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真實波幅均值(ATR)

Swing Indicator (Tune for FCPO)Special indicator for FCPO (Crude Palm Oil Futures - Bursa Malaysia Derivative) traders but you can try another instrument. Trend determination and buy/sell signals are using the Alligator system from Bill Williams. To get maximum profit, the system uses the trailing stop technique using Average True Range (ATR) with 4 moving average options (RMA, SMA, EMA, WMA). Please leave comments if any opinions. Disclaimer The content is in any event provided with the intention of being for general circulation and availability only. As such it is not intended to and does not form part of any offer or recommendation directed at you specifically, or have any regard to your investment objectives, financial situation, or needs of yourself or any other specific person. Before committing to a trade or investment, please seek advice from financial or other professional advisers regarding the suitability of the trade for you. If you do not wish to seek such financial advice, please consider carefully whether the product is suitable for you as you alone remain responsible for your trading gains and losses.
Pine Script®指標
由Hampeh提供
13
Average True Range NormalizedIntroduction This simple script is the normalization of the common ATR indicator. The utility in normalization, in this case, is the contextualization of the absolute movements of the ATR compared to the previous candles. Not finding an indicator that reflected my needs, I created it and decided to make it available to the community. The oscillator is fully based on the original ATR indicator, once normalized it varies its values between -50 and +50 and has a moving average based on it. I added alarms: - crossing of horizontal levels (default +40 -40) - crossing of the moving average Settings ATR period : like a normal ATR indicator, the number of candles on which the ATR calculation is based Smooth : like normal ATR indicator, type of moving average to smooth true range values Normalization Period : Number of candles on which ATR normalization is based, it takes the maximum and the minimum values in the last N candles and creates the value -50 and +50, between these two values normalize the others. MA Period : Period of MA based on ATR, this MA can be used like moving level to find the moment of low volatility Type : Kind of MA, you can choose only between 3 types ( SMA, EMA, WMA ) Horizontal Lines Value : high and low level for high and low volatility Alert on crossing Horizontal lines : enable alerts on crossing Horizontal Lines Alert on crossing MA : enable alerts on crossing Moving Average How to use ATR isn't a directional indicator, but volatility is fuel for markets, low ATR values indicate quiet moments or consolidation movements, otherwise high ATR values indicate selling or buying pressure. A reversal in price with an increase in ATR would indicate strength behind that move. The problem, for me, with normal ATR is that often the values have to be contextualized with older values, on the contrary being normalized you can: - catch small fluctuations, and anticipate the decline; - contextualize the values without having to look at the history in the previous candles So: - under MA or horizontal line the volatility is too low, it would be advisable to consider not opening positions; - over MA line the volatility is raising and a reversal in price with an increase in ATR would indicate strength behind that move; Remember that every statistical indicator is just a tool, it needs to be understood to be used at its best, otherwise, it is just a colored line in a colored graph.
Pine Script®指標
由pascorp提供
2
NRTH_ Momentum AlgoA NRTH_ Premium Momentum Based Strategy Comes included with the Premium Package. Indicator features Built-In Alerts Visual Risk Management Customizable Entry Rules 4 Levels of confirmation Customizable MA Ribbon Usage Tips This strategy is designed for Swing Trading and Intra-Day timeframes (1hr+) The Algo uses multiple levels of convolution and confirmation before entering a trade, best used in trending markets. utilizing Stochasitc RSI overbought and oversold levels and an 1-3 MAs to identify trends and pullbacks. Maximize the accuracy of your signals with up to 4 levels of convolution before entering a trade, filtering out the noise as much as possible. You can set the overbought and oversold levels required for trade entries and set the types of MAs and how many are required to confirm trending momentum Works for all markets with the ability to customize to your liking. Backtesting Results Info Period 23/9/2021-15/11/2021 Entry value at $1000 with 10x leverage Binance standard taker fee rate (0.04%) ATR Exits : 1:2.66 RR ------------------------------------------- Disclaimer Copyright NRTH_ Indicators 2021. ​‍NRTH_ and all affiliated parties are not registered as financial advisors. The products & services NRTH_ offers are for educational purposes only and should not be construed as financial advice. You must be aware of the risks and be willing to bear any level of risk to invest in financial markets. Past performance is not necessarily indicative of future results. NRTH_ and all individuals associated assume no responsibility for your trading results or investments. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script®策略
由NRTH_Indicators提供
1
Fractal Breakout Strategy [KL]Fractal Breakout Strategy This strategy will enter into a Long position when (a) bullish fractal is formed, combined with (b) ATR is relatively low. Trailing stop loss is set based on ATR. Bullish fractal pattern : A bullish fractal pattern looks like this: It is formed when lower-low has reached a local minimum followed by higher-lows. By default, this script plots the pivot point (the local minimum) using green crosses. This line will extend to the right until the next bullish fractal is formed. The local minimum pivot point is considered as key level of support. For long position entry, entry price must be higher or equal to it. On the other hand, a bearish fractal pattern looks like the exact opposite. Reversing the logic, it is a local maximum indicated by higher-highs followed by lower-highs. This is shown by red crosses. Why use ATR to confirm entry : Two reasons to enter when ATR is low: 1) Since trailing stop loss is based on ATR, entering the market when ATR is low means risking less for potentially high reward. 2) Low ATR often signals price consolidation. There are two favorable scenarios, either: (i) period of accumulation, or (ii) bull flag, ideally followed by breakout. Determining whether ATR is low : Relative lows are quantified out by using the method in my other script: Modified ATR Indicator The method involves applying two-tailed hypothesis testing to assess whether ATR (ie. by default lookback period of 5) has greatly deviated from a larger sample size (ie. lookback period of 50). Assuming ATR is normally distributed and variance is known, then test statistic (z) can be used to determine whether ATR5 is within the critical area under Null Hypothesis: ATR5 == ATR50. If z falls below/above the left/right critical values (ie. 1.645 for a 90% confidence interval), then ATR is determined to the relatively low/high respectively. For the purpose of assessing whether ATR is low, the left-tail is the main focus. Profit taking : Profits by default are taken over 3 levels based on risk to reward ratio (ie. 1R, 2R, 3R). When a target is met at each level, strategy will close out one third of current position size. Remainders (ie. already taken once at 1R, but not yet reaching 2R or 3R) will eventually be closed at the trailing stop loss price.
Pine Script®策略
由DojiEmoji提供
7
Modified ATR Indicator [KL]Modified Average True Range (ATR) Indicator This indicator displays the ATR with relative highs and relative lows statistically determined. What is ATR: To know what ATR is, we need to understand what a True Range (TR) is. - TR at a given bar is the highest distance between points: a) High vs low, b) High vs Close, and c) Low vs Close. - ATR is the moving average of TRs over a predefined lookback period; 14 is the most commonly used. - ATR can be mathematically expressed as: Why is ATR Important ATR often used to measure volatility; high volatility is indicated by high ATR, vice versa for low. This is a versatile tool allowing traders to determine entry/exit points, as well as the size of stop losses and when to take profits relative to it. This is an opinion: Through observations, I have noticed that ATR can also indirectly tell us the levels of relative volume. This intuitively makes sense because in order to increase length of TR, high amounts of capital inflow/outflow is required (graphically speaking, high volume is required in order to make lengths of candle sticks longer). The relationship between ATR and relative volume should hold unless the market is illiquid to the extreme that there is no relationship between volume and price. That said, knowing the relative lows/highs of ATR is very useful. It can be interpreted as: - Relative high = high volatility, usually during sell offs - Relative low = decreasing volume, could indicate price consolidation Instead of arbitrarily determining whether ATR is high/low, this indicator will determine relative highs and relative lows using a simple statistical model. How relative high/low is determined by this model This indicator applies two-tailed hypothesis testing to test whether ATR (ie. say lookback of 14) has greatly deviated from a larger sample size (ie. lookback of 50). Assuming ATR is normally distributed and variance is known, then test statistic (z) can be used to determine whether ATR14 is within the critical area under Null Hypothesis: ATR14 == ATR50. If z falls below/above the left/right critical values (ie. 1.645 for a 90% confidence interval), then this is shown by the indicator through using different colors to plot the ATR line.
Pine Script®指標
由DojiEmoji提供
3
Bjorgum Key Levels Key Levels Aims to capture 3 of the most significant points in price action Breakouts False Breakouts (Traps) Back Checks These 3 points ​​alone, if properly identified, can be some of the most significant points of movement in the price history of an asset and bring significant gains to traders, if capitalized on. Here are a few examples of these setups Breakouts Breakouts can bring significant rallies as the market swings one sided after key levels are breached. This entry type can bring large trending runs to follow. Momentum is on your side, but the trade off is a higher entry. False Breakouts Also known as a bull trap or a bear trap, false breaks can lead to swift and significant reversals and potential for a large and sudden move to the opposite side. When a key level breakout fails to hold, parties entering to capitalize on the "epic breakout" can get left holding the bag forcing them to exit at a loss, which can double the force of pressure. Traps can bring swift gains from good entry prices. However, price is still in a larger trend against you so momentum is weak, so price action is susceptible to roll over. Backchecks Back checks are pull backs in trend that find middle ground to the 2 areas already described. Both momentum and entry price are decent, but risk is defined as a key level has flipped offering entry with stops below demand, or above supply. Combining these 3 methods helps to diversify risk, understand trend development, and bring steady gains. This script helps to identify these points to traders with analysis of key levels, price structure, and trend direction, while providing visual signals and alerts for when they occur. Best of luck in your coding and trading and thank you for your support
Pine Script®指標
由Bjorgum提供
542
[BTCUSD] Folow Trend & Autotrade Binance FutureCommission = 4 USD per order >>> check in the Performance Summary Slippage = 2 ticks - I see from Kodify (tradingview.com/pine-wizards) Risk: 1% per trade >>> check at the "List of trades" * Auto trade BINANCE FUTURE by Webhook + Pro, Pro+, Premium Tradingview user. 1. H3 timeframe: Supertrend indicator. - Long when the closes candle is above Green line. - Short when the closes candle is below Red line. 2. H1 timeframe: Keltner channels indicator. * Keltner channels setting: + Length = 50 + Multiplier = 1 + Use Exponential MA: true + Band style: Average true range. - Long when the close candle crossover the Keltner Upper - Short when the close candle crossunder the Keltner Lower 3. Entry rule: Open Buy: Supertrend & Keltner channels are Long. Buy when closes candle crossunder Basis line and closed above Lower Keltner Open Sell: Supertrend & Keltner channels are Short. Sell when closes candle crossover Basis line and closed below Upper Keltner 4. Stoploss is moving the trend. Stoploss = Height of Keltner * 1.2. 5. Not repainting 6. Overview result backtesting: a. Longterm: Every 2 years 2018 to 31/12/2020 2017 to 31/12/2019 2016 to 31/12/2018 2015 to 31/12/2017 2014 to 31/12/2016 2013 to 31/12/2015 2012 to 31/12/2014 b. Midterm: every year. 2020-2021 2019-2020 2018-2019 2017-2018 2016-2017 2015-2016 2014-2015 2013-2014 2012-2013 c. Shorterm: 2020 to today 13/11/2021
Pine Script®策略
由dinhchien提供
ATR Trailing Stop v5 One of my favorite stops is the ATR Trailing Stop-loss. With the implementation of PineScript v5, a code update was needed in order to use this stop/exit-strategy with newer strategy scripts. A timeframe selector that was not featured on earlier versions is also included. This new version can be plugged into PineScript v5 strategies, and also has a simpler/cleaner code that makes the code logic easier to follow than prior versions. For those that are unfamiliar with the ATR Trailing Stop exit strategy; it is a trailing stop that takes into account the volatility of the underlying asset by trailing the price series using a multiple of the Average True Range (ATR). In practice I’ve found that this exit can be more effective than traditional trailing stops, depending on the volatility of the asset you are trading. More detailed information can be found at www.stockopedia.com How do I use it? Add it to your chart as an indicator to visualize where the ATR stop would be with your settings. Or, copy and add it to your v5 strategy with the addition of a ta.crossunder(close, ATRTrailingStop) or ta.crossover(close, ATRTrailingStop) function. Special thanks and credit to HPotter who coded an earlier version of this in pine!
Pine Script®指標
由TradeAutomation提供
10
UT Bot v5This is an update by request, on someone elses strategy! well more of an edit, but also update from pine v4 to pine v5. //CREDITS to HPotter for the orginal code. The guy trying to sell this as his own is a scammer lol. //Edited and converted to @version=5 by SeaSide420 for Paperina The UT Bot v5 is Movinging average (the MA) vs ATR (the ATR is in the form intended for use as trailing stop loss (ATR_TSL)) Entry logic: buy = the MA > ATR_TSL and Price > ATR_TSL sell = the MA < ATR_TSL and Price < ATR_TSL The Moving average type can be changed in the settings: options = "SMA", "EMA", "WMA", "HMA"] the edits i made were: convert to v5 Add TP and SL Add Buy only or Sell only option Add MA type option Add price source option Draw MA and ATR_TSL on-chart
Pine Script®策略
由SeaSide420提供
20
Zero-Lag HMA Backtest v1.0 [loxx]This backtest compares profitability differences between a regular Hull Moving Average ( HMA ) and a Zero-Lag HMA . Things to know: - Profit is set to 1 ATR - Stop-loss is set to 1.5 ATR. - This is by design to test the minimum the profit scenario (1 ATR up) and the worst case loss scenario (1.5 ATR down) for momentum trading. Actual results vary when additional TPs are added How to use: - Adjust settings and dates to view different market structures and position scenarios - See results in the "Strategy Tester" pane Conclusions and what's next - Modifying HMA does very little to improve backtest results - Future iterations will include options to backtest various moving averages with additional modifiers to improve profits and avoide losses Comment below or send a PM with questions, comments, observations, or concerns.
Pine Script®策略
由loxx提供
2
Logarithmic Average True Range In the case of ATR, it is known to represent volatility by simply expressing the price range. However, of course, as the value of an asset increases, it is not possible to simply compare it with a numerical value, so the ATR was expressed as a percentage using a logarithmic function. This way we can see the volatility even with ATR. ATR의 경우 단순하게 가격의 범위만을 표현하여 변동성을 나타낸다고 알려져있습니다. 하지만 당연하게도 자산의 가치가 높아질수록 단순하게 수치만으로 비교할 수는 없고, 따라서 로그함수를 사용해 %로 ATR을 표현하였습니다. 이렇게 표현하면 ATR로도 변동성을 볼 수 있습니다.
Pine Script®指標
由Dicargo_Beam提供
13
Weber Trend SuiteThe Weber Trend Suite (WTS) supports trend trading over longer timeframes. Identification of the trend direction Automatic identification of support and resistance level Multi-Timeframe Designed as a decision making framework for trading trending growth assets such as tech stocks and cryptocurrencies The support and resistance lines are derived from the high, low and direction (bearish/bullish) from the latest outside bar at a time. The timeframe on which outside bars are detected can be chosen freely by the user. The importance of an outside bars tends to increase with the timeframe. Outside bars can play an important role in price action trading by providing support and resistance levels as well as the currently predominant trend direction. So this indicator enables a trader to automatically display the high, low and direction of the current outside bar from two different (usually higher) timeframes and therefore gives rationally and automatically derived support and resistance levels as well as the predominant trend direction from the chosen timeframes. The adjustable crossing EMA with its volatility noise filter gives further guidance on the current trend direction and strength. The WTS can help traders and investors following a rule based system by providing a measure of trend strength and consistency as well as specific support and resistance levels.
Pine Script®指標
由UniqueCharts提供
Mean Reversion Strategy v2 [KL]Description : This strategy will enter a position when the following conditions are met: a) Main signal: When source data (ATR) diverts from its moving average value, and b) Confirmation: If predicted direction of trend is favorable. Assumptions : During periods of high price volatility, ATR diverts from its moving average value. Eventually, ATR should revert. But since just knowing the magnitude of increase/decrease of ATR does not indicate a trend signal, we need to introduce a model to predict the current trend. In short: • Trend Prediction : This strategy calculates the expected logarithmic return of the security (the "Drift") and considers prices to be moving in uptrend if the drift curve is upward sloping. • Assessment of ATR diversion : To determine "yes/no" regarding whether ATR at a given point in time has diverted, this script conducts a two-tailed hypothesis test at each candlestick period. The null hypothesis (H0) is that the fast moving average value should equal the slow moving average value (say, denoted as H0: atr14 == atr28; it is assumed that atr28 is more meaningful for the purpose of describing the current trend because it has a larger sample size). Investopedia has an article summarizing this topic . Exit Condition : When trailing stop loss hits. Previous version : This strategy is based on Version 1 published back in September . This older version considers +/- one standard deviation to be the critical values relative to average ATR when testing whether ATR has diverted from the mean. This does not take Standard Error ("SE") into account. As a result, the threshold is often too wide and it generates too many entry signals.
Pine Script®策略
由DojiEmoji提供
10
[CP]Pivot Boss Floor Pivots with ATR Dilation and Dynamic LevelsINTRODUCTION: Compared to all the Pivot Indicators available on Trading View Public Library, this Floor Pivots Indicator differentiates itself in two major original ways: Dilates the Pivot Support/Resistance Levels into Support/Resistance Bands based on volatility Displays the S/R Levels Dynamically , that is, only those levels will be shown that are close enough to the price resulting in much cleaner looking charts. There were a few features whose logic I had figured out, but I could not implement them due Pine Script’s Limitation (they should really work on increasing Pine Script’s capacity instead of adding more and more features to the language in order to make it look ‘better’): Showing multiple timeframe pivots at the same time (not possible due to Pine Script’s limitation on the ‘Max Number of Outputs’ ) Automatic Detection of highly profitable Double Hot Pivot Zones (DPZ), also due to the ‘Max Number of Outputs’ limit GENERAL USER INPUTS: Most of the settings are self-explanatory, however, a few of them need some explanation: Show Floor Pivots Dynamically – This will turn ON the dynamic pivot levels, please note that this function will work ONLY IN INTRADAY timeframes. Dynamic Pivot ATR Period – Period over which the ATR value is calculated to show the pivots dynamically. ATR Threshold for Dynamic Floor Pivots – Simply put, the indicator will start displaying Pivot Levels if they fall within the 2*ATR distance (default value) of the price. You can increase this number if the volatility increases and vice-versa. Use ATR to Dilate Intraday Pivot Levels – This will turn ON Floor Pivot Dilation, turning pivot ‘lines’ into ‘bands’ . ATR Dilation Factor – This number decides the width of the Pivot bands. Larger this number, thicker the bands. Typically, high volatility stocks will require a higher number. ATR Period – Same as Dynamic Pivot ATR Period, but for Pivot Level Dilation. INDICATOR USAGE EXAMPLES: This indicator works great in conjunction with my Pivot Boss Candlestick Scanner indicator. There are a lot of optimizations I have done in the code, although it looks trivial at first glance, but it's fairly complex. Feel free to use it and modify it as you wish. Here are a few examples where the indicator has shown great entries and exits, with the default settings: NIFTY 5m Chart Reliance 5m Chart Tesla 5m Chart Bitcoin-USDT 15m Chart FINAL WORDS: Please understand that I have Cherry Picked the examples to showcase the capability of the indicator and its usage. DO NOT conflate the accuracy of examples with the accuracy of this indicator. Once you start using floor pivots, you will realize that a lot of days simply don’t give any high probability setups and you will simply sit out of the market and do nothing (which is a good thing). If you really want to learn how to use Pivots, read the book ’Secrets of a Pivot Boss’ . This book can change your life.
Pine Script®指標
由pranjalchaubey提供
61
Trend Strategy by zdmreThis Strategy is a trend following indicator. It is plotted on price and the current trend can be determined by its placement vis-a-vis price. It is constructed with just three parameters: Period, Multiplier and Entry/Exit Point with Superformula. The default parameters are 14 for Average True Range (ATR) and 4 for its multiplier. The average true range (ATR) plays a key role in ‘Trend’ as the indicator uses ATR to compute its value and it signals the degree of price volatility. You should note that any changes to these numbers can affect the use of the Trend indicator. While you using this indicator, you should not avoid putting your stop loss. For a long position, you can put stop loss right at the red indicator line. For a short position, you can put it at the green indicator line. You can insert your own settings as well. Using Trend Strategy along with a stop loss pattern is the best way for earning the best wealth in trading. There is no best setting for any trading indicator.
Pine Script®策略
由zdmre提供
2
RSI c/w MA, ADX and ATR data I have added 3 items to the RSI indicator which helps me to get more information at the same time. 1) ADX value - when ADX is above 25 we have a strong trend 2) ATR Value - helps me to calculate my daily targets and stop-loss levels at a glance. 3) A simple moving average - This shows me the trend of RSI. If the price breaks a trend line and at the same time RSI crosses above the MA, it shows me a breakout has happened. In longer timeframes, it can show you in advance if you should expect a reversal in the trend. You can turn on or off the MA as well as the ADX line.
Pine Script®指標
由Phantom_007提供
2
Bjorgum AutoTrailOne Time Trade Risk Management Incorporating the new interactive feature, this script is meant as a one time trailing stop for the active trader to manage positional risk of an ongoing trade. As a crypto trader or Fx trader, many may find themselves in a position late into the evening, or perhaps daily life is calling while a trade progresses in their favor. Adding a trailing stop to a position thats trending can help to keep you in the trade and lock in gains if things turn around when you are unable to react. To use the trail, the user would add the script to the chart. Once added, a set of crosshairs will appear allowing the user to choose a point to begin. Often choosing to start a trail from a swing high/ low can be an ideal option. This tends to provide some protection for a stop by placing it under support for a long trade or above resistance for a short trade. Price based trail The trail will automatically plot and the offset is a factor of the distance from price action selected by the crosshairs. If placed above price action the script will plot a short trail, if placed below it will trail for a long position. Additionally, there are several other trail types other than price based. There is also percent based, which offsets the trail as a percent from close. A hard stop is placed at the cross hair value, then once the distance is exceeded by the percentage specified, the trail begins. There are 2 more volatility based trails. There is a PSAR trail which can provide quicker and tighter stops that accelerate with the trend locking in gains faster, and an ATR trail that keeps a distance from price action as a function of volatility. Volatility levels can be adjusted from the menu. Volatility based trail (ATR) Volatility based trail (PSAR) Lastly, within the code for more the more technical savvy, is some starting setups for string alerts to be sent to exchanges via 3rd party or custom API applications. Some string manipulation is required for specific providers to meet their requirements, but there is some building block alerts that will take the ticker symbol, recognize the asset your trading (Fx, Crypto, etc) and take input quantity or exchange names from the settings via inputs. Complex strings can be built to perform almost any trade related task when to comes to alerts via web hook. A little setup this way with some technology to back your system can mean a semi-automated half man, half machine setup that actually manages your trail stop while you cannot. For those that don’t go this far, there is some basic alert functionality that well trigger when a trail is hit so you can react and make a decision. Please note that for now, interactive mode is engaged only when the script is added to the chart. Additional stops, or for adjustments to be made it is best to add a new version. Also as real trades could be at play managing an actual position, alerts are designed to go off only once to ensure no duplicate orders are sent meaning alerts are not reoccurring. Once an alert is triggered, a new trail is to be set up. A modified version of the TradingView built in SAR equation was used in this script. To provide the value of the SAR on the stop candle, it was necessary to alter the equation to extract this value as the regular SAR “flips” at this point. Thank you to TradingView for supplying access to the built in formula so that this SAR could behave the same as the built-in function outside of these alterations Example of SAR value maintained in trigger candle Cheers and happy trading.
Pine Script®指標
由Bjorgum提供
77
Stock float, avg volume, pre-market info and indexes atrp, trendNASDAQ:AAPL This indicator shows the most usefull informations about the current symbol and the two common indexes (SPY and QQQ) in a table, in the upper right corner of the graph. The informations are: Symbol Float Daily average volume Average True Range Pre-market volume Pre-market change % Indexes SPY ATRP SPY trend (this value indicates how much the symbol is changing from the last X bars of Y minues. Higher values means a stronger trend) QQQ ATRP QQQ trend (same as SPY trend) The indicator is highly customizable. Here are some of the settings: Compact view Text size Every information is hidable Most of the informations have customizable warning Background color with thresholds Period/lenght of the indicators
Pine Script®指標
由lucafinocchio提供
42