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Weighted Harrell-Davis Quantile Estimator with AbsoluteDeviation QUANTILE ESTIMATORS Weighted Harrell-Davis Quantile Estimator with Absolute Deviation Fences. DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The following indicator was made for NON LUCRATIVE ACTIVITIES and must remain as is, following TradingView's regulations. Use of indicator and their code are published for work and knowledge sharing. All access granted over it, their use, copy or re-use should mention authorship(s) and origin(s). WARNING NOTICE! THE INCLUDED FUNCTION MUST BE CONSIDERED FOR TESTING. The models included in the indicator have been taken from open sources on the web and some of them has been modified by the author, problems could occur at diverse data sceneries, compiler version, or any other externality. Purpose: Weighted Quantiles or <> are quite difficult to find on must systems, also it's non-weighted approach are rarely used to estimate the location parameter of price distribution WICH IS NOT NORMAL, all this in favour of it's non-robust counterpart, the Arithmetic rolling Mean or <> and it's weighted variants like the WMA, VWAP, etc. Also, a big drawback from this is that must statistics derived from Normal-Distribution parameter location (the Mean) definitely will not fit for an efficient, nor robust estimation for price distributions, so their moments like the standard deviation, kurtosis, skewness, etc. will not be the better tools to build derived algorithms or technical indicators among price/volume. In an effort searching better statistical tools for price distributions, I found the excellent work of Andrey Akinshin that took me to port some of their Math research contributions for the compute benchmarking field , and bring it here at the TradingView ecosystem to take a shot at the price distribution crazy fields. For a better detail of what the weighted Harrell-Davis Quantile Estimator can do, who better than drink directly from the source at References: References: Weighted Quantile Estimators. DoubleMAD outlier detector based on the Harrell-Davis quantile estimator. Unbiased median absolute deviation based on the Harrell-Davis quantile estimator. Quantile confidence intervals for weighted samples. Licensing: This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International Copyright (c) 2021 (CC BY-NC-SA 4.0) Copyright's & Mentions: The Gamma Functions & Beta Probability Density Functions C# implementations by the Math.NET Numerics, part of the Math.NET Project. The Regularized Incomplete (Left) Beta Function C# implementation by the SAMTools, htslib project. The Weighted Harrell-Davis Quantile estimator ; C# & R implementations by Andrey Akinshin. External PineScript code, methods, support & consultancy by @PineCoders staff with special mention for: + "ma sorter ('sort by array' example)- JD" by @Duyck. + Porting, mods, compilation and debugging for this script by @XeL_Arjona for the TradingView's @PineCoders community.
Penunjuk Pine Script®
oleh xel_arjona
38
Hull MA with BB (With Alerts)This is a combination of the standard Bollinger bands with a VWAP(Pink line), and the 'Hull Trend with Kahlman' script by user capissimo, and the NMA (Moving Average 3.0 (3rd Generation)) script by everget. You can find the original scripts here: This indicator gives you several confirmations of a good entry and exit positions for Crypto currency like bitcoin and most alt coins. I use this on a 15min, 30min, 1hour, and 4hour chart for best results. How to use: Entry Signals: -A candle closes above the NMA (Yellow Step Line). AND -You see a Long (text) flag. AND -The candles are near the bottom of the Bollinger bands and heading upwards. Exit Signals: -Candles have passed below and closed below the NMA (Yellow Step Line). AND -You see a Short (text) flag. It's important to use these confirmations with other indicators so you have the best entry/exit positions, and make sure you are on normal candles and not HA or any other types. There are alerts built in that you can setup for the Short and Long text flags that you see. These are generally good alerts to follow. I use the alerts as a reminder to check the charts and see if my other indicators line up for a good trade.
Penunjuk Pine Script®
oleh countseven12
28
Custom Moving Average LinesHeylo! This is a script for basic market trend analysis using moving average lines. It features eight lines with eight choices of moving averages and adjustable sources & time periods . The choice of moving averages are stated below: 1. Simple Moving Average (sma) 2. Exponential Moving Average (ema) 3. Weighted Moving Average (wma) 4. Relative Moving Average (rma) 5. Hull Moving Average (hma) 6. Sine-Weighted Moving Average (swma) 7. Volume Weighted Moving Average (vwma) 8. Volume Weighted Average Price (vwap) Planning on including other formula based indicators soon. Let me know if there can be some improvements made / errors so I can fix it. Cheers!
Penunjuk Pine Script®
oleh Chandy_Dawson
1
Multi Time Frame Moving Averages [Anan]Hello friends, All your popular moving average now in one indicator, also no need to open a lot of tabs to see where is that moving average at that time frame, with multi time frame feature, now u can see up to six multi time frame MA in the same chart with option to show/hide it list of moving averages: SMA Smooth SMA SuperSmooth MA EMA DEMA TEMA Triangular MA QEMA RMA Hull MA KAMA WMA VWMA VWAP CTI LSMA VIDYA Blackman Filter Adaptive RSI also there is an option to see the Average of four lengths, i backtest this and found it super great !
Penunjuk Pine Script®
oleh Mohamed3nan
8
Heavy CandleHeavy Candle compares current candle size to its previous, the one before that and different Average True Ranges. The point is to objectively highlight a sizeable candle to enter the market with. The direction is based on if the close is above VWAP or below it. To plot a signal, the new candle has to: ►Oversize previous candle times multiplier 1 one OR the candle before that times multiplier 1. ►Be higher than at least two Average True Ranges. There is no built-in algorithm to judge the character of where the signal appears and of what quality it is. It can be used as a non-subjective entry trigger but only in conjunction with other analysis. Traders are free to adapt the script to their needs and change the code as they see fit. Just mention me if you decide to make it public.
Penunjuk Pine Script®
oleh OrcChieftain
6
Radar Screen v3This is a combination of various indicators that very rarely conflict, thus giving us a good understanding: - "Price Rally" detecting whether price is rallying, giving us confidence it will continue. - Volume - knowing volume is going with the trend is a good confidence check. - Trend Angle - This will go red or green depending on whether the price angle is going up or down, taken over three bars. - VWAP for all of these stock traders. - EMA8 is a very sensitive moving average, good for short term trades. - CCI SMA is a strategy I commonly use, please check out my other indicators for a functional description. - Stochastics is used throughout many systems. - RSI BB shows where price is rebounding of the bollinger band and then moving up or down. As per all of my indicators, the system is simple - The more green lines you see, the stronger the buy signal. The more red lines you see, the stronger the sell. If its a 50/50 mix of red and green, then don't trade. I can customise this further or add other strategies, please message me.
Penunjuk Pine Script®
oleh ForexResearchLabs
13
[NLX-L1] Trend Index- NLX Modular Trading Framework - This module is build upon the Trend Index by Mango2Juice (thanks for your permission to use the source!) It includes all the common indicators and creates a positive or negative score, which can be used with my Modular Trading Framework and linked to an entry/exit indicator. SuperTrend VWAP Bands Relative Strength Index ( RSI ) Commodity Channel Index ( CCI ) William Percent Range (WPR) Directional Movement Index (DMI) Elder Force Index ( EFI ) Momentum Demarker Parabolic SAR ... and more - Getting Started - 1. Add this Trend Index to your Chart 2. Add one of my Indicator Modules to your Chart, such as the QQE++ Indicator 3. In the QQE Indicator Settings combine it with the Trend Index (and choose L1 Type) 4. Optional: Add the Noise Filter , and in the Noise Filter Settings you select the QQE Indicator as combination (and choose L2 for Type) 5. Add the Backtest Module to your Chart 6. Select the Noise Filter in the Backtest Settings Indicator modules can be combined in many different ways in my framework - have fun! - Alerts for Automated Trading - The alerts module is coming soon and you will be able to create alerts to automated your trades. See my signature below for more information.
Penunjuk Pine Script®
oleh nilux
5
NYSE Advance/DeclineAn indicator for traders who trade intraday on the US market. It makes use of the symbols made available by TradingView to show the number of advancing vs declining stocks. The GREEN AREA represents advancing issues. The INTENSE GREEN AREA represents the advancing issues at daily high. The RED AREA represents declining issues. The INTENSE RED AREA represents the declining issues at daily low. The part above the BLUE LINE represents issues which are trading above their VWAP (volume-weighted average prices).
Penunjuk Pine Script®
oleh danarm
3
Golden Triangle StrategyGolden Triangle strategy setup is a variation of the buy-the-dip strategy, by Charlotte Hudgin. You can find the detailed explanation here by Thomas N. Bulkowski thepatternsite.com BUY === 1. price should be trading above sma50 2. when it touches sma50 first time , check the starting rallypoint of where it initiated 3. from the above point to current close , see if you have white space , then draw the triangle 4. then check for volume confirmation ( current volume should be greater than last 4 ) --- I have slightly changed this to fit into hourly strategy by adding condition close>vwap EXIT ==== 1. Exit when close crossing down sma50 with at least 2% profit (slightly modified original condition) StopLoss ======== 2. stop loss is set to 6% Warning ======= For the use of educational purposes only
Strategi Pine Script®
oleh eemani123
23
CC - Array-meta Consolidated Interval Display (ACID)This script extends my other two Array examples (which I've also provided to you open source): The Ticker-centric 5m,15m,45m,1h,4h,1d resolution labels using arrays: And the more Macro VIX,GLD,TLT,QQQ,SPY,IWM 1d resolution labels using arrays: This script aims to show how to use min/max/avg with Arrays easily. My next example after this will be exploring the usage of variance versus covariance ratios over different periodic interval resolutions. Currently, this is using the following intervals: 5m,15m,45m,1h,4h,1d. It takes these intervals, calculates the values at those resolutions and puts the absolute min and max from the 5 minute to the 1 day resolutions. It's more of an example of the power that arrays can hold, as all this truly is right now is a min/max bound calculator. The real gem lies in the avg calculators for multiple resoltuions tied into a single label with readable data. Check out the code and let me know what you think. If you need more examples, the other two scripts I mentioned before are also open source. Using this on intervals of less than 1D sometimes times out, the way I wrote it is memory intensive, may not work for non-pro users. Thanks! NONE OF THIS IS FOREWARD LOOKING STATEMENTS, THIS IS NOT A PREDECTIVE ANALYSIS TOOL. THIS IS A RESEARCH ATTEMPT AT A NOVEL INDICATOR. I am not responsible for outcomes using it. Please use and give criticisms freely. I am experimenting with combining resolutions and comparing covariance values at different levels right now, so let me know your thoughts! The last indicator will likely not be open source, but may be depending on how complex I get.
Penunjuk Pine Script®
oleh maigcaloctopus
1
Growth Producer Applicable to FTX:ETHPERP 15 min Relative volatility index (RVI) that will determine the entry and exit points only when the volatility will start to increase and Money Flow index as an additional point for entry. IMPORTANT • Input Partial take profits in your Bot settings • This is a trend strategy and works better in the trending market • We added the trend identifier using the EMA and SMA interaction • We added Take profit and stop loss levels • We added inputs for the period selection, so you could see how the strategy is performing on a monthly basis. • RVI for the entry conditions • MFI was added for the additional entries. • Partial Take-profits
Strategi Pine Script®
oleh Wunderbit
8
ZVWAP strategyThis strategy is based on Z distance from VWAP indicator by LazyBear I have added few filters to utilize the indicator ... BUY Rule ======= 1. fast ema is above slow ema 2. zvwap is dipped below oversold area (default set to -0.5) 3. after the dip , while crossing above zero --- BUY Note , when the above criteria is met , bar color is changed to yellow Exit Rule ======== 1. Exit when zvwap enters overbought line (default set to 2.0) Stop Loss ======== default set to 5% ( you can change it in settings ) Note : strategy does not draw ema lines on the chart. Please add manually to your chart warning: for education purposes only
Strategi Pine Script®
oleh eemani123
2
Trading Rush Signals & AlertsThis is an unofficial script for strategies tested on TRADING RUSH Youtube channel. Over time, most successful strategies will be added with an option to set strategy-specific alerts . Trading Rush Signals & Alerts will draw signals on the chart when the entry conditions are met. You can also opt for displaying indicators . My script is meant for beginners but can be used by veterans too. Just pick only one or two strategies, you don't want to flood your chart with conflicting signals. You may want to support your trades with a proper analysis. If a new signal occurs when there is still an open position, you are not supposed to take another. The current version includes MACD and Donchian Channels. MACD strategy: ►Buy, when MACD crosses below the signal line when it is negative. The price must also be above 200 EMA. ►Sell, when MACD crosses above the signal line when it is positive. The price must also be below 200 EMA. ►This strategy was tested on 30-minute charts of EURUSD and EURJPY with reward-to-risk ratio 1,5 and win rate of 62% over 100 trades . ►►►MACD has to be added to your chart separately because it needs a new window. Indicators displaying will not add this indicator to the chart. Donchian Channels strategy: ►Buy, when the price breaches Donchian to the upside after making a new low. The price must also be above 200 EMA. ►Sell, when the price breaches Donchian to the downside after making a new high. The price must also be below 200 EMA. ►Stop-loss is Donchian bottom for long and Donchian top for shorts. Check the channel for more information. ►This strategy was tested on 30-minute charts of EURUSD with reward-to-risk ratio 1,5 and win rate of 58% over 100 trades . ►►►I programmed alerts for Donchians to come ahead of an actual breach. If you often leave the screen when trading, this will help you. The necessary downside for that is the alerts might come when the signal doesn't trigger in the end. You will see a mark on the chart if the conditions are truly met. Bear in mind that backtesting performance doesn't guarantee future profitability. • Most systematic strategies are not suitable for any timeframe. • You should perform your own backtest to base your trades on more data & to establish confidence in the selected strategy. New strategies will be added when I have time. If I see multiple people asking for the same new feature, I might agree to release it with a new version. I am not going to add input options in this script, it could come as a separate script though. I am in no way affiliated with the Youtubechannel , so if you find the script helpful, shot me a message or send me some TradingView coins >) If you encounter any bug, you can report it in a message or in comments. Support it with screenshot and relevant information such as a time when it occurred and what options were on etc.
Penunjuk Pine Script®
oleh OrcChieftain
27
Slippage Calculator Hello everyone, This is the first script I publish, also my English is not the best my apologies. This simple study script is an attempt to estimate the slippage during a trade. By no means it is a precise calculation, it is just an approach that can be improved. You are welcome to take this simple script and use it and change it at your convenience just ask your acknowledge. My approach considers the total fluctuation the price gets as a consequence for the total volume on that specific bar. The volume on each bar is given in BTC, thus you get that by using the formula. vol = volume * vwap The total variation in price is considered as twice the size of the bar plus the gap between to consecutive bars. that is the total fluctuation of price on each bar = (2 * (high - low) + abs(open - close )) which is not totally true since inside each bar price can fluctuate a lot more. The script considers you are trading your total equity (eq_BTC ) each time. The fraction of your equity of the volume bar is eq_BTC / vol Then eq_BTC / vol is the portion or the total fluctuation in price that is due to your entry or exit from the market. (2 * (high - low) + abs(open - close )) * eq_BTC / vol is the average change in price due you enter o exit a position. ** the 2 factor accounts for the two directions in the market buying and selling. There is more behind this formula I can explain you in more detail if you like. I haven't seen anywhere a formula like this one, so it is intended to be a first attempt to get a better approach. Finally the output of the scripts is how many ticks the price might change due to your trade on each bar round(slippage/syminfo.mintick) The script is focused in crypto but it can be used as well on forex markets. Take care, @yvponce
Penunjuk Pine Script®
oleh yvponce
3
Nifty Volume profile + VWAP + EMA The script picks up nifty stocks with their current respective weights and plots a Volume Weighted Average Price line along with 2 EMAs and an alert when the EMAs cross over. You can customize the script for EMA lengths and to remove alert. Basic utility of the script is to analyse volumes driving the Nifty 50 index. Credits to @daytraderph and his script (Custom Volume) who's code I used to build this script. Also thanks to my friend @Varun who helped me code it.
Strategi Pine Script®
oleh Wealth_Guide
11