Strategy based on Ehlers Smoothed Adaptive Momentum [LazyBear]Strategy based on Ehlers Smoothed Adaptive Momentum (ESAM) indicator by LazyBear, slightly improved.
Indicator itself was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
Backtesting: XBTUSD (Bitmex): 2h, 3h, 4h
動量指標(MOM)
[STRATEGY] Jurik RSXA private strategy from the Profitable Jurik RSX preview for backtesting purposes.
SRSI Multi TFAs it states this is Satoshi RSI Multi Time Frame
Meaning you can now trade the HTF RSI momentum while on the LTF
so for instance I trade the 5m chart but using the m30 trend using this indicator
the multiple between the two values is 5 so id suggest you keep your multiple the same. So if you want to trade the H1 chart you would set the TREND or "HTF Fast Line" to 300.
Time frames are in integers and run all the way up the "D"
ex
5 min = 5
30 min = 30
60 min = 60
H4 = 240
etc.
you also have
D2, D3
W
M
etc.
best used with EW in mind or some other pattern analysis as this would act as CONFLUENCE to an idea you already entered OR as CONFIRMATION to an idea OR some form of MA such as TrendAID
There are signals in regards to momentum , short/long, and a signal i created that uses a series of other criteria to fire.
The strategy is easy for this is as folllowed
SRSI > Fast Line (cyan) and Fast Line > HTF Fast Line(gold) and Med Line(red) > HTF Fast Line == LONG or longs of interest NOTE WHEN THE TREND IS STRONG YOUR HTF slow line will RANGE above or below 50.
VICE versa
You will notice the cyan FAST LINE will LEAD , confirmation of trend reversal is when SRSI breaks above and the above follows.
CHEERS.
Stochastic Delta PivotsBased on stochastics converging and diverging, identifying pivot points to detect early momentum changes.
Wave Momentumthankyou to the original author of this script Vkn422
Very simple , shows momentum and changes candle colors to match
You only short when negative
you only long when positive
Must have confluence with other forms of analysis like Elliott Wave
This indicator was built with EW in mind and would excel in the hands of those who practice the wave analysis.
DK_GDTrendThis is a powerful indicator which combine Left side forecast, right side trading.
It is "All-in-one" features which deliver as :
1. Trend analysis
2. Safety zone and Risky zone analysis
3. Buy Entry Signal e.g ㊖
4. Sell Signal e.g 逃
5. Momentum index
6. Banker Chip index
**It suitable for swing trading and wave trading
Squeeze X Alerts BFThis is an alerts script for my Squeeze X strategy .
The default settings are the same. The alerts are based on the long and short signals that occur upon a cross of the momentum line to the positive or negative respectively.
Green background is bullish, red is bearish. Bright green lines indicate a long signal, bright red a short signal.
White background means no trade since we are in a period of choppy/sideways price action.
It can be useful to use momentum as a divergence indicator against price as an aside.
Vol%MAThis study finds buying/selling opportunities on the basis of candlestick and volume percentage changes, prequalified by momentum.
Candlestick percentage changes that are equal to or greater the desired percentage with the momentum range are marked by blue diamonds.
Volume percentage changes that are equal to or greater the desired percentage with the momentum range are marked by red circles.
When candlestick and volume percentage changes aligned with user configurations are under momentum, a buy signal is triggered with BUY ASSET and a black triangle is placed at the bottom of the chart.
When candlestick and volume percentage changes aligned with user configurations are above momentum, a sell signal is triggered with SELL ASSET and a black triangle is placed at the top of the chart.
Vol%ChangeLike its companion study, Bar%Change , this is a visual study to hilight the change in volume by percentage. the percentages are calculated by the duration of the momentum. This study is not designed for automated trading.
The triangles show buys/sells on the basis of momentum. Buys occur below momentum, while sells occur above.
Percentages are shown in red if closing less then opening or closing less then previous closing, otherwise green.
Buying and selling changes in volume percentages are user configurable.
Bar%ChangeThis is a visual study to hilight the change is candlestick by percentage. the percentages are calculated by the duration of the momentum. This study is not designed for automated trading.
The triangles show buys/sells on the basis of momentum . Buys occur below momentum, while sells occur above.
Percentages are shown in red if closing less then opening or closing less then previous closing, otherwise green.
Buying and selling changes in candlestick percentages are user configurable.
Swing Trade Pros - Momentum IndicatorThe STP Momentum indicator identifies periods of consolidation in the market and accurately forecasts the direction of the move. It measures the relationship between two studies: Bollinger Bands and Keltner Channels. When the volatility increases, so does the distance between the bands, conversely, when the volatility declines, the distance also decreases. The indicator finds sections of the Bollinger Bands study which fall inside the Keltner Channels. When the market finishes a move, the indicator shows a darker colored bar on the histogram. You can also use it to determine bullish and bearish divergences on momentum plays.
Momentum BFThe momentum strategy is simple, if price action is higher than it was for x bars back, and also higher than it was last candle, we have upwards momentum. This momentum will be positive until a candle closes lower than the previous candle and also lower than x bars back - at which point we have downwards momentum.
The concept behind the Momentum Strategy is that when the momentum crosses from negative to positive, we go long and when it crosses from positive to negative we go short. We stay in that position until momentum crosses back the opposite direction.
INSTRUCTIONS:
Go long at the green background on the chart
Go short at the red background on the chart
The yellow lines are where your stop loss should be for longs
The orange lines are where your stop loss should be for shorts
I have included the options in Settings to change the stop loss type between ATR derived and Fixed percentage based. The default stop loss is a fixed 7%.
You can also select if you want only longs, only shorts or both.
The backtest was done with BTCUSD on Coinbase 1D.
Aroon Histogram + CMO [ChuckBanger]This is a combination of Aroon and Chande Momentum Oscillator . I made a histogram of Aroon , aqua line is Chande Momentum and the orange line are a simple moving average of Chande Momentum as a signal line.
One strategy you can use this for is to buy or sell when the signal line crosses the CM line or you can buy and sell when CM line is highest or lowest
You should also study how the indicators work separately:
Aroon Oscillator
www.investopedia.com
Chande Momentum Oscillator
www.investopedia.com
Volume ⨃ αMomentum 🦝🦾First attempt playing around with mixing volume and momentum... I find it to be nonsense, but putting it up for the moment.
∆MomentumStratUsing the intersection of momentum and its first DV to predict inflection points in price.
SnakeWhile moving averages are a good way to visualize price action, they are, in general, very poor indicators to trade against. Usually, the lowest prices occur before the cross over of multiple moving averages, while the best profits occur just before the crossunders of the moving averages.
This study captures the buy signals before the cross overs and sells just prior to the cross unders, when prices are lowest and highest respectively.
This is accomplished by treating the moving average as a "snake", specifically looking for the "head" of the snake to turn upwards when buying is most opportunistic. Note the the body must still be trending downward.
For selling, the "snake's head" must be turning down while the body is trending up.
This script uses blue arrows, pointing up, at the bottom, to indicate a buy signal, sending an alert of BUY ASSET.
Blue arrows, point down, at the top, represent sell signals with an alert of SELL ASSET.
The gray bar or strip is momentum. The snake's head must be above momentum for a sell, and below for a buy. This study does NOT work well with stable coins.
The longer the momentum, the more likely weak signals will be weeded out, but also presents less opportunities for buys.
The longer the length of the snake, the more likely cascading down turns will be ignored, but requires a longer trend to identify buy signals.
MomBSThis script is a momemtum buy/sell indicator that works very well on sideways markets, particularly trading stablecoins against each other or against fiat. Trading stablecoins is only profitable when your exchange fees are roughly no more then 0.2%, and is one of the best ways to mitigate risk in your portfolio.
This indicator also works very well on stocks and ETFs on 1 day candlestick charts.
It has clear visual references where buys and sells should take place. Blue arrows underneath, pointing up, are buy signals and and the alert condition of BUY ASSET.
There are also clear references of blue arrows pointing down, above the candlestick , to indicate a sell signal. The alert condition of SELL ASSET.
Trend Indicator
A Simple indicator combining 3 of the most popular Oscillators RSI, MacD and Momentum to help see reversals or the continuation of a trend. Designed with the COINBASE:BTCUSD chart in mind but there's not reason it shouldn't work on any other asset.
The indicator has two main parts:
- The gray area at the top between the purple dotted lines is 3 RSI's in one (5, 13, 34) These have been moved up from the RSI's original position to avoid cluttering the MacD and make the lines easier to read. Just like with the regular RSI the lower dotted line indicates oversold and the top dotted line indicates an overbought condition.
To identify this more easily the background changes to green when the middle (13 period) RSI is oversold and red when it's overbought.
*Note* On some very small timeframes the position may need to be adjusted in order to make them easier to see.
This section of the indicator is designed to give early warning signs of markets reversing by the faster white line with confirmation from the orange and green lines.
- The bottom section of the indicator has two parts. The first is a modified MacD which is slightly longer term than the original. This is to act as confirmation or entry/take profit points on divergence or if either of the lines within the MacD crossover or the histogram goes from one color to the other. The histogram is also helpful for trend-following as it lets you gauge if the momentum is gaining or losing strength.
The last part of the indicator is simply a momentum line to indicate in which direction the momentum is heading. It's designed as a confirmation of the other indicators and shouldn't be used on it's own.
All individual indicators that make up the trend indicator have been tweaked slightly to use numbers from the fibonacci sequence rather than the originals.
This indicator is best used in combination with volume and moving averages.
- Look for reversals on low volume near a moving average or key historical point.
- Look for breakouts on high volume if the oscillators line up.
Derivative Oscillator Arrows [Salty]Values above zero are considered bullish, and larger arrows print when the cross over occurs in the bullish area.
Values below zero are considered bearish, and larger arrows print when the cross under occurs in the bearish area.
ANN MACD Future Forecast (SPY 1D) NOTE : Deep learning was conducted in a narrow sample set for testing purposes. So this script is Experimental .
This system is based on the following article and is inspired by an external program:
hackernoon.com
None of the artificial neural networks in Tradingview work and are not based on completely correct logic. Unlike others in this system:
IMPORTANT NOTE: If the tangent activation function is used, the input data must also have tangent values (compared to the previous values of 1 bar).
Inputs were prepared according to this judgment.
1. The tangent function which is the activation function is written correctly. (The tangent function in the article: ActivationFunctionTanh (v) => (1 - exp (-2 * v)) / (1 + exp (-2 * v)))
2. Missing bias parts in the formulas were added.
3. The output function is taken from the next day (historical), so that the next bar can be predicted, which is the truth.
4.The forecast value of the next bar is subtracted from the current bar change and the market direction is determined.
5.When the future forecast and the current close are added together, the resulting data is called seed.
The seed carries data both from the present and from yesterday and from the future.
6.And this seed was subjected to the MACD method.
Thus, due to exponential averages, more importance will be given to recent developments and
The acceleration situations will show us the direction.
However, a short position should be taken for crossover and a long position for crossunder .
Because the predicted values work in reverse.Even though we use the same period (9,12,26) it is much faster!
7. There is no future code that can cause Repaint.
However, the color after closing should be checked.
The system is completely correct.
However, a very narrow sample was selected.
100 data: Tangent diffs ; volume change, bollinger bands values changes (Upband , Midband , Lowband) and LazyBear's Squeeze Momentum Indicator (SQZMOM_LB) change and the next bar data (historical) price change were put into the deep learning test.
IMPORTANT NOTE : The larger the sample set and the more effective dependent variables, the higher the hit rate of the deep learning test!
EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
Stay tuned. Best regards!
Squeeze X BF 🚀Credit to LazyBear and Kiasaki for code used in this indicator.
Squeeze Momentum indicator illustrates when a momentum squeeze is happening by calculating when Bollinger Bands are within a Keltner Channel.
This simple strategy is based on when the momentum is crossing positive or negative.
INSTRUCTIONS
Green = Long
Red = Short
White = No Trade
