Hybrid — 指標和策略

TradFi Fundamentals: Momentum Trading with Macroeconomic Data Introduction This indicator combines traditional price momentum with key macroeconomic data. By retrieving GDP, inflation, unemployment, and interest rates using security calls, the script automatically adapts to the latest economic data. The goal is to blend technical analysis with fundamental insights to generate a more robust momentum signal. Original Research Paper by Mohit Apte, B. Tech Scholar, Department of Computer Science and Engineering, COEP Technological University, Pune, India Link to paper Explanation Price Momentum Calculation: The indicator computes price momentum as the percentage change in price over a configurable lookback period (default is 50 days). This raw momentum is then normalized using a rolling simple moving average and standard deviation over a defined period (default 200 days) to ensure comparability with the economic indicators. Fetching and Normalizing Economic Data: Instead of manually inputting economic values, the script uses TradingView’s security function to retrieve: GDP from ticker "GDP" Inflation (CPI) from ticker "USCCPI" Unemployment rate from ticker "UNRATE" Interest rates from ticker "USINTR" Each series is normalized over a configurable normalization period (default 200 days) by subtracting its moving average and dividing by its standard deviation. This standardization converts each economic indicator into a z-score for direct integration into the momentum score. Combined Momentum Score: The normalized price momentum and economic indicators are each multiplied by user-defined weights (default: 50% price momentum, 20% GDP, and 10% each for inflation, unemployment, and interest rates). The weighted components are then summed to form a comprehensive momentum score. A horizontal zero line is plotted for reference. Trading Signals: Buy signals are generated when the combined momentum score crosses above zero, and sell signals occur when it crosses below zero. Visual markers are added to the chart to assist with trade timing, and alert conditions are provided for automated notifications. Settings Price Momentum Lookback: Defines the period (in days) used to compute the raw price momentum. Normalization Period for Price Momentum: Sets the window over which the price momentum is normalized. Normalization Period for Economic Data: Sets the window over which each macroeconomic series is normalized. Weights: Adjust the influence of each component (price momentum, GDP, inflation, unemployment, and interest rate) on the overall momentum score. Conclusion This implementation leverages TradingView’s economic data feeds to integrate real-time macroeconomic data into a momentum trading strategy. By normalizing and weighting both technical and economic inputs, the indicator offers traders a more holistic view of market conditions. The enhanced momentum signal provides additional context to traditional momentum analysis, potentially leading to more informed trading decisions and improved risk management. The next script I release will be an improved version of this that I have added my own flavor to, improving the signals.

Hybrid Overbought/Oversold Overlay Introduction This is a new representation of my well-known oscillator Hybrid Overbought/Oversold Detector overlaid on the chart. The script utilizes the following 12 different oscillators to bring forth a new indicator which I call it Hybrid OB/OS . Utilized Oscillators The utilized oscillators here are: Bollinger Bands %B Chaikin Money Flow (CMF) Chande Momentum Oscillator (CMO) Commodity Channel Index (CCI) Disparity Index (DIX) Keltner Channel %K Money Flow Index (MFI) Rate Of Change (ROC) Relative Strength Index (RSI) Relative Vigor Index (RVI/RVGI) Stochastic Twiggs Money Flow (TMF) The challenging part of utilizing mentioned oscillators was that some of their formulas range are not similar and some of them does not have a mathematical range at all. So I used a normalization function to normalize all their output values to (0, 100) interval. Overbought/Oversold Levels Calculation I noticed that the levels which considered as OB/OS level by various traders for each of the utilized oscillators are so different, e.g., many traders consider 30 as OS level and 70 as OB level for RSI and some others take 20 and 80 as the levels, or some traders consider 20 and 80 as OS/OB levels for Stochastic oscillator. Also these levels could be different on different assets, e.g., OB/OS levels for CCI on EURUSD chart might be 80 and 20 while the levels on BTCUSDT chart might be 75 and 25, and so on. So I decided to make a routine to automate the calculation of these levels using historical data. By this feature, my indicator would calculate the corresponding levels for the oscillators on current chart and then decide about the overbought/oversold situation of each one, which leads to a more accurate Hybrid OB/OS indication. As the result, if all 12 individual oscillators say it's overbought/oversold, the Hybrid OB/OS shows 100% overbought/oversold, vice versa, if none of them say it's overbought/oversold, the Hybrid OB/OS shows 0, and so on. The Overlaying Oscillator Problem! A programming-related challenge here was that Pine Script assigns two separate spaces to the oscillators and the overlaid indicators, and the programmers are limited to use just one of them in each of their codes. Knowing this, I was forced to simulate the oscillator space on the chart and display my oscillator as a diagram somehow. Of course it won't be as nice as the oscillator itself, because the relation between the main chart bars and the oscillator bars could not be obtained, but it's better than nothing! Settings and Usage The indicator settings contain some options about the calculations, the diagram display and the signals appearance. By default they are fine, but you could change them as you prefer. This indicator is better to be used alongside other indicators as a confirmation (specially in counter-trend strategies I believe). Also it generates an external signal which you could use it in your own designed indicators as well. Feel free to test it and also the former form of the Hybrid OB/OS . Good Luck!

RSI Trend RSI Hull Trend is a hybrid indicator with RSI of HULL Signal. The Hull MA is combined with RSI to see if the Hull MA Buy/Sell Signal is in overbought or oversold condition. Buy Sell Signals are plotted based on settings of OB/OS or RSI. This indicator is very useful to see if the Trend is in Exhaustion or Beginning of a Trend. Entry and Exit conditions can be more precise based on OB/OS condition of price action. In addition normal RSI trend is plotted with trend color from Hull MA. Best Performance with Heiken Ashi Candles. OB/OS Settings provided Hull Buy/Sell Signals plotted Double RSI FAST and DEFAULT signal with crossover Bar Color applied based on Hull RSI Trend Hull Trend + RSI + Price Action

MACD Hybrid BSH MACD = Moving Average Convergence and Divergence Hybrid = Combining the two main MACD signals into one indicator BSH = Buy Sell Hold This indicator looks for a crossover of the MACD moving averages (12ema and 26ema) in order to generate a buy/sell signal and a crossover of the MACD line (12ema minus 26ema) and MACD signal line (9ema of MACD line) in order to generate a completely seperate buy/sell signal. The two buy/sell signals are combined into a hybrid buy/sell/hold indicator which looks for one, neither, or both signals to be "buys." If both signals are buys (fast crossed above slow), a "buy" signal is given (green bar color). If only one signal is a buy, a "hold" signal is given (yellow bar color). If neither signal is a buy, a "sell" signal is given (red bar color). Note: MACD moving averages crossing over is the same thing as the MACD line crossing the zero level in the MACD indicator. It makes sense to have the MACD indicator loaded as a reference when using this but it isn't required. The lines plotted on the chart are the 12ema and a signal line which is the MACD signal line shown relative to the 12ema rather than the MACD line. The 26ema is not plotted on the chart because the chart becomes cluttered, plus the moving averages crossing over is indicated with the MACD indicator. This indicator should be used with other indicators such as ATR (1), RSI (14), Bollinger bands (20, 2), etc. in order to determine the best course of action when a signal is given. One way to use this as a strict system is to take a neutral cash position when a yellow "hold" signal is given, to go long when a green "buy" signal is given, and to go short when a red "sell" signal is given. It can be observed that for many tickers and timeframes that green-yellow-green and red-yellow-red sequences are stronger signals than green-yellow-red and red-yellow-green signals. Note: Chart type must be "bars" in order for the bar colorization to work properly

Function : Stochastic Money Flow Index This function is similar to the stochastic rsi function. The only difference is that Money Flow Index is used instead of rsi. Oversold and overbought values were changed to 80 and 20. Because the MFI's overbought and overbought zones are 20 and 80. In MFI, I think that it can be more beneficial in liquid markets than stochastic rsi since volume is taken into account in contrast to RSI. Regards.