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已更新 The Systems Lab: PRX Indicator

This PRX Indicator includes all the elements necessary to run the PRX Trading System or to incorporate any of its elements into your own analysis and we’ve made it available here for those that want to use the same tools that we use ourselves.
The primary concept is the identification of trends by way of a customized PSAR (Parabolic Stop and Reverse) calculation that uses linear regression to reduce market noise and highlight trends for longer using a method pioneered by Dr Ken Long. This means that price can penetrate the PSAR dots without causing a trend reversal to occur (flipping the dots over to the opposing side) which would normally occur with the traditional PSAR idea.
The intent is to help identify and stick with trends longer, adapt to changes in volatility by using linear regression as a noise filter and potentially capture large outlier moves. A linear regression curve is plotted as well in order to help identify when a change in trend will occur by it crossing the PSAR dots.
In order to make the trend as clear as possible the bars can be colored as either up-trend or down-trend with user selectable colors.
A moving average filter is also included as a longer term market condition filter in order to avoid periods when the market is against this average which is an inherent part of the system.
Please note that we also have a PRX Strategy version available which includes everything in this indicator as well as all the system entry and exit orders which allows them to be displayed on the charts and backtested in different configurations to see how specific configurations of the system could have performed in the past.
The primary concept is the identification of trends by way of a customized PSAR (Parabolic Stop and Reverse) calculation that uses linear regression to reduce market noise and highlight trends for longer using a method pioneered by Dr Ken Long. This means that price can penetrate the PSAR dots without causing a trend reversal to occur (flipping the dots over to the opposing side) which would normally occur with the traditional PSAR idea.
The intent is to help identify and stick with trends longer, adapt to changes in volatility by using linear regression as a noise filter and potentially capture large outlier moves. A linear regression curve is plotted as well in order to help identify when a change in trend will occur by it crossing the PSAR dots.
In order to make the trend as clear as possible the bars can be colored as either up-trend or down-trend with user selectable colors.
A moving average filter is also included as a longer term market condition filter in order to avoid periods when the market is against this average which is an inherent part of the system.
Please note that we also have a PRX Strategy version available which includes everything in this indicator as well as all the system entry and exit orders which allows them to be displayed on the charts and backtested in different configurations to see how specific configurations of the system could have performed in the past.
發行說明
v2.0- Enabled parameter changes for the MA Length so users can configure the indicator for some of the other PRX System Flavours
僅限邀請腳本
只有經作者授權的使用者才能訪問此腳本,且通常需付費。您可以將此腳本加入收藏,但需先向作者申請並獲得許可後才能使用 — 點擊此處了解更多。如需更多詳情,請依照作者說明或直接聯繫JeffBoccaccio。
除非您完全信任其作者並了解腳本的工作原理,否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
For access to this indicator please see The Systems Lab website at https://www.TheSystemsLabInc.com, email connect@TheSystemsLabInc.com or reach out via DM.
提醒:在請求訪問權限之前,請閱讀僅限邀請腳本指南。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
僅限邀請腳本
只有經作者授權的使用者才能訪問此腳本,且通常需付費。您可以將此腳本加入收藏,但需先向作者申請並獲得許可後才能使用 — 點擊此處了解更多。如需更多詳情,請依照作者說明或直接聯繫JeffBoccaccio。
除非您完全信任其作者並了解腳本的工作原理,否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
For access to this indicator please see The Systems Lab website at https://www.TheSystemsLabInc.com, email connect@TheSystemsLabInc.com or reach out via DM.
提醒:在請求訪問權限之前,請閱讀僅限邀請腳本指南。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。