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Basic BIASBasic BIAS Deviation rate (bias), also known as deviation rate, or y-value for short, is an indicator to reflect the deviation degree between the price and MA in a certain period of time by calculating the percentage difference between the market index or closing price and a moving average, so as to obtain the possibility that the price will reverse or rebound due to deviation from moving average trend in case of severe fluctuation, and that the price will move within the normal fluctuation range Form the credibility of continuing the original potential. The deviation rate is a percentage of the deviation degree (gap rate) between the price and ma. The departure rate curve (bias) is a curve that connects the values of each bias into a line and obtains a wave extension curve with the value of 0 as the horizontal axis.
Penunjuk Pine Script®
oleh LinxuanAn
1
DC PanelPresenting a an indicator based around a Donchian Channel. The panel has 7 rows where each cell can be either green (long), red (short) or gray (nothing). Suggestion: Enter (on your own risk...) a trade when all columns have the same color; Exit when any, but the top, column switch color. The Panel consists of the following, from top to bottom: 1. Price hits the edge of the DC-channel. 2. Price is on the right side of the DC-average line. 3. Price is on the right side of the Baseline 4. PVI is on the right side of the PVI-signal line. 5. Wave-A 6. Wave-B 7. Wave-C
Penunjuk Pine Script®
oleh kruskakli
7
FTSMA - Trend is your frendThis my new solid strategy: if you belive that "TREND IS YOUR FRIEND" this is for you! I have tested with many pairs and at many timeframes and have profit with just minor changes in settings. I suggest to use it for intraday trading . VERY IMPORTANT NOTE: this is a trend following strategy, so the target is to stay in the trade as much as possible. If your trading style is more focused on scalping and/or pullbaks, this strategy is not for you. This strategy uses moving averages applied to Fourier waves for forecasting trend direction. How strategy works: - Buy when fast MA is above mid MA and price is above slow MA, which acts as a trend indicator. - Sell when fast MA is below mid MA and price is below slow MA, which acts as a trend indicator. Strategy uses a lot of pyramiding orders because when you are in a flat market phase it will close 1 or 2 orders with a loss, but when a big trend starts, it will have profit in a lot of orders. So, if you analize carefully the strategy results, you will note that "Percent Profitable" is very low (30% in this case) because strategy opened a lot of orders also in flat markets with small losses, BUT "Avg # bars in winning trades" is very high and overall Profit is very high: when a big trend starts, orders are kept open for long time generating big profits. Thanks to all pinescripters mentioned in the code for their snippets. I have also a study with alerts. Next improvement (only to whom is interested to this script and follows me): study with alerts on multiple tickers all at one. Leave a comment if you want to have access to study. HOW TO USE STRATEGY AND STUDY TOGHETER: 1- Add to chart the strategy first, so your workspace will be as clean as possible. 2- Open the Strategy Tester tab at footer of the page. 3- Modify settings to get best results (Profit, Profit Factor, Drawdown). 4- Add study with alerts to your chart with same setting of strategy. I WILL PROVIDE A DETAILED QUICK INSTALLATION GUIDE WITH THE STUDY! Please use comment section for any feedback or contact me if you need support.
Strategi Pine Script®
oleh 03.freeman
50
MAMA (Ehlers) MESA Adaptive Moving AverageMAMA ( Ehlers ) MESA Adaptive Moving Average: What it is and how it works MESA Phasor is the most advanced futures trading program on the market! MESA Phasor derives its name from the sinewave generator you probably recall from your high school trigonometry class. As you can see in the diagram, the rotating phasor generates a sine wave in the time domain, visualized as a shadow from the arrow tip of the phasor on the vertical axis. A cycle is completed on each full rotation of the phasor. The angle of the phasor increases at a constant rate, and is reset to zero when 360 degrees of rotation have been achieved. The idea of the trading system is to buy low at the valley of the sine wave , when phasor passes the lower angle, and to sell short at the crest of the sine wave , when the phasor passes the upper angle. Now the trade entries and exits are defined in terms of angles, which are in the frequency domain. Therefore, trading decisions are removed from waveform vagaries in the time domain. This means that the trading decisions are robust across various futures contracts and across all kinds of market conditions.
Strategi Pine Script®
oleh dongyun
1
SMU Market Window with Price WavesSMU Market Window is a standalone panel of major indices, indicators, and, most importantly, the status of all timeframes 1 minute, 5 minutes, etc. all in one window. Market window can be used on its own or in conjunction with the new version of Quantum Thermoballs Turbo Charged (to be released soon). Since this scripts queries multiple time frames and multiple incendies, it takes 1-2 seconds to load. Once loaded it works like a clock. Enjoy and always share knowledge so our Pine TV community can grow and reac a new high.
Penunjuk Pine Script®
oleh stockmarketupdate
12
PivotPoints with Momentum confirmation by PeterOWho wouldn't like to be able to tell when the market actually reverses instead of just faking it? Every trader who has tried pivothigh/pivotlow functions for that, surely bumped into so many meaningless reversal signals, that probably got discouraged with this concept entirely. Yet, pivot points are very important. Only they need to be confirmed at least a little bit (you'll never know for sure, you understand that right?) This script enhances pivot-points mechanism with by confirming potential pivot point with actual reversal in momentum. If momentum reversal is also noticed in synch with the pivothigh/pivotlow, then you've got yourself a reversal - marked on the chart with red or green triangle. You can visually compare where those triangles are marked as compared to those small black ones, meaning the standard pivothigh(high,1,1)/pivotlow(low,1,1). Check yourself how many times this method would save us from pre-mature entry. On average 2/3 pivot points are filtered out. This is a non-delayed confirmation - there is no waiting for another candle to close, just looking to another indicator for a match.Trader needs to take a decision immediately because if he hesitates, he will be late for sure. Also sometimes this script produces signal even before a full pivot-point is formed, as pin-bar analysis is also included here. What this script IS NOT: - a complete trading map. Don't take trade on each green or red triangle. You still need to do your homework on market direction, trend, phase, wave, etc. But at least you have the "trigger" part done. - these pivot points are still not "guaranteed". You never know the future even as close as the very next candle, so the market can continue its trend right after it produces reversal signal. The aim of this indicator was only to filter out those potential pivot points, which didn't really look like reversals. If you think this method could be improved somehow or would like to share your thoughts or approach, don't hesitate to reach out to me or write down in comments. P.S. Credit goes to UCSGEARS for his Top&Bottom candle script. Amazing work. I used the momentum calculation from there.
Penunjuk Pine Script®
oleh Peter_O
16
Low Pass Channel [DW]This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag. In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm. Most radar warning, electronic countermeasures, and electronic intelligence systems employ IFM to identify threats, map the electronic battlefield, and implement deceptive countermeasures. The IFM technique used for this study was devised by John Ehlers. It calculates In Phase and Quadrature (IQ) components using the Hilbert Transform and uses them to determine the dominant price cycle. To generate the channel, the same filter approach is applied to true range then added to and subtracted from the price filter. Custom bar colors are included for simple wave and trend indication.
Penunjuk Pine Script®
oleh DonovanWall
11
Fast/Slow Degree OscillatorIntroduction The estimation of a least squares moving average of any degree isn't an interesting goal, this is due to the fact that lsma of high degrees would highly overshoot as well as overfit the closing price, which wouldn't really appear smooth. However i proposed an estimate of an lsma of any degree using convolution and a new sine wave series, all the calculation are described in the paper : "Pierrefeu, Alex (2019): A New Low-Pass FIR Filter For Signal Processing." Today i want to make use of this filter as an oscillator providing fast entry points. The oscillator would be similar to the MACD in the sense that is consist on the difference between two filters, with one faster than the other, however unlike the MACD which use two moving averages of different length, here i'll use two filters of same length but different degrees. The Indicator The indicator consist in 3 elements, one main line (in green) the trigger line (in orange) and the histogram which is the difference between the green line and the red one. The main line is made from the difference between two filters of both period length and different degrees (fast, slow), fast should always be higher than slow. The signal line is just the exponential moving average of the main line, the period of the exponential moving average can be adjusted from the settings. Both fast/slow determine the degree of the filters, higher values will create a faster filter. For those who are curious, the filter use a kernel who estimate a polynomial function, this is how an lsma work, the kernel of an lsma of degree p is a polynomial of degree p . I achieved this estimation using a sine wave series. When fast = 1 and slow = 0, the oscillator appear less periodic, this equivalent to : lsma - sma Using 2/1 allow the indicator to highlight cycles more easily without being uncorrelated with the price. This is equivalent to qlsma - lsma, where qlsma is a quadratic least squares moving average. This is similar to my old indicator "Linear Quadratic Convergence Divergence Oscillator". By default the indicator use 3 for fast and 2 for slow, but you can increase both values, here 4/3 : In general higher values of fast/slow will create way more cyclical results, but they can be uncorrelated with the market price. Conclusion This indicator was rather made to show the filter calculation rather than proposing something interesting. However it can be funny to see how the difference between low lag filters create more cyclical outputs, it often allow indicators to have more predictive capabilities. I invite you to read the paper made about the filter, codes for both pinescript and python are provided.
Penunjuk Pine Script®
oleh alexgrover
6
Jomy's Gyroscopic BandsPrice above white line? Long it. Price below white line? Short it. Tuned to XBTUSD on BitMEX. 12h chart. The bands aren't really needed, but you can also choose to long if the price goes above the band, and short if the price goes below the band. If used on other cryptos you should probably tinker with vara (variable a) until you get a respectable result, as that makes a huge difference when dealing with different prices. How does it work? I send a particle into the chart, which moves towards the price level like a moon around a planet. It swings around the price like a sine wave . I find the average gyration distance for the last x bars, and plot them like Bollinger Bands around the particle's trajectory from a point x bars ago. This system seems to produce fewer whipsaw trades than classical EMAs. Just like Bollinger bands, you can expect a big move if the bands tighten for a period of time. Feel free to tinker with this, and if you get some amazing backtests, please share.
Strategi Pine Script®
oleh Jomy
3
Open Interest Money Flow Index (OIMFI)CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume. What is the Money Flow Index ( MFI )? The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100. Unlike conventional oscillators such as the Relative Strength Index ( RSI ), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI . What Does the Money Flow Index ( MFI ) Tell You? One of the primary ways to use the Money Flow Index is when there is a divergence. A divergence is when the oscillator is moving in the opposite direction of price. This is a signal of a potential reversal in the prevailing price trend. For example, a very high Money Flow Index that begins to fall below a reading of 80 while the underlying security continues to climb is a price reversal signal to the downside. Conversely, a very low MFI reading that climbs above a reading of 20 while the underlying security continues to sell off is a price reversal signal to the upside. Traders also watch for larger divergences using multiple waves in the price and MFI . For example, a stock peaks at $10, pulls back to $8, and then rallies to $12. The price has made two successive highs, at $10 and $12. If MFI makes a lower higher when the price reaches $12, the indicator is not confirming the new high. This could foreshadow a decline in price. The overbought and oversold levels are also used to signal possible trading opportunities. Moves below 10 and above 90 are rare. Traders watch for the MFI to move back above 10 to signal a long trade, and to drop below 90 to signal a short trade. Other moves out of overbought or oversold territory can also be useful. For example, when an asset is in an uptrend, a drop below 20 (or even 30) and then a rally back above it could indicate a pullback is over and the price uptrend is resuming. The same goes for a downtrend. A short-term rally could push the MFI up to 70 or 80, but when it drops back below that could be the time to enter a short trade in preparation for another drop . Reference : www.investopedia.com WARNING : ** Since each instrument in the list has its own unique contract data, you must first enter its name to display it. I recommend you to select OANDA from the markets. Finally, when the COT reports are issued, it may repaints. However, this repaint is usually close to closing or after close .(When COT reports are so sharp ) So use this script only 1W ( 1 week ) or 1 M ( 1 month ) timeframe. ** This data is taken to Tradingview with the help of Quandl. This is a very low possibility, but the system will not work if there is a malfunction. FEATURES : *** Working with all futures (Including : Bitcoin ) *** If you dont work with "Futures" , you can select "Others" from switchable menu and use volume for all instruments. *** New generation elegant design used : Adaptive coloring Overbought - Oversold Levels according to the closing price. NOTE : 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 wishes !
Penunjuk Pine Script®
oleh Noldo
9
Confluence Zone Calculation for Support in Bullish TendsConfluence Zone Calculation for Support in Bullish Tends (or Restance in bearish ones) Ever wondered why sometimes the zag of an Elliot Wave zigzag is stopped after just a few points? (Like in the given Chart where I draw a line for a typical zag action.) It has often to do with confluence Zones. Most people think that the lower edge of a narrow range, repeated a few times, creates big support - confluence zones are stronger. You can make them visible by getting fibonaccis from just one specific high to several different significant lows (for example the range lines mentioned above). The areas where significant lows and their fibos appear very close together are confluence zones. They can brake a falling price like a security net. This script caluculates Confluence zones for you by using a second useful "secret": the secret that signifant lows test or create temporal rsi lows (vice-verse with highs). The thicker (non-aqua clored)lines show actual lows, are corresponding with those rsi lows, the thinner are fibo lines deriving from them. (The white line stands for the high taken for the calculation.) Note: Only those lines are valid which reach to the actual last bar. Best practise is to let the script calculate,then redraw your lines of interest by hand and get rid of the rest of the spider web-like turmoil of lines by deleting the script from the chart. Note further: I had to omit some calculations, because otherwise calculation time gets too long for TV and it stops with calculation Time out. (For your transparency I calculated all fibo codes but skipped some in "sline"-function; the number-suffix makes a jump when i omit a value ). Note further further: Resistance confluence lines for bullish trends need a different script, because if you do it totally right vou in this case work from a single LOW of your interes t. I hope it enriches your knowledge and is a help for your studies and tradings. Feedback and Questions welcome yoxxx
Penunjuk Pine Script®
oleh dep0tyoxxx
1
Template For Custom FIR Filters - Make Your Moving AverageIntroduction FIR filters (finite impulse response) are widely used in technical analysis, there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response won't have infinite outputs unlike IIR filters. They are extremely simple to design to, even without the Fourier transform, this is why i post this template that will let you create custom filters from step responses. Don't hesitate to post your results. How It Works Originally you create your filters from the frequency response you want your filter to have, this is because the inverse Fourier transform of the frequency response is the filter impulse response. After that step you use convolution (convolution is the sum of the product between the signal and the impulse response) and you will have your filter. But we don't have Fourier transforms in pine so how can we possibly make FIR filters from convolution ? Well here the thing, the impulse response is the derivative of the step response and the step response is the sum of the impulse response, this mean we can create filters from step responses. Step response of a moving average. Step responses are easy to design, you just need a function that start at 0 and end up at 1. How To Use The Template All the work is done for you, the only thing you need to do is to enter your function at line 5 : f(x)=> your function For example if you want your filter to have a step response equal to sqrt(x) just enter : f(x)=> sqrt(x) This will give the following filter output : You can create custom step responses from online graphing tools like fooplot or wolfram alpha, i recommend fooplot. You can also design your filter step response from the line 14/15/16, b will be your filter step response, just use a , for example b = pow(a,2) , then replace output in plot by b and use overlay false, you can also plot step , if you like your step response copy the content of b and paste after f(x) => . Filter Characteristics The impulse response determine how many of a certain signal you want in your filter, this is also called weighting, you can think of filter design as cooking where your ingredients are the the signal at different periods and the impulse response determine how many of an ingredient you must include in the recipe. The step response can also tell you about your filter characteristics, for example : This one converge faster to the step function, this mean that the filter will have less lag. However this one converge slower to the step function, this mean the filter might have more lag but could be smoother. Be aware that you must find a good weighting balance, else you can have output equals to the signal or just a delayed version of the signal without smoothing. Real Case Lets design a sine weighted moving average (swma), this FIR filter use the first 180 degrees of a sine wave function as impulse response. Impulse response of the swma. We can design it from the step response without much problems, remember that the impulse response is the derivative of the step response, therefore the derivative of the step response is equal to the first 180 degrees of a sine wave, the derivative of the cosine function is a sine function, therefore : f(x)=> .5*(1 - cos(x*pi)) And voila. Designing A BandPass Filter The bandpass filter like a low-pass and high pass filter, you can think of it as a smooth oscillator. To design a bandpass filter your step response must be bell shaped, or starting at 0 and ending at 0, for example : f(x)=>sin(x*pi) give : Conclusion Just use fooplot and experiment, you could get nice filters, i will try to post some using this template but it would be really nice to have other people use it. If you need further help pm me. Thanks for reading !
Penunjuk Pine Script®
oleh alexgrover
19
RSW2 - Realise Short Waves SmoothedEnglish: Smoothed version of RSW, gives less signals. Works better in short term graphs, like 15mins. RSW Smoothed aims to give you daytrading and stoploss signals. Usage: If leaves green region upwards: long position(buy) or close short position If enters green region downwards: close short position If enter red region downward : close long position If leaves red region downward:short position(sell) or close long position Türkçe: RSW indikatörümüzün düzleştirilmiş hali. Kısa vadeli grafiklerde daha verimli çalışır , mesela 15 dk.lık RSW Smoothed günlük al-sat-stop sinyalleri vermeyi amaçlar. Kullanımı: Yeşil bölgeyi yukarı keserek terkederse: long (al) veya short pozisyonu kapat Yeşil bölgeye aşağı keserek girerse: short pozisyonu kapat Kırmızı bölgeye aşağı keserek girerse : long pozisyonu kapat Kırmızı bölgeyi aşağı keserek terkederse : short(sat) veya long pozisyonu kapat
Penunjuk Pine Script®
oleh PiyasaYorumu