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Trend Indicator B-V2 (Momentum measuring)"Trend Indicator A-V2" and "Trend Indicator B-V2" are updated and improved versions of my initial trend indicators. Totally rethinking the code, adding highs and lows in the calculations, including some more customisation through colour schemes. In practice, this indicator uses EMAs and Heikin Ashi to provide an overall idea of the trend. The "Trend Indicator A-V2" is an overlay showing “Smoothed Heikin Ashi” . The "Trend Indicator B-V2" uses the same values in a different way to measure the momentum of the trend and identify potential trend rejections. Please, take into account that it is a lagging indicator.
Pine Script®指標
由DZIV提供
8
Dynamic Momentum Oscillator with Adaptive ThresholdsDynamic Momentum Oscillator with Adaptive Thresholds (DMO-AT) This advanced indicator is designed to provide traders with a robust tool for identifying momentum shifts, overbought/oversold conditions, and potential reversals in any market. Unlike traditional oscillators with fixed thresholds, DMO-AT uses adaptive levels that adjust based on current volatility (via ATR) and incorporates volume weighting for more accurate signals in high-volume environments. #### Key Features: - **Momentum Calculation**: A normalized momentum value derived from price changes, optionally weighted by volume for enhanced sensitivity. - **Adaptive Thresholds**: Overbought and oversold levels dynamically adjust using ATR, making the indicator adaptable to volatile or ranging markets. - **Signal Line**: An EMA of the momentum for crossover signals, helping confirm trend directions. - **Divergence Detection**: Built-in alerts for bullish and bearish divergences between price and momentum. - **Visual Enhancements**: Background coloring for quick zone identification, dashed static lines for reference, and a customizable stats table displaying real-time values. - **Alerts**: Multiple alert conditions for crossovers, zone entries, and divergences to keep you notified without constant chart watching. #### How to Use: 1. Add the indicator to your chart via TradingView's indicator search. 2. Customize inputs: Adjust the momentum length, source, ATR length, and threshold multiplier to fit your trading style (e.g., shorter lengths for scalping, longer for swing trading). 3. Interpret Signals: - **Crossover**: Momentum crossing above the signal line suggests bullish momentum; below indicates bearish. - **Zones**: Entering the overbought (red) zone may signal a potential sell; oversold (green) for buys. - **Divergences**: Use alerts to spot hidden opportunities where price and momentum disagree. 4. Combine with other tools like moving averages or support/resistance for confluence. 5. Enable the stats table for at-a-glance insights on the chart. This indicator is versatile across timeframes and assets, from stocks to crypto. It's optimized for clarity and performance, with no repainting.
Pine Script®指標
由jwammo12提供
ABG Market Range & Momentum Framework 📘 ABG Market Range & Momentum Framework (ADR Projection + Rolling ATR Momentum) 🔹 Important Note It is strongly advisable to use these two indicators together. ADR Projection alone shows the expected maximum range for the day. Rolling ATR Momentum confirms if volatility is expanding or contracting. 👉 Best Practice: When ATR Momentum is red/low → avoid breakout trades or aggressive option buying. Instead, sell options and play range setups. When ATR Momentum is green/rising → trend moves have fuel, option buying / breakout trades become more effective. 1. ADR Projection – The Fuel Tank Based on Average Daily Range (or ATR). Projects an intraday volatility envelope from today’s open. Shaded band = expected high/low of the day. Small band = range day bias; Big band = trend day bias. Thresholds: Nifty: <120 pts = Range, 120–180 = Normal, >200 = Trend. BankNifty: <280 pts = Range, 280–400 = Normal, >450 = Trend. 2. Rolling ATR Momentum – The Engine Power Tracks the change in ATR (current ATR vs ATR a few bars ago). Plotted as a histogram: Green (positive delta) → volatility expanding = market has energy. Red (negative delta) → volatility contracting = market cooling down. 👉 Think of it as: Green bars = Engine ON (moves likely to extend). Red bars = Engine OFF (chop, fakeouts more common). 3. How to Use Them Together Pre-market with ADR Projection Small band → don’t expect big targets. Big band → prepare for trend. Intraday with ATR Momentum Green → engine is firing → breakout trades and option buying can work. Red → engine cooling → avoid chasing breakouts; better to sell options or fade extremes. Decision Matrix ADR Band ATR Momentum Bias Best Approach Small Red Range/Scalp Option selling, quick scalps Small Green Cautious Still small targets, but breakout can stretch Big Red Exhaustion risk Partial targets, sell far OTM Big Green Trend Day Hold winners, option buying ok 4. Target-Setting Range Day (Small ADR + Red ATR) Nifty: 40–70 pts | BankNifty: 120–200 pts Normal Day (Mid ADR + Mixed ATR) Nifty: 80–120 pts | BankNifty: 180–300 pts Trend Day (Big ADR + Green ATR) Nifty: 120–180+ pts | BankNifty: 250–450+ pts 5. Pro Tips Wide CPR + Small ADR + Red ATR = worst trading day → avoid trades. Narrow CPR + Big ADR + Green ATR = best trading day → press winners. ATR flipping Red → Green intraday often signals the start of expansion runs. ⚠️ Disclaimer These indicators are developed by ABG for educational purposes. They are free to use, but strictly at your own risk. Trading and options carry high risk of capital loss. Use these tools as decision-support, not financial advice.
Pine Script®指標
由abgaur01提供
Absolute Momentum (Time Series Momentum)Absolute momentum , also known as time series momentum , focuses on the trend of an asset's own past performance to predict its future performance. It involves analyzing an asset's own historical performance, rather than comparing it to other assets. The strategy determines whether an asset's price is exhibiting an upward (positive momentum) or downward (negative momentum) trend by assessing the asset's return over a given period (standard look-back period: 12 months or approximately 250 trading days). Some studies recommend calculating momentum by deducting the corresponding Treasury bill rate from the measured performance. Absolute Momentum Indicator The Absolute Momentum Indicator displays the rolling 12-month performance (measured over 250 trading days) and plots it against a horizontal line representing 0%. If the indicator crosses above this line, it signifies positive absolute momentum, and conversely, crossing below indicates negative momentum. An additional, optional look-back period input field can be accessed through the settings. Hint: This indicator is a simplified version, as some academic approaches measure absolute momentum by subtracting risk-free rates from the 12-month performance. However, even with higher rates, the values will still remain close to the 0% line. Benefits of Absolute Momentum Absolute momentum, which should not be confused with relative momentum or the momentum indicator, serves as a timing instrument for both individual assets and entire markets. Gary Antonacci , a key contributor to the absolute momentum strategy (find study below), emphasizes its effectiveness in multi-asset portfolios and its importance in long-only investing. This is particularly evident in a) reducing downside volatility and b) mitigating behavioral biases. Moskowitz, Ooi, and Pedersen document significant 'time series momentum' across various asset classes, including equity index, currency, commodity, and bond futures, in 58 liquid instruments (find study below). There's a notable persistence in returns ranging from one to 12 months, which tends to partially reverse over longer periods. This pattern aligns with sentiment theories suggesting initial under-reaction followed by delayed over-reaction. Despite its surprising ease of implementation, the academic community has successfully measured the effects of absolute momentum across decades and in every major asset class, including stocks, bonds, commodities, and foreign exchange (FX). Strategies for Implementing Absolute Momentum: To Buy a Stock: Select a Look-Back Period: Choose a historical period to analyze the stock's performance. A common period is 12 months, but this can vary based on your investment strategy. Calculate Excess Return: Determine the stock's excess return over this period. You can also assume a risk-free rate of "0" to simplify the process. Evaluate Momentum: If the excess return is positive, it indicates positive absolute momentum. This suggests the stock is in an upward trend and could be a good buying opportunity. If the excess return is negative, it suggests negative momentum, and you might want to delay buying. Consider further conditions: Align your decision with broader market trends, economic indicators, or fundamental analysis, for additional context. To Sell a Stock You Own: Regularly Monitor Performance: Use the same look-back period as for buying (e.g., 12 months) to regularly assess the stock's performance. Check for Negative Momentum: Calculate the excess return for the look-back period. Again, you can assume a risk-free rate of "0" to simplify the process. If the stock shows negative momentum, it might be time to consider selling. Consider further conditions:Align your decision with broader market trends, economic indicators, or fundamental analysis, for additional context. Important note: Note: Entering a position (i.e., buying) based on positive absolute momentum doesn't necessarily mean you must sell it if it later exhibits negative absolute momentum. You can initiate a position using positive absolute momentum as an entry indicator and then continue holding it based on other criteria, such as fundamental analysis. General Tips: Reassessment Frequency: Decide how often you will reassess the momentum (monthly, quarterly, etc.). Remember, while absolute momentum provides a systematic approach, it's recommendable to consider it as part of a broader investment strategy that includes diversification, risk management, fundamental analysis, etc. Relevant Capital Market Studies: Antonacci, Gary. "Absolute momentum: A simple rule-based strategy and universal trend-following overlay." Available at SSRN 2244633 (2013) Moskowitz, Tobias J., Yao Hua Ooi, and Lasse Heje Pedersen. "Time series momentum." Journal of financial economics 104.2 (2012): 228-250
Pine Script®指標
由DeltaValue提供
8
ATR Momentum [QuantVue]ATR Momentum is a dynamic technical analysis tool designed to assess the momentum of a securities price movement. It utilizes the comparison between a faster short-term Average True Range (ATR) and a slower long-term ATR to determine whether momentum is increasing or decreasing. This indicator visually represents the momentum relationship by plotting both ATR values as lines on a chart and applying color fill between the lines based on if momentum is increasing or decreasing. When the short-term ATR is greater than the long-term ATR, representing increasing momentum, the area between them is filled with green. Conversely, when the short-term ATR is less than the long-term ATR line, the area between them is filled with red. This red fill indicates decreasing momentum. Don't hesitate to reach out with any questions or concerns. We hope you enjoy! Cheers.
Pine Script®指標
由QuantVue提供
1