not much movement through the session) but I follow the direction as when more stocks advance (green) or decline (red) the index tends to track it pretty closely. On SPX, SPY and correlateds - very useful for intra-day trading (Scalping or 0DTE option trades) but not for higher time frames at all. If you chart the ADD in a chart and compare 5 minute to daily you will see what I mean. I left it at 5 minutes timeframe which displays well on any intraday chart. You can change it by changing the "5" in the security function on line 13 to what you want ("1" 1 minute, "15" 15 minutes) or change it to timeframe.period (no quotes) so that it will follow the timeframe of the current chart. I like 5 min as it displays better on higher timeframes i.e. 15 min. or hour. A simple moving average with a length of 10 is added to help gauge momemtum. Hope this helps with trading or scripting ideas, questions or feed back welcome. Keep Smiling.
Penunjuk Pine Script®
oleh Tom1trader
7
Gap driven intraday trade (better in 15 Min chart)// Based on yesterday's High, Low, today's open, and Bollinger Band (20) in current minute chart, // Defined intraday Trading opportunity: Stop, Entry, T0, Target (S.E.T.T) // Back test in 60, 30, 15, 5 Min charts with SPY, QQQ, XOP, AAPL, TSLA, NVDA, UAL // In 60 and 30 min chart, the stop and target are too big. 5 min is too small. // 15 min Chart is the best time frame for this strategy; // ------------------------------------------------------------------------------- // There will be Four lines in this study: // 1. Entry Line, // 1.1 Green Color line to Buy, If today's open price above Yesterday's High, and current price below BB upper line. // 1.2 Red Color line to Short, if today's open price below Yesterday's Low, and current above BB Lower line. // // 2. Black line to show initial stop, one ATR in current min chart; // // 3. Blue Line (T0) to show where trader can move stop to make even, one ATR in current min chart; // // 4. Orange Line to show initial target, Three ATR in current min chart; // // Trading opportunity: // If Entry line is green color, Set stop buy order at today's Open; // Whenever price is below the green line, Prepare to buy; // // If Entry line is Red color, Set Stop short at today's Open; // Whenever price is above the red line, Prepare to short; // // Initial Stop: One ATR in min chart; // Initial T0: One ATR in min chart; // Initial Target: Three ATR in min chart; // Initial RRR: Reward Risk Ratio = 3:1; // // Maintain: Once the position moves to T0, Move stop to "Make even + Lunch (such as, Entry + $0.10)"; // Allow to move target bigger, such as, next demand/supply zone; // When near target or demand/supply zone or near Market close, move stop tightly; // // Close position: Limit order filled, or near Market Close, or trendline break; // // Key Step: Move stop to "Make even" after T0, Do not turn winner to loser; // Willing to "in and out" many times in one day, and trade the same direction, same price again and again. // // Basic trading platform requests: // To use this strategy, user needs to: // 1. Scan Stocks Before market open: // Prepare a watch list for top 10 ETF and Top 90 stocks which are most actively traded. // Stock might be limited by price range, Beta, optionable, ... // Before market open, Run a scan for these stocks, find which has GAP and inside BB; // create watch list for that day. // // 2. Attach OSO and OCO orders: // User needs to Send Entry, Stop (loss), and limit (target) orders at one time; // Order Send order ( OSO ): Entry order sends Stop order and limit order; // Order Cancel order ( OCO ): Stop order and limit order, when one is filled, it will cancel the other instantly;
Penunjuk Pine Script®
oleh PlanTradePlanMM
3
Trend Trade ( in W, D, H, 15M )Condition: Uptrend, EMA5 > EMA8 > EMA13 Downtrend, EMA5 < EMA8 < EMA13 EMA# input can be changed by user. Trading Plan: 1. Long in Uptrend when Price croseover EMA5; Buy EMA5 + 0.03 (Do not wait for close), initial stop EMA13-0.03 If it is a big Gap up, do not chase. Let it go; 2. Short in Downtrend when Price croseunder EMA5; Short EMA5 - 0.03 (Do not wait for close), initial stop EMA13+0.03 If it is a big Gap Down, do not chase. Let it go; 3. No target strategy in this study; Back test Weekly, daily, hourly, 15M chart for ES1!, CL1!, GC1!, SPY, QQQ, TLT, IWM, XLF, XLK, XOP, GS, IBM, APPL, AMD, MMM, WBA When side way move, Entry could be stopped quickly with small loss; When entry in trending move, the position could be hold for a good range, and keep adding to winner. Using this study, Futures and ETFs are better than single stock. Big Gap can break the trend, and trigger big stop loss; This study is designed to join an existing trend. Try not use this in the time frame below 15 min. To catch the turning point of a swing, Price action (Demand/Supply Confirmation) and trendlineBreak could be more accurate than EMA/SMA lines.
Penunjuk Pine Script®
oleh PlanTradePlanMM
1
Buy in long term uptrend (Weekly and Daily)Condition: in uptrend, EMA8 > EMA144 (User can change the EMA# from input); Price Action: (Price crossover EMA144) or (price touched EMA144 and close above it); Trading Plan: Buy at close or next open; Initial Stop below EMA144; No Exit strategy in this study, trader needs to move stop by other rules; such as, uptrend line break; Back test Weekly and daily chart for SPY, QQQ, TLT, GLD, IWM, XLF, XLK, XOP, GS, IBM, APPL, CAT, LVS 1. When side way move or price From uptrend to Down trend, Entry could be stopped quickly with small loss; 2. When buy in trending move, the position could be hold for few years. The best sample is QQQ weekly chart. This is my first tradingview script. I created this script file and tested in one week. Maybe, this script is too simple, other people published similar code already; Sorry, I didn't Check that yet.
Penunjuk Pine Script®
oleh PlanTradePlanMM
2
RSI V Pattern strategyThis strategy based on RSI for swing trading or short term trading Strategy Rules ============= LONG 1. ema20 is above ema50 --- candles are colored green on the chart 2. RSI value sharply coming up previous candle1 low is previous candle2 low and previous candle1 RSI value is less than previous candle2 current candle RSI value is greater than previous candle1 and crossing above 30 above which makes a V shape on RSI indicator, colored in yellow on the chart , price bar is colored in yellow 3. Enter Long when the above V pattern occurs EXIT LONG 1. when the RSI reaches 70 , close half position and move stop loss to up 2. when RSI reaches high value 90, close 3/4 position 3. when RSI crossing below 10 OR stopLoss hit , whichever happens first , close whole position Note : take profit levels are colored in blue on RSI and Price candles I have tested SPY , QQQ on daily chart , performance results are with 80% win rate and more than 3 profit factor Happy Trading
Strategi Pine Script®
oleh eemani123
6
S&P 500 Sector Strength IndexHi traders , this is lonelygrass again 😄, and I am going to show what you don't often see out there and share it with you. This indicator is called "s&p 500 sector strength index"😎 , which allows you to distinguish strengths and weaknesses between different sectors in s&p500, and to create meaningful trading frameworks around it. Similar to the RSI indicator , it also has overbought and oversold levels , you can clearly figure out the degree of crowd behaviors in various sectors' stocks . For me 🤣, I will use it to "BUY LOW⬇️ , SELL HIGH⬆️". When a sector is oversold at the moment, I will try to buy those stocks when I find price actions and chart patterns in comply with the analysis by this indicator , the opposite for shortselling. Also, for sake of being more user-friendly 👍, I added a function which enables you to only select the sector(s) you want to look at in order to make it less messy. If you can't help to know what I will share with you coming up, then FOLLOW my account 😙 . Also , your likes and shares are really important 🎊. I will get more motivated to bring you new thing every day!!! ✍
Penunjuk Pine Script®
oleh lonelygrass
16
CBG Key Numbers v6Here is my opening range, key numbers indicator. It takes the Opening Range (5 minutes by default) and then plots the opening range and up to 7 extensions of that range above and below. It's amazing how the OR is stamped up on the rest of the day's price movements. 2 strategies (at least) are to play the OR range breakout and to fade when price hits an extreme range. You have total control over how you set up the various lines and colors. If you start overlaying the trading day with the OR and it's extensions, you will see amazing patterns become clear. For example, the pump and reverse. This is where price pumps right out of the opening and then reverses later in the morning. I have the opening price set to big circles as this is one of the most important reference points during the day. Important: For some reason, the 9:30 am time Opening acts differently for equities and futures . For equities, you can set the time values to 0930. But for futures , to capture the Open at 9:30, you have to set the time values to start at 0830. I haven't been able to find a better solution but setting the times manually works. Make sure to set all the time values on the Options screen. There is one more setting of interest. It is called IB Target Amount. This is a number above and below the opening range that I have observed price to hit whenever there's a breakout. This will allow you to predict a price target on breakouts. For SPY , I have found that price usually breaks out to at least 50 cents. On ES futures , it's 6 dollars. This can help you lock in 10% and 20% when trading options and is a great tool. That's why I have it so prominent in red. You will also see price return to this level during the day and act as support or resistance. Please disregard the red and green shaded rectangles. They are my own support and resistance zones and TV wouldn't let me hide them from the picture. :-) I mostly use this on a 5 minute chart but any timeframe will work.
Penunjuk Pine Script®
oleh GoldBands
5
Voss Strategy (Filter + Trend Indicator) [Bitduke]Created strategy based on Voss Predictive Filter, implemented by TradingView user e2e4mfck. Voss Predictive Filter This is a relatively new filter from John F. Ehlers’ article, “A Peek Into The Future .” Ehlers describes the calculation of a new filter that could help signal cyclical turning points in markets. But filter has a negative group delay and while an indicator based on it cannot actually see into the future, it may provide the trader with signals in advance of other indicators. In mentioned article he tested filter on SPY and at one point in time "it went into a trend mode in January 2019, and the cycle signal failed miserably, signaling a short position during the runup. <...> The only way to minimize the impact of this condition is to employ an additional trend detector." Thus I've added another Ehlers' based trend based indicator Instantaneous Trendline (thanks to LazyBear for implementation) to minimize the impact of the trend mode and got a good results on XBTUSD pair 4h. Backtest : > Range: 2016 - 2020 > XBTUSD > 4h > ~20% drawdown > Sharpe (0.361, not too impressive) I think it can be improved with Risk Management system and experimenting with various trend following indicators.
Strategi Pine Script®
oleh Bitduke
2
Trading Range Indicator - TRISimple script made to identify trading ranges in any timeframe The oscillator bounces between 1 and 0. 1 means that the current asset is in a trading range and 0 meaning it is not. The determination of a trading range is determined by the following: ATR(14)40 and RSI<60 ADX<25 Due to all 3 having to be fulfilled in order for the oscillator to show there is a trading range, this causes a problem where 2 of the conditions are fulfilled and therefore still shows 0 on the oscillator, however, the asset could very well be in a trading range. So what in the world do you use this for if there is such a significant margin of error? Since all 3 conditions need to be fulfilled in order for it to be considered a trading range, this gives a very strong indicator of said trading ranges. So if a person is looking at individual stock tickers or the SPY index ticker, then when the oscillator reads a 1, it could be ideal to open an Iron Condor on said ticker. This means that this indicator is not well suiting for traditional long and short stock positions, but rather it is made for options traders who by using an Iron Condor can make money of a range-bound market.
Penunjuk Pine Script®
oleh DEAD_HUNTER
Trend-Following Combo-SuperTrend, EMA, Aroon, DMI, Laguerre RSIThis is a trend-following indicator which condenses two SuperTrend indicators -- one based on analysis over a shorter period of time (1.5, 7), and one based on analysis over a longer period of time (1.65, 100) -- into a single indicator which appears on your chart only when both the shorter- and longer-term analysis indicates a "SuperTrend" in the same direction. Additionally, potential trade entry indicators are displayed in the form of up and down arrows when (by default) three of the following five indicators suggest that the market is trending in the same direction as both the shorter- and longer-term SuperTrend indicators: EMA Crossover (8, 15) Aroon Indicator (8) Aroon Oscillator (8) Directional Movement Index (DI +/-) (8) Laguerre RSI (13) You may update the parameters of any of the indicators to match your own preferences. Additionally, you may also adjust the "Threshold" of indicators that must be in agreement with the SuperTrend to show a potential trade entry arrow. Bear in mind that if you set the Indicator Threshold too low, you will see more frequent trade entry arrows, many of which will not be profitable if taken. Similarly, set this value too high, and you will see fewer trade entry arrows that may not appear until after most of the "juice" in the trend has evaporated. Ideal values for the threshold seem to be between 2-4, depending on the symbol you are trading. The following image shows all of the indicators referenced above on a 5-minute chart of the SPY during a single trading day: And, here is the same period of time showing only the Trend-Following Combo indicator with default settings: This indicator would not have been possible save for work contributed by the following: SuperTrend by Rajandran R Aroon w/ crossovers highlighted by seiglerj Aroon Oscillator by jcrewolinsky Directional Movement Index by TradingView Laguerre RSI (Self Adjusting Alpha with Fractals Energy) by everget
Penunjuk Pine Script®
oleh jadamcraig
13
Macroeconomic Artificial Neural Networks This script was created by training 20 selected macroeconomic data to construct artificial neural networks on the S&P 500 index. No technical analysis data were used. The average error rate is 0.01. In this respect, there is a strong relationship between the index and macroeconomic data. Although it affects the whole world,I personally recommend using it under the following conditions: S&P 500 and related ETFs in 1W time-frame (TF = 1W SPX500USD, SP1!, SPY, SPX etc. ) Macroeconomic Parameters Effective Federal Funds Rate (FEDFUNDS) Initial Claims (ICSA) Civilian Unemployment Rate (UNRATE) 10 Year Treasury Constant Maturity Rate (DGS10) Gross Domestic Product , 1 Decimal (GDP) Trade Weighted US Dollar Index : Major Currencies (DTWEXM) Consumer Price Index For All Urban Consumers (CPIAUCSL) M1 Money Stock (M1) M2 Money Stock (M2) 2 - Year Treasury Constant Maturity Rate (DGS2) 30 Year Treasury Constant Maturity Rate (DGS30) Industrial Production Index (INDPRO) 5-Year Treasury Constant Maturity Rate (FRED : DGS5) Light Weight Vehicle Sales: Autos and Light Trucks (ALTSALES) Civilian Employment Population Ratio (EMRATIO) Capacity Utilization (TOTAL INDUSTRY) (TCU) Average (Mean) Duration Of Unemployment (UEMPMEAN) Manufacturing Employment Index (MAN_EMPL) Manufacturers' New Orders (NEWORDER) ISM Manufacturing Index (MAN : PMI) Artificial Neural Network (ANN) Training Details : Learning cycles: 16231 AutoSave cycles: 100 Grid Input columns: 19 Output columns: 1 Excluded columns: 0 Training example rows: 998 Validating example rows: 0 Querying example rows: 0 Excluded example rows: 0 Duplicated example rows: 0 Network Input nodes connected: 19 Hidden layer 1 nodes: 2 Hidden layer 2 nodes: 0 Hidden layer 3 nodes: 0 Output nodes: 1 Controls Learning rate: 0.1000 Momentum: 0.8000 (Optimized) Target error: 0.0100 Training error: 0.010000 NOTE : Alerts added . The red histogram represents the bear market and the green histogram represents the bull market. Bars subject to region changes are shown as background colors. (Teal = Bull , Maroon = Bear Market ) I hope it will be useful in your studies and analysis, regards.
Penunjuk Pine Script®
oleh Noldo
40
ANN MACD (BTC) Logic is correct. But I prefer to say experimental because the sample set is narrow. (300 columns) Let's start: 6 inputs : Volume Change , Bollinger Low Band chg. , Bollinger Mid Band chg., Bollinger Up Band chg. , RSI change , MACD histogram change. 1 output : Future bar change (Historical) Training timeframe : 15 mins (Analysis TF > 4 hours (My opinion)) Learning cycles : 337 Training error: 0.009999 Input columns: 6 Output columns: 1 Excluded columns: 0 Grid Training example rows: 301 Validating example rows: 0 Querying example rows: 0 Excluded example rows: 0 Duplicated example rows: 0 Network Input nodes connected: 6 Hidden layer 1 nodes: 8 Hidden layer 2 nodes: 0 Hidden layer 3 nodes: 0 Output nodes: 1 Learning rate : 0.6 Momentum : 0.8 More info : EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
Penunjuk Pine Script®
oleh Noldo
13
ANN MACD Future Forecast (SPY 1D) NOTE : Deep learning was conducted in a narrow sample set for testing purposes. So this script is Experimental . This system is based on the following article and is inspired by an external program: hackernoon.com None of the artificial neural networks in Tradingview work and are not based on completely correct logic. Unlike others in this system: IMPORTANT NOTE: If the tangent activation function is used, the input data must also have tangent values (compared to the previous values of 1 bar). Inputs were prepared according to this judgment. 1. The tangent function which is the activation function is written correctly. (The tangent function in the article: ActivationFunctionTanh (v) => (1 - exp (-2 * v)) / (1 + exp (-2 * v))) 2. Missing bias parts in the formulas were added. 3. The output function is taken from the next day (historical), so that the next bar can be predicted, which is the truth. 4.The forecast value of the next bar is subtracted from the current bar change and the market direction is determined. 5.When the future forecast and the current close are added together, the resulting data is called seed. The seed carries data both from the present and from yesterday and from the future. 6.And this seed was subjected to the MACD method. Thus, due to exponential averages, more importance will be given to recent developments and The acceleration situations will show us the direction. However, a short position should be taken for crossover and a long position for crossunder . Because the predicted values ​​work in reverse.Even though we use the same period (9,12,26) it is much faster! 7. There is no future code that can cause Repaint. However, the color after closing should be checked. The system is completely correct. However, a very narrow sample was selected. 100 data: Tangent diffs ; volume change, bollinger bands values changes (Upband , Midband , Lowband) and LazyBear's Squeeze Momentum Indicator (SQZMOM_LB) change and the next bar data (historical) price change were put into the deep learning test. IMPORTANT NOTE : The larger the sample set and the more effective dependent variables, the higher the hit rate of the deep learning test! EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com Stay tuned. Best regards!
Penunjuk Pine Script®
oleh Noldo
15
Asset Correlation Tool v3, improvedI found this useful tool among the indicators but it wasn't doing the correlation study correctly. Everything in markets, with only a few exceptions, are rising in value over time and therefore trended to time. The simplest method I found is to use link relative or first difference detrending, before calculating a correlation between assets. I also updated it to include more assets, to use the latest Cryptocap indices like BTC.D/ETH.D/TOTAL2 and the top 100 crypto index CIX100. I improved the colour schemes, too Included in the source code are some other ideas like the FRED:M1 and FRED:M2 (only on daily charts), the Yuan/Yen/EUR/USD, etc. There's lots of scope for correlating unrelated markets. I'll keep updating it as I use it to find truly correlated assets. Some kind of signal line of known correlations, to subtract from the baseline fuzz of market activity. Any improvements are most welcome; I'm a novice at best at statistics and build on others' work. - mabonyi
Penunjuk Pine Script®
oleh mabonyi
A.I.Driven TradersAI Model Trades for 20190612The entry and exit levels here are NOT derived from any specific indicator but are coming from our A.I. driven proprietary models. This is an attempt at exploring the trading community here at TradingView and sharing our daily trading plans published at our site with the community here in the form a Pine Script - just starting and learning this platform. Please help point out any obvious errors or gotchas committed in the scripts. Thanks and have a great trading day! **** The Trading Plan Published for today **** >>>> Medium-Frequency Models: <<<<< For today, Wednesday 06/12, our medium-frequency models indicate using the 2895 as a pivot point - opening a long on a break above 2895, and opening a short on a break below 2895 (wait for a close on at least a five minute chart to determine the break), both sides with a 9-point trailing stop.      Note: For the trades to trigger, the breaks should occur during the regular session hours starting at 9:30am ET. By design, these models do NOT open any new positions after 3:45pm. Only one open position at any given time. >>>>> Aggressive Intraday Models: <<<<< For today, Wednesday 06/12, our aggressive intraday models indicate going long on a break above 2892 or 2875 with an 6-point trailing stop, and going short on a break below 2887 or 2878 with an 8-point trailing stop.    Note: For the trades to trigger, the breaks should occur during regular session hours starting at 9:30am ET. Due to the intraday nature of these aggressive models, they indicate closing any open trades at 3:55pm and remaining flat into the session close. No opening of new positions after 3:45pm. Only one open position at any given time.
Strategi Pine Script®
oleh TradersAICorp
2
stoch pop and RSI2 strategyI have combined stochsatic POP and RSI2 strategy. Go Long on stochstaic > 80 and RSI2 pulled back to 30 (note when you are entering Long, check that stochsatic is still above 80 ) Close Long when stochastic crossing down 55 I have back tested this on SPY weekly. It has less trades but high profitable with very less draw down. Other time frames you have more signals but , not great winning rate. Since this is weekly setup, good for investing ... long waiting to close , patience required :-)
Strategi Pine Script®
oleh eemani123
WillSpread IndexDescription Source: www.instaforex.com The technical indicator Will-Spread was developed by Larry Williams and described in his book Long-Term Secrets to Short-Term Trading. Will-Spread is one of the strongest financial indicators, which measures the flow of price between the primary market and a secondary market. The purpose of this comparison is to highlight signals for opening/closing positions of a financial asset through market signals that have influence on this particular asset. Once the Will Spread turns positive, look for the next bar to be above bar when Will spread turned positive to get long. Indicator Use Trading use The main method of using Will-Spread is watching the way it crossing the zero line. If the indicator crosses the zero line upward, rising trend is likely to continue. When the indicator falls below the zero line, there is an obvious downtrend. The author offered to use the indicator in trading from the standpoint of a filter: when Will-Spread crosses the zero line, a trader should wait for the formation of the bar that follows after the signal. In case the new bar generates a high/low above/below the previous one, a trader should open position. It is not recommended to open position if the bar does not form a new high/low. The spread (A/B *100) takes two underlyings, get the exponential average creating exponential period (5) and subtract from another exponential period (20). The example he gives is that bonds move stocks, so we take the S&P and bonds. Get a will spread of SPY & TLT.
Penunjuk Pine Script®
oleh Investmenthero77
4
IV/HV ratio 1.0 [dime]This script compares the implied volatility to the historic volatility as a ratio. The plot indicates how high the current implied volatility for the next 30 days is relative to the actual volatility realized over the set period. This is most useful for options traders as it may show when the premiums paid on options are over valued relative to the historic risk. The default is set to one year (252 bars) however any number of bars can be set for the lookback period for HV. The default is set to VIX for the IV on SPX or SPY but other CBOE implied volatility indexes may be used. For /CL you have OVX/HV and for /GC you have GVX/HV. Note that the CBOE data for these indexes may be delayed and updated EOD and may not be suitable for intraday information. (Future versions of this script may be developed to provide a realtime intraday study. ) There is a list of many volatility indexes from CBOE listed at: www.cboe.com (Some may not yet be available on Tradingview) RVX Russell 2000 VXN NASDAQ VXO S&P 100 VXD DJIA GVX Gold OVX OIL VIX3M 3-Month VIX6M S&P 500 6-Month VIX1Y 1-Year VXEFA Cboe EFA ETF VXEEM Cboe Emerging Markets ETF VXFXI Cboe China ETF VXEWZ Cboe Brazil ETF VXSLV Cboe Silver ETF VXGDX Cboe Gold Miners ETF VXXLE Cboe Energy Sector ETF EUVIX FX Euro JYVIX FX Yen BPVIX FX British Pound EVZ Cboe EuroCurrency ETF Volatility Index Amazon VXAZN Apple VXAPL Goldman Sachs VXGS Google VXGOG IBM VXIBM
Penunjuk Pine Script®
oleh dime
2