TanHef

Leading Indicator [TH]

TanHef Pro+ 已更新   
The leading indicator is helpful to identify early entries and exits (especially near support and resistance ).

Green = trend up
Red = trend down

How it works:
The leading indicator calculates the difference between price and an exponential moving average .
Adding the difference creates a negative lag relative to the original function.
Negative lag is what makes this a leading indicator.
The amount of lead is exactly equal to the amount of lag of the moving average.
The leading indicator has lagging signals at turning points.
The leading indicator will always have noise gain, which gets eliminated by applying a moving average.

Modifying the alpha values will modify the amount of noise and change the sensitivity of trend change.
Example 1: Changing alpha1 from 0.25 to 0.15 lowers noise, more clearly identifies trend, and adds delay to this indicator.
Example 2: Changing alpha1 from 0.25 to 0.35 increases noise, less clearly identifies trend, BUT more quickly indicates a trend change.

Calculations:

Where:
alpha1 = 0.25
alpha2 = 0.33

Leading = 2 * (arithmetical mean of current High and Low price) + (alpha1 - 2) * (arithmetical mean of previous High and Low price) + (1 - alpha1) * (previous 'Leading' value)
Total Leading = alpha2 * leading + (1 - alpha2) * (previous 'Total Leading' value)
EMA = 0.5 * (arithmetical mean of previous High and Low price) + 0.5 * (previous 'EMA' value)

Uptrend when 'Total Leading' value is greator than the EMA
Downtrend when 'Total Leading' value is lesser than the EMA

Cybernetic Analysis for Stocks and Futures , by John Ehlers (page 231-235)
發布通知: Added alerts for when trend changes up or down.

How to add alerts:
1. Add the indicator to the chart then, then go into its settings
2. Check off Alerts to enable
3. Create Alert
4. Set condition to "Leading"
5. Select create
開源腳本

本著真正的TradingView精神,該腳本的作者將其開源發布,以便交易者可以理解和驗證它。為作者喝彩吧!您可以免費使用它,但在出版物中重複使用此代碼受網站規則的約束。 您可以收藏它以在圖表上使用。

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。

想在圖表上使用此腳本?