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Alma

Regression Channel [DW]This is an experimental study which calculates a linear regression channel over a specified period or interval using custom moving average types for its calculations. Linear regression is a linear approach to modeling the relationship between a dependent variable and one or more independent variables. In linear regression, the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data. The regression channel in this study is modeled using the least squares approach with four base average types to choose from: -> Arnaud Legoux Moving Average (ALMA) -> Exponential Moving Average (EMA) -> Simple Moving Average (SMA) -> Volume Weighted Moving Average (VWMA) When using VWMA, if no volume is present, the calculation will automatically switch to tick volume, making it compatible with any cryptocurrency, stock, currency pair, or index you want to analyze. There are two window types for calculation in this script as well: -> Continuous, which generates a regression model over a fixed number of bars continuously. -> Interval, which generates a regression model that only moves its starting point when a new interval starts. The number of bars for calculation cumulatively increases until the end of the interval. The channel is generated by calculating standard deviation multiplied by the channel width coefficient, adding it to and subtracting it from the regression line, then dividing it into quartiles. To observe the path of the regression, I've included a tracer line, which follows the current point of the regression line. This is also referred to as a Least Squares Moving Average (LSMA). For added predictive capability, there is an option to extend the channel lines into the future. A custom bar color scheme based on channel direction and price proximity to the current regression value is included. I don't necessarily recommend using this tool as a standalone, but rather as a supplement to your analysis systems. Regression analysis is far from an exact science. However, with the right combination of tools and strategies in place, it can greatly enhance your analysis and trading.
Pine Script®指標
由DonovanWall提供
20
Redwire's ALMA BandsThese ribbons are based on Arnaud Legoux's moving average and combined with Fibonacci levels to create near perfect points of interest. when price action enters one of these bands watch for it's reaction, if price gets rejected expect it to return to the previous band, like wise if the price breaks above one band you can expect it to continue to the next. simple yet elegant Suggested use of this script is to place take profit orders within the plotted bands or trade breakouts and rejections. Please do not base your trades entirely on this indicator it is meant as an addition tool to use along with other methods.
Pine Script®指標
由MelioraS提供
2
MACD Builder ProOur newest indicator, the MACD Builder Pro, gives traders the ability to build a MACD based on 7 different kinds of moving averages. The options include: 1.Standard MACD (EMA) 2.Hull Moving Average MACD 3.Volume Weighted MACD (VWMA) 4.Arnaud Legoux MACD (ALMA) 5.Double EMA MACD 6.MACD based on median 7. Simple Moving Average (SMA) MACD Additionally, we've included countless plotting options for users to choose from. Users can choose to plot either the MACD or MACD Histogram in addition to the signal line. There is also an option to have the entry and exit signals displayed as green(entry) and red(exit) triangles for the entry and exit signals or red and green vertical highlight lines. We've also provided the ability to fully customize the entry and exit conditions for the indicators trading logic. As mentioned, we've included over 7 different types of MACD indicators. But, we also included the ability to customize the lengths of the fast and slow Moving Averages used in the MACD calculation, as well as the length of the signal line. For entry conditions, the different options are: 1. MACD Histogram Above/Below Zero- Entry signals are generated when MACD Histogram crosses above the zero line into positive territory and exit signals come when the MACD Histogram crosses under the zero line into negative territory. 2. MACD Histogram Rising/Falling - Entry signals are generated when MACD Histogram first begins rising and exits when MACD Histogram first starts decreasing. 3. MACD Above/Below Zero - Entry signals are generated when MACD crosses above the zero line into positive territory and exit signals come when the MACD crosses under the zero line into negative territory. 4. MACD Rising/Falling - Entry signals are generated when MACD first begins rising and exits when MACD first starts decreasing. As always, this script comes with pre-set alerts and we will be offering 3 day trials to anyone interested! To check out more of our indicators head on over to our website : profitprogrammers.com
Pine Script®指標
由ProfitProgrammers提供
12
Many Moving AveragesThis script allows you to add two moving averages to a chart, where the type of moving average can be chosen from a collection of 15 different moving average algorithms. Each moving average can also have different lengths and crossovers/unders can be displayed and alerted on. The supported moving average types are: Simple Moving Average ( SMA ) Exponential Moving Average ( EMA ) Double Exponential Moving Average ( DEMA ) Triple Exponential Moving Average ( TEMA ) Weighted Moving Average ( WMA ) Volume Weighted Moving Average ( VWMA ) Smoothed Moving Average ( SMMA ) Hull Moving Average ( HMA ) Least Square Moving Average/Linear Regression ( LSMA ) Arnaud Legoux Moving Average ( ALMA ) Jurik Moving Average ( JMA ) Volatility Adjusted Moving Average ( VAMA ) Fractal Adaptive Moving Average ( FRAMA ) Zero-Lag Exponential Moving Average ( ZLEMA ) Kauman Adaptive Moving Average ( KAMA ) Many of the moving average algorithms were taken from other peoples' scripts. I'd like to thank the authors for making their code available. JayRogers Alex Orekhov (everget) Alex Orekhov (everget) Joris Duyck (JD) nemozny Shizaru KobySK Jurik Research and Consulting for inventing the JMA.
Pine Script®指標
由Fractured提供
3
ALMA Trend DirectionHere is a very simple tool that uses the Arnaud Legoux Moving Average(ALMA). The ALMA is based on a normal distribution and is a reliable moving average due to its ability to reduce lag while still keeping a high degree of smoothness. Input Options: -Offset : Value in range {0,1} that adjusts the curve of the Gaussian Distribution. A higher value will result in higher responsiveness but lower smoothness. A lower value will mean higher smoothness but less responsiveness. -Length : The lookback window for the ALMA calculation. -Sigma : Defines the sharpe of the curve coefficients. I find that this indicator is best used with a longer length and a 4 Hour timeframe. Overall, its purpose is to help identify the direction of a trend and determine whether a security is in an uptrend or a downtrend. For this purpose, it is best to use a lower offset value since we are looking to identify long-term, significant price movement rather than small fluctuations. The Chart: The ALMA is plotted as the aqua and pink alternating line. It is aqua when bullish and pink when bearish. The low price for each candle is then compared to the ALMA. If the low is greater than the ALMA, then there is a bullish trend and the area between the candles and ALMA is filled green. The area between the ALMA and candles is filled red when the low price is less than the ALMA. The difference between the slow ALMA and candles can reveal a lot about the current market state. If there is a significant green gap between the two, then we know that there is a significant uptrend taking place. On the other hand, a large red gap would indicate a significant downtrend. Similarly, if the gap between the two is narrowing and the ALMA line switches from aqua to pink, then we know that a reversal could be coming shortly. ~Happy Trading~
Pine Script®指標
由ProfitProgrammers提供
3
Double ALMAIncludes fast and slow Arnaud Legoux Moving Averages (ALMA). ALMA is a moving average based on a Gaussian(normal) distribution that reduces lag while still retaining smoothness. Input Options: -Offset : Value in range {0,1} that adjusts the curve of the Gaussian Distribution. A higher value will result in higher responsiveness but lower smoothness. A lower value will mean higher smoothness but less responsiveness. -Lengths : The lookback for each ALMA calculation. -Sigma : Defines the sharpe of the curve coefficients. The slow ALMA is the thickest red and green alternating line that indicates bullish or bearish movement. When slow ALMA is bullish, the graph's background changes to green. When the slow ALMA is bearish, the background is red. The fast ALMA uses a smaller lookback and is more responsive than the slow ALMA as a result of the shorter length and higher default offset parameter. The two dotted lines represent (slowALMA +/- 1.25 * stdev(slowALMA, slowALMA period *2)). The indicator bases its buy and sell signals based on the trend identified by the slow ALMA and the fast ALMA's crossings of the standard deviation bands. Comes with pre-set buy and sell alerts.
Pine Script®指標
由ProfitProgrammers提供
1
Rumpy's Relative Momentum and TrendIncorporates volume and true range to adjust the RSI calc as well as an alternative ALMA based index in a trend following system. Upper band highlights direction of momentum. Lower the general trend. Overlap in the central band for confirmation. The ALMA setup is more adaptive and will get you in sooner with the trade off of more common fakeouts and false exits. It is more suitable for scalping lower time frames : ------------------------------------------------------------------------------------------------------------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
Pine Script®指標
由rumpypumpydumpy提供
2
[N]RSIOMA - eXtremisRSIOMA Indicator This indicator takes two moving averages, calculates their RSI (Relative Strength Index) and then also adds a moving average of the calculated RSI. These two lines now can accurately signal the trend changes. RSIOMA eXtremis is based on ALMA (Arnaud Legoux Moving Average) - Why ALMA? - The Arnaud Legoux moving average applies the moving average twice, once from left to right and the other from right from left with the process said to eliminate price lag or phase shift significantly , a problem that is common to the traditional moving averages. About ALMA Offset : The offset value is used to tweak the ALMA to be more inclined towards responsiveness or smoothness. The offset can be set in decimals between 0 and 1. A setting of 0.99 makes the ALMA extremely responsive, while a value of 0.01 makes it very smooth. Sigma : The sigma setting is a parameter used for the filter. A setting of 6 makes the filter rather large while a smaller sigma setting makes it more focused. About Market Base It shows the overall direction of the market. The overall market has a tendency to do two things. It can turn slowly, or it can continue to go in the initial direction. This is because it’s too big and it can’t turn too quickly. About Divergences Regular Divergence - regular divergence is a sign of trend reversal. Hidden Divergence - hidden divergence is a sign of trend continuation RSIOMA eXtremis can detect all types. HOW TO TRADE - Look out for bounces. When RSI line bounces off from MA line it means the trend will likely continue; - Look out for support / resistance of RSI LINE. - Look out for Market Base Line, it can be used to determine the long-term trend. - 20 - 80 levels are important - Green > Red = Long - Red > Green = Short - Green > Red > Market Base = you can go long for a while - Red > Green > Market Base = you can go short for a while - Green & Red bounce from Market Base = initial trend will continue - Look out for divergences - Look out for retests after bounces - Look out for those tiny dots!! Those can tell you a great story. ;) Try different settings for your strategy MAY THE % BE WITH YOU!
Pine Script®指標
由neutrid提供
6
Rumpy's Volume Weighted ALMA Trend and VolatilityA number of experiments have been tested, refined and combined into a trend following system. There's elements of pivot boss, multiple length volume weighted ALMA based trend detection (optional MTF) and my own "chandelier" based cycle/volatility bands. Inner bands indicate short term volatility range, support/resistance, Outer bands medium term. Inner band colour represents short term trend and can indicate early a possible trend change, trend weakening etc. Confirmed by the medium term trend and the chart background MTF trend. High volatility events can indicate tops/bottoms, or at the very least cautionary areas where at the very least partial TP/more active risk management should come into play. During periods of prolonged sideways/chop you will get mixed signals and it is best to wait for a good high volatility/volume breakout before considering an entry. Additional notes on the chart. ------------------------------------------------------- A lot of time and effort went into this one, if you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
Pine Script®指標
由rumpypumpydumpy提供
5
Fibo Guppy Multi MA RevisedThis is Guppy MA i customized for myself based on two scripts of GMMA from JustUncleL and NeoButane. Its features are: 1. Besides standard EMA you can chose all kinds of exotic moving average types ike ALMA (my favorite), HullMA, ZeroLag EMA, VWMA, KAMA etc... 2. Two types of coloring scheme - depends on volatility try one that's best fit. 3. Multiple sets of predefined lengths: standard Guppy 3-60, Fibonacci based lengths 3-610, Fibo 5-987 and Custom (user defined lengths)
Pine Script®指標
由Spiralman提供
ALMA Hurst Cycles - Potential Pivot points.Experiment in finding potential pivots using using multiple period volatility measurements (ATR) and ALMA. ------------------------------------------------------------------------------------------------------------------------------------ Warning!!! Must be tuned to obtain a good price fit for your time frame and instrument (and probably general market conditions). Default settings are only eyeball fit for XBTUSD 5M So proper write up for a change :p So a single ATR measurement say ATR(5) doesn't give much information alone, it doesn't give us direction for example. However if we plot a MA (in this case the Arnaud Legoux MA) and plot bands which are a multiple of the ATR around the MA we get a potential trading range based on recent volatility. The assumption being that if volatility remains approximately the same AND if price moves beyond this ATR range it is highly probable to result in a reversion to the mean. Having reached the limit of recent volatility, available buying/selling pressure is exhausted and price pivots from that point back to the mean. Now, if we plot multiple MA's of different lengths, they alone don't tell us too much alone either. But we also find reversions to the mean occurring between say a long and short MA. The short MA will rise above/below the long MA, return to the mean etc creating crossovers. So we combine the two concepts. Three different length MAs with corresponding ATR lengths. The smallest band cycles above/below the median of the medium band (diverging from and reverting to the mean) and the medium band cycles above/below the median of the large band. We want to find extreme points where a pivot is probable. The small band "bounces" or cycles back and forth within the medium band and the medium band "bounces" or cycles back and forth within the large band. Approximate short, medium and long trading ranges relative to MAs. So for example and theoretically when the small band cycles to the top of the medium band AND the medium band cycles to the top of the large band and the price has risen above all of them, there is a high probability of there being a reversal. So here's the interesting bit. There is far more going on than is immediately apparent. If you take the bands and normalize them (ie you pulled the median, upper and lower bands so they're straight horizontal lines), the price's position relative to the bands would give you something very, very close to an RSI. The bands effectively give you three different length RSI's. When price exceeds all three bands is roughly equivalent to seeing the confluence of overbought/sold on three different length RSI's. However unlike RSI, we also get an approximate trading range and price levels that that RSI would have to reach to indicate it is overbought/sold that takes into account recent volatility. ------------------------------------------------------ Caveats : Similar to RSI downsides. Multi leg pumps/dumps can remain overbought/sold and give false signals. Extended, narrow and declining ranges/ squeezes don't require much change in price action to trigger false signals. Performs the best when ranging. ------------------------------------------------------ Signals and Bar Colors : Bar colors (optional in settings) : Green - Short MA > Medium MA > Long MA Red - Short MA < Medium MA < Long MA Three "tiered" signals: Large triangles. High probabilty pivot. Price exceeded all bands at the top/bottom. Medium triangles. Price exceeded the small and medium bands, DIDN'T exceed the large band AND the small band HAS exceeded the medium band. Small triangles. Price exceeded the small and medium bands, DIDN'T exceed the large band AND the small band DIDN'T exceed the medium band.
Pine Script®指標
由rumpypumpydumpy提供
7
Laguerre ALMA COGOptional Laguerre and ALMA applied to Ehler's Center of Gravity. Optional histogram or oscillator display. Can also display the COG lines used to generate the signals. Crossovers act as signals/histogram peaks, with pre and post dots early warnings & confirmation. COG is very low lag, applying the filters cleans up the signals at the expense of introducing lag. Seems to work better in trends and higher time frames. Not so much in chop/sideways action. Will work best with another indicator to determine trend.
Pine Script®指標
由rumpypumpydumpy提供
1