Mulakan

Cari dalam skrip untuk "墨尔本胜利vs西悉尼流浪者"

Currency Correlation indicator for the major currenciesThis Pine script creates a currency correlation graph with 6 correlations in a separate window below the main chart. The indicator supports the following 8 currencies: AUD, CAD, CHF, EUR, GBP, JPY, NZD, USD Correlations can be selected to be either related to the base or the counter currency (default is base). The length of the correlation can be chosen (default is 10). Correlations are given for related currencies e.g. for all AUD pairs. If Base currency is selected and e.g. AUDCAD is displayed in the main window, then the correlation window will compare AUDCAD to: AUDCHF, AUDEUR, AUDGBP, AUDJPY, AUDNZD, AUDUSD If Counter currency is seleted and e.g. AUDCAD is displayed in the main window, then the correlation window will compare AUDCAD to: CHFCAD, EURCAD, GBPCAD, JPYCAD, NZDCAD, USDCAD Many of the above currency pairs are not real pairs. But they are availabe in Pine script to enable e.g. correlation calculations. The advantage is that e.g. the comparison between AUDCAD and EURAUD will give a positive correlation, if AUD is gaining in strenght and EUR and CAD are not changing in strenght. Eventhough price is moving in the opposite direction the correlation is positive in the AUDCAD vs EURAUD example.
Penunjuk Pine Script®
oleh DS24
3
FX Meter ScriptA while ago, we wrote* about the usefulness of using a currency strength meter and how you can build one from scratch. See here: www.globalprime.com.au Now we've taken this little project to the next level by visually spotting, via color signals in a dashboard and alerts, when a potential new trend might be developing in a currency pair. *It's critical that you first read that article before you jump into reading this one or else you could get easily lost. The script gives a trigger every time two currencies show diverging flows via opposing moving average slopes. The signals originate from a first chart where currency indexes can be found, calculated through a formula, in various thin lines. Then a moving average to each currency index is applied so that it can smooth out the lines (what I call Micro moving averages – thicker lines -) and is usually a 4-5 period MA, with the key input to pay attention being the slope. One can perform their own tests on what works best for their particular trading style. The smaller the period in the moving average, the more responsive to changes in biases but the downside is that you will get a greater number of false moves. In the windows below the 1st chart, the stochRSI is calculated for each currency index (these values originate from the currency index and not from the applied MA). By default, a 25-period is applied to both RSI and Stoch length. A 2nd chart that looks at the same logic is also accounted for to build this script, but instead of checking the micro trend, it applies a 25MA to the currency index, so it looks at what I call the slope of the macro trend. In this case, by default, a 125-period is applied to both RSI and Stoch length. We had in mind to transition from just eye-balling and monitoring these charts manually to build a script via Tradingview that makes calculations real time (whenever the change in the moving average slope first occurs, and not when the bar/line closes), so that one can decide whether or not its a signal worth trading as part of a new trend emerging. Note, this is not so much a signal-triggering indicator but rather a tool to constantly be on the lookout monitoring what currencies might start to develop trends. The actual script consists of a dashboard with different colored rectangles being triggered depending on the quality of the signal. We will be happy to discuss it further with anyone who is interested in exploiting all the benefits that it can offer. The way you add the script into your Tradingview chart is by first copy everything in the txt file. Then go to Pine editor (bottom middle-left) in your tradingview chart, delete everything there, then Paste the script. Then click Add to Chart (top right of the pine editor). Note, you should add via the Anchored Text function the following list of pairs below, in this alphabetic order, on the right-hand side of the chart, as demonstrated above: AUDCAD AUDJPY AUDNZD AUDUSD CADJPY EURAUD EURJPY EURCAD EURNZD EURGBP EURUSD GBPAUD GBPCAD GBPJPY GBPNZD GBPUSD NZDCAD NZDJPY NZDUSD USDCAD USDJPY There are only 2 rules for the script to trigger a signal (see below). However, as I will elaborate further down, there are up to 6 different colors we can grade a signal RULE 1 -> 2 moving averages, which are a calculation applied to a currency index as shown in the micro trend above, exhibit slopes in the opposite direction. RULE 2 -> The Stoch RSI cannot be in overbought conditions if the slope of the moving average points higher or in oversold if the slope points lower. Note 1: Even if the chart is a 60m timeframe by default (can be changed to any timeframe(, one gets the signal the moment the change of slope is identified, which means the indicator monitors changes in price tick by tick, and not on a candle close, otherwise one would get the trigger too late. As an example of the highest-graded signal triggering (in green), a few hours ago we were given the visual cue that GBPCAD was experiencing a change of behavior. If we crosscheck the time the green-colored trigger was given with the actual GBPCAD chart, this is what we can observe. The pair is 30p higher since the trigger. HOW TO SETUP ALERTS One can easily setup a notification window each time the above rules are met, for example, if the EUR MA slope changes to bullish, and the AUD MA slope changes to bearish, and none of the 2 currency index values corresponding to these 2 moving averages (EUR and AUD) show a stoch RSI in overbought (above 80) in the case of the EUR, or oversold (below 20) in the case of the AUD, then the notification pop up would show a customized line: Long EURAUD Note 1: Recording the slope of the macro moving average, which is usually a 25period MA applied to the currency index, is not included as part of the rules to trigger a signal, but it is taken into account to grade the quality of each signal. Note 2: I recommend each signal to be triggered once or if you prefer, simply monitor the chart visually on the change of colors via the dashboard. The calculation resets and can appear again the moment that the slope changes to the opposite direction, so it’s a very dynamic indicator that will alert you the second a pair of currencies starts trending. Note 3: When the signal is triggered, the indicator draws a colored rectangle. Each signal notification should be colored based on the following logic below. LOGIC TO QUALIFY SIGNALS -> Any long micro position with Macro MA in full agreement (ie/ Long EURAUD, Macro EUR up, Macro AUD down) is highlighted with green color -> Any long micro position with macro moving averages in partial agreement (for example Long EURAUD, Macro EUR up AUD up) is highlighted with blue color -> Any long micro position with macro moving averages in full disagreement (for example Long EURAUD, Macro EUR down AUD up) is highlighted with magenta color -> Any short micro position with macro moving averages in full agreement (for example Short EURAUD, Macro EUR down AUD up) is highlighted with red color -> Any short micro position with macro moving averages in partial agreement (for example Short EURAUD, Macro EUR up AUD up) is highlighted with orange color -> Any short micro position with macro moving averages in full disagreement (for example Short EURAUD, Macro EUR up AUD down) is highlighted with purple color PARAMETERS IN THE SCRIPT SETTINGS Overbought/oversold: One can modify the stoch RSI level from which the indicator considers the value to be in overbought or oversold conditions. As a rule of thumb, consider 20/30 for oversold and 70/80 for oversold. Slopes micro/macro MAs: One can edit the slope of the micro MA period (rule of thumb 4-5) and the macro MA (by default 25). Value StochRSI: The default inputs are K 3, D 3, RSI Length 25, Stoch Length 25 for the micro and 125 period for the macro. Change colors: One can edit the assigned colors in the signals dashboard. Timeframe applied: The indicator has the flexibility to be applied to any timeframe, not just the 60m by default. Simply change the timeframe temporality. CURRENCY INDEXES FORMULAS It is the responsibility of the user to keep the values of the indexes updated. Find a recent sample below, as per values in early April. What this means is that at least once a week, in order to not let the values outdated, you should update the script with the latest valuations in the denominator. NZD INDEX -> FX_IDC:NZDAUD/0.96+FX:NZDJPY/75.81+FX:NZDUSD/0.68+FX_IDC:NZDEUR/0.6+FX_IDC:NZDGBP/0.52+FX:NZDCHF/0.69+FX:NZDCAD/0.9 EUR INDEX -> FX:EURUSD/1.13+FX:EURJPY/125.5+FX:EURGBP/0.87+FX:EURCHF/1.135+FX:EURCAD/1.49+FX:EURNZD/1.655+FX:EURAUD/1.59 JPY INDEX -> 1/(FX:USDJPY/110.5+FX:EURJPY/125.5+FX:AUDJPY/79+FX:NZDJPY/75.5+FX:GBPJPY/144.5+FX:CHFJPY/110.5+FX:CADJPY/84) USD INDEX -> FX_IDC:USDEUR/0.88+FX:USDJPY/110.5+FX_IDC:USDGBP/0.77+FX:USDCHF+FX:USDCAD/1.315+FX_IDC:USDNZD/1.46+FX_IDC:USDAUD/1.4 CAD INDEX-> FX_IDC:CADAUD/1.07+FX_IDC:CADNZD/1.11+FX:CADJPY/84.27+FX_IDC:CADUSD/0.76+FX_IDC:CADEUR/0.67+FX:CADCHF/0.76+FX_IDC:CADGBP/0.58 GBP INDEX -> FX:GBPAUD/1.83+FX:GBPNZD/1.91+FX:GBPJPY/144.5+FX_IDC:GBPEUR/1.15+FX:GBPCHF/1.31+FX:GBPUSD/1.31+FX:GBPCAD/1.71 Remember, I have provided a manual on how to build a currency strength meter. That’s what you will need to do first if you want to obtain the actual currency indexes other than just the indicator, which is just the visual cue to get you alerted when the slopes turn. Once you’ve created your indexes via tradingview, you then apply a moving average to each index. Then apply the stochrsi 25 period to each index. For the macro trend, I make the same calculations, but the period of the MA is 25 instead of 4, while the stoch rsi is 125 periods vs 25 periods. FINAL NOTE This is a tool that should be interpreted as visual assistance, via the dashboard, to get that first cue when opposing micro slopes via the FX meter occur. However, you still need to check the technical context of the pair (levels marked, proj reached, etc.) but that first cue is a major time saver to constantly spot what's trending in FX. The permutations u can play with, as part of this script, are significant. You can tweak the timeframes you use, the periods of the moving averages, etc. I find the micro and macro trend combos when either a green or red signals is triggered the most reliable, with positions to be exploited via 15m and hourly under the right technical context.
Penunjuk Pine Script®
oleh FlowState
3
Open Interest:CME e-o-d vs CFTC e-o-wCFTC only publishes total OI on fridays, related to last Tuesday. But what happened since last Tuesday? CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview via the che CHRIS/CME datasets www.quandl.com Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI) @quandl.com: www.quandl.com is exported @tradingview: www.tradingview.com Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line): tiny.cc This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line). As numer of outstanding contracts varies from future to future,Eg: E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day Number ofoutstanding contracts exported by quandl.com to tradingview is taken from s3.amazonaws.com There are 2 params you can enter on the script: * override the ticket symbol on the chart ,if script cannot guessit or you need a different one * enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview This script is Open so anyone can copy and modifyit for its use. Please post comments and ideas if you find it useful I try to keep a log of my work here:
Penunjuk Pine Script®
oleh giancapino
4
StochCMO - Stochastic CMO [SHK]StochCMO is the combination of Stochastic and CMO (Chande Momentum Oscillator). The StochCMO is an indicator used in technical analysis that ranges between zero and one and is created by applying the Stochastic Oscillator formula to a set of Chande Momentum Oscillator (CMO) values rather than standard price data. Using CMO values within the Stochastic formula gives traders an idea of whether the current CMO value is overbought or oversold - a measure that becomes specifically useful when the CMO value is confined between its signal levels of 20 and 80. Usage: The usage of StochCMO is similar to StochRSI. StochCMO vs StochRSI: The difference between these indicators can be realized by comparing CMO & RSI: CMO is similar to the Relative Strength Index (RSI) except that it measures momentum on both up days and down days. The CMO also does not use internal smoothing and thus does not obscure short-term extremes in momentum. As a result, the CMO often reaches over bought and over sold areas more regularly than momentum indicators, such as the RSI, that have internal smoothing. Hope it helps you.
Penunjuk Pine Script®
oleh shayankm
MCI and VCI - Modified CCI FormulasFor private peeps only - Takes a modified version of the CCI formula into 2 parts VCI - Volume Channel Index (Yellow Histogram) - Measures accurate accumulation and distribution levels and times MCI - Modified Channel Index - Measures (when compared to VCI) levels where clearly buys are interested vs not interested. Example: If VCI > MCI - Shows buyer's are more than interested in buying, you've either hit a bottom or heavy resistance if MCI > VCI - Show's buyer's aren't interested and will most likely result in a dump/lower price Great for monitoring accumulation and distribution, these auto buy and sells look for the transition points over 0, works on EVERY commodity/stock/FOREX/Crypto Results are from trading 1 BTC x25 leveraging. Not all trades will get in if put in at limit, but it does survive with profits after the massive 0.075 fee (results shown are after fees)
Strategi Pine Script®
oleh ericisom887
2
Multi SMA EMA WMA HMA BB (5+5 MAs + Bollinger Bands) MTF by RRBMulti SMA EMA WMA HMA BB (5+5 Moving Averages of Any Type with Bollinger Bands) MTF by RagingRocketBull 2018 Version 1.0 This indicator shows multiple MAs of any type (SMA EMA WMA HMA etc) with BB and MTF support There are several versions: Simple, MTF, Pro MTF and Ultimate MTF. This is the MTF version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +assign 1 custom Timeframe to any group combo (5+5 Custom TF) - Pro MTF: +multiple Timeframes for multiple MA groups (4*3 MTF), horizontal levels and show max bars back options - Ultimate MTF: +individual settings for each MA, multiple Timeframes There are 2 groups of MAs, 3rd group is BB. You can: - show/hide all MAs in a group. Use length 0 to hide a particular MA independently or uncheck in Style. - apply any MA type to all MAs in a particular MA group. For example, you can assign all EMAs the HMA type. Groups are called EMAs and SMAs just for reference. - assign Custom Timeframe to a particular MA/BB group combination or all groups. For example, show daily (D) EMAs+SMAs on H1 Timeframe, or only H4 (240) BB on H1. You can use different types of MAs as dynamic S/R levels to trade of off and MA crosses as signals for possible trend change (golden/death bull/bear crosses). Current Timeframe MAs can be used together with Custom Timeframe MAs on a single chart. Higher TF MAs are more important than lower TF MAs. Most common MA types are: SMA, EMA, WMA, HMA. Most common MA lengths are: 12, 20, 26, 30, 50, 100, 200, 400 etc. MTF Notes: - Script UI uses simple timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs - Groups that are not assigned a Custom TF will use Current Timeframe (0). - MTF will work for any MA type assigned to the group. BB group always uses SMA type. - MTF works both ways: you can display a higher TF MA/BB on a lower TF or a lower TF MA/BB on a higher TF. - MTF MA values are normally aligned at the boundary of their native timeframe. This produces stair stepping when a higher TF MA is viewed on a lower TF. Therefore Point Density/Smoothing is applied by default on MA MTF for visual aesthetics. Set to 0 to disable and see exact ma mtf values (lines with stair stepping and original mtf alignment). - Smoothing is disabled for BB MTF because fill doesn't work with smoothed MAs after duplicate values are replaced with na. - MTF MA Value fluctuation is possible on the current bar due to default security lookahead Features: - 2 groups of custom 5+5 MAs of any type including Hull Moving Average (HMA) - BB - 1x Custom Timeframe with step line smoothing for 3 groups (MAs + BB) 1. based on 3EmaBB, uses plot, fill, security, change, barstate, stdev and custom hma functions 2. you can't set certain constants from input due to Pinescript limitations - change the code as needed, recompile and use as a private script version 3. you can't have plot* inside ?/if/for/function, and implementing condition forks using 2 sets of plots (na vs non-na) doubles indicator params and styles - confusing 4. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params Feel free to use. Good Luck!
Penunjuk Pine Script®
oleh RagingRocketBull
8