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Exponentialma

VIXION Bull/Bear CycleVIXION Bull/Bear Cycle Indicator Guide 1. Introduction This guide provides a comprehensive overview of the VIXION Bull/Bear Cycle indicator. It explains its components, the rationale behind the chosen moving averages, historical context, practical usage, and strategies for effective trading. The guide is formatted with clear spacing and bold text markers for easy copy and paste. 2. Overview of the Indicator The indicator plots a 20-week Simple Moving Average (SMA) and a 21-week Exponential Moving Average (EMA) on a weekly chart. A conditional fill is applied between these lines: Green fill indicates bullish momentum (EMA above SMA). Red fill indicates bearish sentiment (EMA below SMA). Crossover points are marked with triangles: Green triangle signals a bullish crossover. Red triangle signals a bearish crossover. 3. Key Components Simple Moving Average (SMA) Calculates the average price over 20 weeks, giving equal weight to each data point. Acts as a stable reference and dynamic support/resistance level. Exponential Moving Average (EMA) Computes a weighted average over 21 weeks, emphasizing recent prices for quicker responsiveness. Provides early signals of trend changes through crossovers with the SMA. 4. How the Indicator Works Calculation and Plotting The indicator computes the 20-week SMA and 21-week EMA based on the weekly closing prices. Using TradingView’s security function, these averages are re-plotted on the chosen timeframe. Conditional Fill When the EMA is above the SMA, the space between them is filled with green, suggesting bullish strength. When the EMA falls below the SMA, the fill turns red, indicating bearish sentiment. Crossover Signals A bullish crossover occurs when the EMA crosses above the SMA, marked by a green triangle, signaling a potential uptrend. A bearish crossover occurs when the EMA crosses below the SMA, marked by a red triangle, suggesting a potential downtrend. Dynamic Support/Resistance The moving averages often act as dynamic support or resistance levels, where prices may bounce off during corrections, as seen in historical bull runs. 5. Practical Guide on How to Use the Indicator Setting Up Apply the indicator on a weekly chart for long-term trend analysis. The indicator overlays on the price chart, allowing you to directly compare moving averages with price action. Reading the Indicator Bullish Phase: Look for a green fill and bullish crossovers (green triangles) where the EMA is above the SMA. Bearish Phase: Identify a red fill and bearish crossovers (red triangles) where the EMA falls below the SMA. Interpreting Crossovers Use bullish crossovers as potential buy signals and bearish crossovers as cues to exit long positions or consider short entries. Confirm these signals with other technical tools (e.g., RSI, MACD) to reduce false positives. 6. Strategies and Best Practices Trend Following Enter trades when the EMA crosses above the SMA and the indicator fills green. Consider exiting or shorting positions when the opposite crossover occurs. Dynamic Support and Resistance Use the moving averages as zones where the price may reverse or consolidate. Historical examples (e.g., the 2017 Bitcoin bull run) show prices often correcting to these levels before continuing the trend. Multi-Timeframe Analysis Although optimized for weekly charts, analyze additional timeframes for more precise entry and exit points. Ensure that signals on the weekly chart are supported by observations on lower timeframes. Risk Management Always implement stop-loss orders and manage risk-to-reward ratios, as moving averages are lagging indicators. Backtest the indicator to understand its behavior under various market conditions. 7. Why These Values and Their Limitations Rationale Behind the 20-Week SMA and 21-Week EMA The 20-week SMA provides a stable, smoothed average over roughly five months, filtering out short-term noise. The 21-week EMA, with its one-week offset, reacts more quickly to recent price changes. The slight difference between these values creates a dynamic interplay, offering early signals of trend shifts while maintaining a stable reference. Advantages Balanced Responsiveness: The EMA’s slight edge over the SMA provides early indications of trend reversals without being overly reactive. Empirical Backtesting: Historical data, such as patterns observed during major bull runs, supports the use of these specific periods as dynamic support/resistance levels. Limitations Lagging Indicator: Both averages rely on past price data, which may delay the detection of sudden market changes. False Signals in Sideways Markets: In non-trending markets, the close spacing of the averages can result in multiple, misleading crossovers (whipsaws). Asset Specificity: The effectiveness of these periods can vary between different assets and market conditions; adjustments may be necessary. 8. Conclusion The combination of a 20-week SMA and a 21-week EMA in the VIXION Bull/Bear Cycle indicator is designed to provide a balanced view of long-term market trends. The EMA’s increased sensitivity over the SMA offers early signals of trend changes, while the SMA provides a stable baseline. Together, they act as dynamic support and resistance levels that have been validated by historical market behavior. However, traders should be mindful of their lagging nature and potential for false signals in sideways markets. Using the indicator in combination with other tools and robust risk management practices can help optimize trading decisions. Happy trading!
Pine Script™指標
由IMVIXION提供
RSI + BB (EMA) + Dispersion (2.0)First version here Initial data: 1) RSI 2) Bollinger Bands (Basis - EMA ) 3) Dispersion (around basis) Signal for purchase: RSI crosses the dispersion zone upwards Signal for sale: RSI crosses the dispersion zone downwards Buffer zone: white area, it is not recommended to make transactions. --- Add ( 02.10.2018 ) 1) RSI lines (overbought / oversold) = 70 / 30. Сan be changed in the settings. 2) Alerts: • RSI line crossover Dispersion Zone (green) • RSI line crossunder Dispersion Zone (red)
Pine Script™指標
由Mr.Mozart提供
77
3 Moving Average ExponentialSince I noticed there was no Script with actually 3 EMA together (all the ones I found said it was Exponential, but actually was Simple), i created this one. The lengths, 17 72 305, are based on the phi cube theory, introduced by Bo Williams. The slow length (305) indicate a likely strong support/resistance and the region between the fast and medium lengths (17, 72) indicate where the price tends to return after a boost or little diversion from the price average.
Pine Script™指標
由jaspele提供
3
XPloRR MA-Trailing-Stop StrategyXPloRR MA-Trailing-Stop Strategy Long term MA-Trailing-Stop strategy with Adjustable Signal Strength to beat Buy&Hold strategy None of the strategies that I tested can beat the long term Buy&Hold strategy. That's the reason why I wrote this strategy. Purpose: beat Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. My buy strategy is triggered by the fast buy EMA (blue) crossing over the slow buy SMA curve (orange) and the fast buy EMA has a certain up strength. My sell strategy is triggered by either one of these conditions: the EMA(6) of the close value is crossing under the trailing stop value (green) or the fast sell EMA (navy) is crossing under the slow sell SMA curve (red) and the fast sell EMA has a certain down strength. The trailing stop value (green) is set to a multiple of the ATR(15) value. ATR(15) is the SMA(15) value of the difference between the high and low values. The scripts shows a lot of graphical information: The close value is shown in light-green. When the close value is lower then the buy value, the close value is shown in light-red. This way it is possible to evaluate the virtual losses during the trade. the trailing stop value is shown in dark-green. When the sell value is lower then the buy value, the last color of the trade will be red (best viewed when zoomed)(in the example, there are 2 trades that end in gain and 2 in loss (red line at end)) the EMA and SMA values for both buy and sell signals are shown as a line the buy and sell(close) signals are labeled in blue How to use this strategy? Every stock has it's own "DNA", so first thing to do is tune the right parameters to get the best strategy values voor EMA , SMA, Strength for both buy and sell and the Trailing Stop (#ATR). Look in the strategy tester overview to optimize the values Percent Profitable and Net Profit (using the strategy settings icon, you can increase/decrease the parameters) Then keep using these parameters for future buy/sell signals only for that particular stock. Do the same for other stocks. Important : optimizing these parameters is no guarantee for future winning trades! Here are the parameters: Fast EMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 10-20) Slow SMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 30-100) Minimum Buy Strength: minimum upward trend value of the Fast SMA Buy value (directional coefficient)(use values between 0-120) Fast EMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 10-20) Slow SMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 30-100) Minimum Sell Strength: minimum downward trend value of the Fast SMA Sell value (directional coefficient)(use values between 0-120) Trailing Stop (#ATR): the trailing stop value as a multiple of the ATR(15) value (use values between 2-20) Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now) compared to the Buy&Hold Strategy(=do nothing): BEKB(Bekaert): EMA-Buy=12, SMA-Buy=44, Strength-Buy=65, EMA-Sell=12, SMA-Sell=55, Strength-Sell=120, Stop#ATR=20 NetProfit: 996%, #Trades: 6, %Profitable: 83%, Buy&HoldProfit: 78% BAR(Barco): EMA-Buy=16, SMA-Buy=80, Strength-Buy=44, EMA-Sell=12, SMA-Sell=45, Strength-Sell=82, Stop#ATR=9 NetProfit: 385%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 55% AAPL(Apple): EMA-Buy=12, SMA-Buy=45, Strength-Buy=40, EMA-Sell=19, SMA-Sell=45, Strength-Sell=106, Stop#ATR=8 NetProfit: 6900%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 2938% TNET(Telenet): EMA-Buy=12, SMA-Buy=45, Strength-Buy=27, EMA-Sell=19, SMA-Sell=45, Strength-Sell=70, Stop#ATR=14 NetProfit: 129%, #Trade
Pine Script™策略
由XPl0RR提供
8
XPloRR MA-Buy ATR-Trailing-Stop Long Term Strategy Beating B&HXPloRR MA-Buy ATR-MA-Trailing-Stop Strategy Long term MA Trailing Stop strategy to beat Buy&Hold strategy None of the strategies that I tested can beat the long term Buy&Hold strategy. That's the reason why I wrote this strategy. Purpose: beat Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. My buy strategy is triggered by the EMA(blue) crossing over the SMA curve(orange). My sell strategy is triggered by another EMA(lime) of the close value crossing the trailing stop(green) value. The trailing stop value(green) is set to a multiple of the ATR(15) value. ATR(15) is the SMA(15) value of the difference between high and low values. Every stock has it's own "DNA", so first thing to do is find the right parameters to get the best strategy values voor EMA, SMA and Trailing Stop. Then keep using these parameter for future buy/sell signals only for that particular stock. Do the same for other stocks. Here are the parameters: Exponential MA: buy trigger when crossing over the SMA value (use values between 11-50) Simple MA: buy trigger when EMA crosses over the SMA value (use values between 20 and 200) Stop EMA: sell trigger when Stop EMA of close value crosses under the trailing stop value (use values between 8 and 16) Trailing Stop #ATR: defines the trailing stop value as a multiple of the ATR(15) value Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now): BAR(Barco): EMA=11, SMA=82, StopEMA=12, Stop#ATR=9 Buy&HoldProfit: 45.82%, NetProfit: 294.7%, #Trades:8, %Profit:62.5%, ProfitFactor: 12.539 AAPL(Apple): EMA=12, SMA=45, StopEMA=12, Stop#ATR=6 Buy&HoldProfit: 2925.86%, NetProfit: 4035.92%, #Trades:10, %Profit:60%, ProfitFactor: 6.36 BEKB(Bekaert): EMA=12, SMA=42, StopEMA=12, Stop#ATR=7 Buy&HoldProfit: 81.11%, NetProfit: 521.37%, #Trades:10, %Profit:60%, ProfitFactor: 2.617 SOLB(Solvay): EMA=12, SMA=63, StopEMA=11, Stop#ATR=8 Buy&HoldProfit: 43.61%, NetProfit: 151.4%, #Trades:8, %Profit:75%, ProfitFactor: 3.794 PHIA(Philips): EMA=11, SMA=80, StopEMA=8, Stop#ATR=10 Buy&HoldProfit: 56.79%, NetProfit: 198.46%, #Trades:6, %Profit:83.33%, ProfitFactor: 23.07 I am very curious to see the parameters for your stocks and please make suggestions to improve this strategy.
Pine Script™策略
由XPl0RR提供
1
Exponential Moving Average (Set of 3) [Krypt] + 13/34 EMAsI took Krypt's script and essentially added on to it. the 20/50/100/200 EMAs should be used together as support and resistance as normal. Wait for price to break 200 EMA Wait for 50 EMA to cross 200 EMA Wait for pullback to 50 EMA to open position 20 and 100 EMAs are for extra information about moving support and resistance and 13/34 EMAs should be used in conjunction When 13 EMA crosses 34 EMA, open position When price gets far from 13/34, close position (because price will attempt to revert back to mean) This is better for scalping and swing trades than the 20/50/100/200 setup. Twitter: @AzorAhai06
Pine Script™指標
由AzorAhai06提供
6 Simple Blue & 5 Exponential Yellow Moving Averages6 simple and 5 exponential Moving Averages in one indicator. I made this because its not always easy to tell what average the price might be bouncing off from when you only have a couple at a time. For some reason, the defaults aren't working. To fix this, just open the configuration for the indicator after the first time that you load it. Then check/uncheck the box and set the time period. If anyone knows how I can fix this in the code, please let me know. Blue indicators are simple and the Yellow are exponential. Thinner more transparent lines are shorter term averages and Thicker lines are longer term averages. I modeled it after the source of several other scripts which had less averages
Pine Script™指標
由ryanman0提供
7
Moving Average RibbonA ribbon that uses a fast EMA, a slow EMA, and a signal EMA. By default the signal EMA is invisible. When the fast EMA > slow EMA the default fill is green, and then red when the fast EMA < slow EMA. The signal EMA adds a 2nd flavor to the ribbon. When the fast EMA > slow EMA, if the signal is beneath the fast EMA, the ribbon fill changes its color to a brighter green. When the fast EMA < slow EMA, if the signal is above the fast EMA, the ribbon fill changes its color to a brighter red. Many times these little "fishhook" pullbacks are buying/shorting opportunities in the dominate trend. Try settings of 8/21/8 Fast/Slow/Signal, with the "Zero-Lag Signal" check box checked. Zero-Lag is a simple algorithm that tries to remove as much lag as possible from an EMA. An 8 EMA will run "slower" than an 8 Zero-Lag EMA. Additionally, 2 simple alerts are available for whenever the fast EMA crosses above the slow EMA, and the opposite. Cheers.
Pine Script™指標
由mortdiggiddy提供
2
Simple and Exponential Moving AveragesThis script graphs 5 SMAs (20, 50, 100, 150, 200) and 5 EMAs (20, 50, 100, 150, 200). The first group uses blue and orange colors whereas the second one uses green and red. When a bar closes below a moving average, either orange or red will be used depending on which type of moving average and which period. In bullish mode, we show blue and green. Moving average periods are configurable, and you can hide the MAs you don't want.
Pine Script™指標
由worldsapart89提供