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Volume / Open Interest "Footprint" - By LeviathanThis script generates a footprint-style bar (profile) based on the aggregated volume or open interest data within your chart's visible range. You can choose from three different heatmap visualizations: Volume Delta/OI Delta, Total Volume/Total OI, and Buy vs. Sell Volume/OI Increase vs. Decrease. How to use the indicator: 1. Add it to your chart. 2. The script will use your chart's visible range and generate a footprint bar on the right side of the screen. You can move left/right, zoom in/zoom out, and the bar's data will be updated automatically. Settings: - Source: This input lets you choose the data that will be displayed in the footprint bar. - Resolution: Resolution is the number of rows displayed in a bar. Increasing it will provide more granular data, and vice versa. You might need to decrease the resolution when viewing larger ranges. - Type: Choose between 3 types of visualization: Total (Total Volume or Total Open Interest increase), UP/DOWN (Buy Volume vs Sell Volume or OI Increase vs OI Decrease), and Delta (Buy Volume - Sell Volume or OI Increase - OI Decrease). - Positive Delta Levels: This function will draw boxes (levels) where Delta is positive. These levels can serve as significant points of interest, S/R, targets, etc., because they mark the zones where there was an increase in buy pressure/position opening. - Volume Aggregation: You can aggregate volume data from 8 different sources. Make sure to check if volume data is reported in base or quote currency and turn on the RQC (Reported in Quote Currency) function accordingly. - Other settings mostly include appearance inputs. Read the tooltips for more info.
Pine Script®指標
由LeviathanCapital提供
75
RedK EVEREX - Effort Versus Results ExplorerRedK EVEREX is an experimental indicator that explores "Volume Price Analysis" basic concepts and Wyckoff law "Effort versus Result" - by inspecting the relative volume (effort) and the associated (relative) price action (result) for each bar - showing the analysis as an easy to read "stacked bands" visual. From that analysis, we calculate a "Relative Rate of Flow" - an easy to use +100/-100 oscilator that can be used to trigger a signal when a bullish or bearish mode is detected for a certain user-selected length of bars. Basic Concepts of VPA ------------------------------- (The topics of VPA & Wyckoff Effort vs Results law are too comprehensive to cover here - So here's just a very basic summary - please review these topics in detail in various sources available here in TradingView or on the web) * Volume Price Analysis (VPA) is the examination of the number of shares or contracts of a security that have been traded in a given period, and the associated price movement. By analyzing trends in volume in conjunction with price movements, traders can determine the significance of changes in price and what may unfold in the near future. * Oftentimes, high volumes of trading can infer a lot about investors’ outlook on a market or security. A significant price increase along with a significant volume increase, for example, could be a credible sign of a continued bullish trend or a bullish reversal. Adversely, a significant price decrease with a significant volume increase can point to a continued bearish trend or a bearish trend reversal. * Incorporating volume into a trading decision can help an investor to have a more balanced view of all the broad market factors that could be influencing a security’s price, which helps an investor to make a more informed decision. * Wyckoff's law "Effort versus results" dictates that large effort is expected to be accompanied with big results - which means that we should expect to see a big price move (result) associated with a large relative volume (effort) for a certain trading period (bar). * The way traders use this concept in chart analysis is to mainly look for imbalances or invalidation. for example, when we observe a large relative volume that is associated with very limited price change - that should trigger an early flag/warning sign that the current price trend is facing challenges and may be an early sign of "reversal" - this applies in both bearish and bullish conditions. on the other hand, when price starts to trend in a certain direction and that's associated with increasing volume, that can act as kind of validation, or a confirmation that the market supports that move. How does EVEREX work --------------------------------- * EVEREX inspects each bar and calculates a relative value for volume (effort) and "strength of price movement" (result) compared to a specified lookback period. The results are then visualized as stacked bands - the lower band represents the relative volume, the upper band represents the relative price strength - with clear color coding for easier analysis. * The scale of the band is initially set to 100 (each band can occupy up to 50) - and that can be changed in the settings to 200 or 400 - mainly to allow a "zoom in" on the bands. * Reading the resulting stacked bands makes it easier to see "balanced" volume/price action (where both bands are either equally strong, or equally weak), or when there's imbalance between volume and price (for example, a compression bar will show with high volume band and very small/tiny price action band) - another favorite pattern in VPA is the "Ease of Move", which will show as a relatively small volume band associated with a large "price action band" (either bullish or bearish) .. and so on. * a bit of a techie piece: why the use of a custom "Normalize()" function to calculate "relative" values in EVEREX? When we evaluate a certain value against an average (for example, volume) we need a mechanism to deal with "super high" values that largely exceed that average - I also needed a mechanism that mimics how a trader looks at a volume bar and decides that this volume value is super low, low, average, above average, high or super high -- the issue with using a stoch() function, which is the usual technique for comparing a data point against a lookback average, is that this function will produce a "zero" for low values, and cause a large distortion of the next few "ratios" when super large values occur in the data series - i researched multiple techniques here and decided to use the custom Normalize() function - and what i found is, as long as we're applying the same formula consistently to the data series, since it's all relative to itself, we can confidently use the result. Please feel free to play around with this part further if you like - the code is commented for those who would like to research this further. * Overall, the hope is to make the bar-by-bar analysis easier and faster for traders who apply VPA concepts in their trading What is RROF? -------------------------- * Once we have the values of relative volume and relative price strength, it's easy from there to combine these values into a moving index that can be used to track overall strength and detect reversals in market direction - if you think about it this a very similar concept to a volume-weighted RSI. I call that index the "Relative Rate of Flow" - or RROF (cause we're not using the direct volume and price values in the calculation, but rather relative values that we calculated with the proprietary "Normalize" function in the script. * You can show RROF as a single or double-period - and you can customize it in terms of smoothing, and signal line - and also utilize the basic alerts to get notified when a change in strength from one side to the other (bullish vs bearish) is detected * In the chart above, you can see how the RROF was able to detect change in market condition from Bearsh to Bullish - then from Bullish to Bearish for TSLA with good accuracy. Other Usage Options in EVEREX ------------------------------------ * I wrote EVEREX with a lot of flexibility and utilization in mind, while focusing on a clean and easy to use visual - EVEREX should work with any time frame and any instrument - in instruments with no volume data, only price data will be used. * You can completely hide the "EVEREX bands" and use EVEREX as a single or dual period strength indicator (by exposing the Bias/Sentiment plot which is hidden by default) - here's how this setup would look like - in this mode, you will basically be using EVEREX the same way you're using a volume-weighted RSI * or you can hide the bias/sentiment, and expose the Bulls & Bears plots (using the indicator's "Style" tab), and trade it like a Bull/Bear Pressure Index like this * you can choose Moving Average type for most plot elements in EVEREX, including how to deal with the Lookback averaging * you can set EVEREX to a different time frame than the chart * did i mention basic alerts in this v1.0 ?? There's room to add more VPA-specific alerts in future version (for example, when Ease-of-Move or Compression bars are detected...etc) - let me know if the comments what you want to see Final Thoughts -------------------- * EVEREX can be used for bar-by-bar VPA analysis - There are so much literature out there about VPA and it's highly recommended that traders read more about what VPA is and how it works - as it adds an interesting (and critical) dimension to technical analysis and will improve decision making * RROF is a "strength indicator" - it does not track price values (levels) or momentum - as you will see when you use it, the price can be moving up, while the RROF signal line starts moving down, reflecting decreasing strength (or otherwise, increasing bear strength) - So if you incorporate EVEREX in your trading you will need to use it alongside other momentum and price value indicators (like MACD, MA's, Trend Channels, Support & Resistance Lines, Fib / Donchian..etc) - to use for trade confirmation
Pine Script®指標
由RedKTrader提供
256
A New Adaptive Moving Average [CC]The New Adaptive Moving Average was created by Scott Cong (Stocks and Commodities Mar 2023) and his idea was to focus on the Adaptive Moving Average created by Perry Kaufman and to try to improve it by introducing a concept of effort vs results. In this case the effort would be the total range of the underlying price action since each bar is essentially a war of the bulls vs the bears. The result would be the total range of the close so we are looking for the highest close and lowest close in that same time period. This gives us an alpha that we can use to plug into the Kaufman Adaptive Moving Average algorithm which gives us a brand new indicator that can hug the price just enough to allow us to ride the stock up or down. I have color coded it to be darker colors when it is a strong signal and lighter colors when it is a normal signal. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you would like to see me publish!
Pine Script®指標
由cheatcountry提供
True Range Adjusted Exponential Moving Average [CC]The True Range Adjusted Exponential Moving Average was created by Vitali Apirine (Stocks and Commodities Jan 2023 pgs 22-27) and this is the latest indicator in his EMA variation series. He has been tweaking the traditional EMA formula using various methods and this indicator of course uses the True Range indicator. The way that this indicator works is that it uses a stochastic of the True Range vs its highest and lowest values over a fixed length to create a multiple which increases as the True Range rises to its highest level and decreases as the True Range falls. This in turn will adjust the Ema to rise or fall depending on the underlying True Range. As with all of my indicators, I have color coded it to turn green when it detects a buy signal or turn red when it detects a sell signal. Darker colors mean it is a very strong signal and let me know if you find any settings that work well overall vs the default settings. Let me know if you would like me to publish any other scripts that you recommend!
Pine Script®指標
由cheatcountry提供
4
EURUSD COT Trend StrategyThis is a long term/investment type of strategy designed to have a good idea about where the big trend direction is headed. Its logic, its made entirely on the COT report, mainly from looking into the net non comercial positions aka the speculators. For bullish trend we look that the difference between long non comercial vs short non comercial is higher than 0 For bearish trend we look that the difference between long non comercial vs short non comercial is lower than 0. This is mainly as an educational tool, for a full strategy, I recommend implement other things into it, like technical analysis or risk management. If you have any questions, please let me know !
Pine Script®策略
由exlux提供
3
Vector ScalerVector Scaler is like Stochastic but it uses a different method to scale the input. The method is very similar to vector normalization but instead of keeping the "vector" we just sum the three points and average them. The blue line is the signal line and the orange line is the smoothed signal line. I have added the "J" line from the KDJ indicator to help spot divergences. Differential mode uses the delta of the input for the calculations. Here are some pictures to help illustrate how this works relative to other popular indicators. Vector Scaler vs Stochastic Vector Scaler vs Smooth Stochastic RSI average set to 100 average set to 200
Pine Script®指標
由The_Peaceful_Lizard提供
Currency Strength V2An update to my original Currency Strength script to include a 2nd timeframe for more market context. Changed the formatting slightly for better aesthetics, as the extra column and colors became unsightly. Also added a new setting for "Flat Color", which changes the value background to a simple green/red for above or below 50, rather than using the Color Scale that increases color intensity the further it gets from 50. ________________________________________________________________________________ This script measures the strength of the 6 major currencies USD, EUR, GBP, CAD, AUD and JPY. Simply, it averages the RSI values of a currency vs the 5 other currencies in the basket, and displays each average RSI value in a table with color coding to quickly identify the strongest and weakest currencies over the past 14 bars (or user defined length). The arrow in the current RSI column shows the difference in average RSI value between current and X bars back (user defined), telling you whether the combined RSI value has gone up or down in the last X bars. Using the average RSI allows us to get a sense of the currency strength vs an equally weighted basket of the other majors, as opposed to using Indexes which are heavily weighted to 1 or 2 currencies. The additional security calls for the extra timeframe make this slower to load than the original, but this was a user request so hopefully it will prove worthwhile for some people. Those who find the loading too slow when switching between charts may be better off still using the original, which is why this is posted as a separate script and not an update to the original. This is the table with Flat Color option enabled.
Pine Script®指標
由HayeTrading提供
4
Binance Basis OscillatorBinance Basis Oscillator illustrates the premium or discount between Binance spot vs perps. This indicates whether speculators (i.e. traders on perps) are paying premium vs spot. If true then speculation is leading, indicating euphoria (at certain levels). Conversely, spot leading perps (i.e. perps at a discount) shows extreme bearish conditions, where speculation is on the short side. Indicating times of despair.
Pine Script®指標
由Pinnacle_Investor提供
3
Strategy: Combo Z ScoreStrategy version of Combo Z Score Objective: Can we use both VIX and MOVE relationships to indicate movement in the SPY? VIX (forward contract on SPY options) correlations are quite common as forward indicators however MOVE (forward contract on bonds) also provides a slightly different level of insight Using the Z-Score of VIX vs VVIX and MOVE vs inverted VIX (there is no M of Move so we use inverted Vix as a proxy) we get some helpful indications of potential future moves. Added %B to give us some exposure to momentum. Toggle VIX or MOVE. If anyone has a better idea of inverted Vix to proxy forward interest in MOVE let me know. Noticeable delta is that Vix only approach over the back test period is slightly better. Questions would be, what is the structure and nature of the market over the test period and in a bear market would MOVE or combined perform better.
Pine Script®策略
由jroche1973提供
2
Combo Z ScoreObjective: Can we use both VIX and MOVE relationships to indicate movement in the SPY? VIX (forward contract on SPY options) correlations are quite common as forward indicators however MOVE (forward contract on bonds) also provides a slightly different level of insight Using the Z-Score of VIX vs VVIX and MOVE vs inverted VIX (there is no M of Move so we use inverted Vix as a proxy) we get some helpful indications of potential future moves. Added %B to give us some exposure to momentum. Toggle VIX or MOVE. If anyone has a better idea of inverted Vix to proxy forward interest in MOVE let me know.
Pine Script®指標
由jroche1973提供
Closing MomentumClosing momentum calculates the moving averages of closes and highs vs previous highs plus those of closes and lows vs previous lows to create momentum moving averages. Closes above/below previous highs/lows are weighted more strongly than new high or low wicks above/below a previous highs or lows. If momentum is up, the background will shade green; brighter is stronger. If momentum is down, likewise with red. Shifts in momentum are indicated by symbols: triangles indicate a minor shifts, arrows moderate, big arrows major. Likewise, the shade of the symbols indicates strength (darker is stronger). Using the indicator: long continuous stretches of the same color indicate trend - deeper is stronger. If the shade is lightening or clears and/or if symbols of the other color start appearing, the trend is weakening.
Pine Script®指標
由Austimize提供
1
Currency StrengthThis script measures the strength of the 6 major currencies USD, EUR, GBP, CAD, AUD and JPY. Simply, it averages the RSI values of a currency vs the 5 other currencies in the basket, and displays each average RSI value in a table with color coding to quickly identify the strongest and weakest currencies over the past 14 bars (or user defined length). The Dir. value looks at the difference in average RSI value between current and X bars back (user defined), telling you whether the combined RSI value has gone up or down in the last X bars. Using the average RSI allows us to get a sense of the currency strength vs an equally weighted basket of the other majors, as opposed to using Indexes which are heavily weighted to 1 or 2 currencies. The table doesn't load super fast as we are making 15 Security requests to get the values for each pair (where possible we reverse the values of the pair to reduce Security requests, e.g. we don't need to request EURUSD and USDEUR, we reverse the value to calculate the USD RSI).
Pine Script®指標
由HayeTrading提供
7
Bogdan Ciocoiu - Looking Glass► Description The script shows a multi-timeline suite of information for the current ticker. This information refers to configurable moving averages, RSI, Stochastic RSI, VWAP and TSI data. The timeframes reflected in the script vary from 1m to 1h. I recommend the tool for 3m scalping as it provides good visibility upwards. The headings from the table are: {Close} - {MA1} {Close} - {MA2} {Close} - {MA3} {MA1} - {MA2} {MA2} - {MA3} {RSI} {Stoch RSI K} {Stoch RSI D} {VWAP} {TSI} {TSI EMA} {TSI} - {TSI EMA} ► Originality and usefulness This tool is helpful because it helps users read a chart much quicker than if they were to navigate between timeframes. The colour coding indicates an accident/descendant trend between any two values (i.e. close vs MA1, MA1-MA2, RSI K vs RSI D, etc.). ► Open-source reuse www.tradingview.com www.tradingview.com www.tradingview.com www.tradingview.com www.tradingview.com
Pine Script®指標
由BogdanCiocoiu提供
1
Scanner/Screener of Over 40 Coins Per Script I am very scatter-brained by nature and sporadic in my thought processes but if these benefit the community and ya'll ask for more perhaps I will get better and even out a tad....probably not....but you never know. Firstly, allow me to apologize to all the vet/more sophisticated coders out there whose eyes and brains might just be overly taxed due to my poor coding structure. Im just getting started for the first time in ANY sort of coding...so cut me a little slack. Also, if anyone sees any mistakes or the functionality is not as I proclaimed, PLEASE do let me know. In these past 12mo of me learning my 1st coding language (Pinescript) I would say that I have been intently focused on creating all types/sorts of scanners/screeners. Ive always hoped to be a benefit to the community as I was always SO grateful to those who have come before me that have led me to the little bit of progress I have made with Pinescript. This script is not necessarily something that should be traded with as it is just a thrown together example showing a scanner/screener whose results produce plot outputs (ie, Rate of Change / oscillators as well / etc) and how they can be used in the alert system so that only 1 alert has to be set per iteration of the script but more importantly how to use/scan/screen with over 40 coins per script. My intent is not to trick anyone here. So to be PERFECTLY CLEAR, more than 40 coins CAN in fact be screened/scanned from one script (here I am doing all of KUCOIN's Margin Coins...72 total I look at)...BUT...(heres the catch) it must be added to the chart however many times EQUAL to the amount of "sets" you have in your script. (Heres the limitation by TV) There cannot be more than 40 coins in each "set". The less coins you have per set, the quicker the script will startup and run, thus, the quicker alerts will be received if automating the process. Though, if you only have the free plan and can only have MAX 3 indicators per chart then the MAX you can screen at a time is 120 coins if you use 40 coins per set. So, this is the first one I would like to introduce. For this one your screener/scanner must be using some sort of plots as output that is being screened for. (original inspiration of ALL my variations mainly come from @QuantNomad, @daveatt, and @LonesomeTheBlue (and a few others I may be forgetting at the moment). Thanks for the inspiration through countless publications that ya'll have created for us in the community. Some of my variations are more complex/elegant than others but there are MANY very different ones that I would like to share with the community. If you leave a comment and wonder why I have not responded but did so to every comment around yours...see if you are one of the individuals in this next few sentences...and if you are then perhaps someone else would like to waste their time responding to your comment...but basically, if you don't want to spend the time helping yourself by reading the title, description section, AND the comments section (at least scanning them) then I am MOST DEFINITELY not going to help you down your path of destruction that is most likely soon to be your blown-up trading account. I was called a "masochist" after asking for guidance on if its worth the headache to publish anything on TV bc there will NO DOUBT be comments that'll make me wish I didn't (ie. someone CLEARLY not reading the description (or seemingly even the title sometimes) bc they make a comment that has been explicitly addressed, or someone asking to rebuild the code compatible for another charting software or whatnot, or how about those asking if it repaints (this one is almost always addressed in the comments section but I can understand this question more than others as Im only 1 yr into learning any sort of coding for the first time in the beginning I saw people ask on EVERY script about if it repainted and it was worrisome at the lest (esp bc I didn't even understand what it was not so long ago, or my favorite...what TF it works best on...these people CLEARLY need not be trading yet if your still asking questions as such...Ill end it there). Point being, Ive got some truly VERY useful scripts that I want to share and as long as these people don't make me regret doing so in the beginning, then whats mine...will soon be yours. Though, I will take a little time between the releases. YOU GUYS (TV and its community) ARE AWESOME (most of you anyways ;) MUCH LOVE, ChasinAlts (1) INPUTS Here is where the "sets" come in. I am looking at all of KUCOIN's Margin Coins (72 of them at least) so am splitting them up into 3 sets/iterations and a copy of the script must be added equal to amount of "sets" you have here. This is the ONLY workaround I have found to be able to scan/screen with more than 40 coins per script (due to TV's limitation of 40 Security Calls per script) ***So for everyone saying it's impossible scan more than 40 Coins per scipt...it' MOST DEFINITELY possible....BUT ONLY by adding this script multiple times on the chart and selecting 1 of each of the "sets" in the script settings via the chart window. To save the much needed room you must push each iteration of the script into 1 window and merging the scales of each into 1 scale(ie. "Scale A") within the settings of the script name on the chart(3 horizontal dots) (2) FUNCTION (2.1) COLORIDs This is just to set up all my Colors of plots which are being matched with their respective labels. I have a diff color for each of the 72 coins Im plotting so Im telling the function, "depending on which set of coins I select...give me this color out of the colors I input later into the function" (2.2) TICKERID CONSTRUCTION I construct the tickerID this way so that the labels on my plots have only the Coin's name vs the label having the (Exchange Name):(Coin Name)(Base Pair Name). If you are using more than 1 Base pair (ie. XRP/BTC and XRP/USDT and XRP/ETH) OR more than 1 Exchange OR want your plots to show MORE THAN just the Trading Coin's name, then the tickerID MUST BE constructed differently (2.3) SECURITY CALL & PLOT OUTPUT VARIABLES If using a Higher Time Frame in Security Call then it MUST BE adjusted to permit or dissallow repainting if you so wish (BEYOND THE SCOPE OF THIS PUBLICATION so Do Your Own Researh). If your MAIN LOGIC is more complex than simply using a TV built-in function), THEN it MUST BE built into its own function outside of this function and called on within the "expression" slot of this Security Call OR can also be built into this function and called on in the "expression" slot of this Security call (BEYOND THE SCOPE OF THIS PUB SO DYOR). FURTHERMORE...when you are using a series(ie high/low/close/open/hl2/etc) / bar_index / time / etc that will be specific to the Coin/tickerID, then they MUST BE explicitly used within the "expression" slot of the Security Function when calling on your Main Logic or else it will pull the series/time/bar_index/etc from the Coin that the Chart is presently on (BEYOND THE SCOPE OF THIS PUB SO DYOR) (2.4) PLOT LABEL This is the Plot's Label that will be next to the end of the plot on the LAST bar_index. ***Notice in the "text" slot of the label I have "_coin" (without the quotes obviously)...this is where have JUST the Coin's name comes into effect on the label vs the (Exchange Name):(Coin Name)(Base Pair Name) which looks MUCH cleaner (2.5) ALERT LOGIC / ALERT LABEL Your alert logic need not be as complex as this... I just wanted to create a decent enough timing for this system and wanted to simply print the labels displaying which coin produced the alert at the same time the alerts would go off. Alert is set up to Trigger Bullish when the ROC is below the Threshold and _chg > _chg X=length of bars inputted in "Rising/Falling Length" setting and vise versa for Bearish Alerts. If _chg plot only goes past threshold for a VERY few amount of bars NOT providing enough time for initial Alert to trigger, then alert/label triggers on crossing of threshold back towards 0(zero). ONLY 1 alert needs to be set per script to be able to scan ALL 72 of the coins as I have them in this script. Timing of Alert is inline with the name label printed past the thresholds. (3) VARIABLES FROM MAIN FUNCTION This is the tuple of the Main Function that outputs the variables from 3 lines up to be able to plot the lines and color them according to the colors on the labels. *** As of now, we CANNOT plot from within the function so MUST BE done this way to produce the variables and colors needed. The plots are the ONLY thing in this script that cannot be executed from within the function (4) LINE PLOTS ALL output variables from our Main Function are used here for the line plots
Pine Script®指標
由A_Traders_Edge提供
11
Monthly Returns in Strategies with Market BenchmarkThis is a modified version of this excellent script Monthly Returns in PineScript Strategues by QuantNomad I liked and used the script but wanted to see how strategy performed vs market on each month/year. So I am sharing back. The modification consists in adding Market or Buy & Hold performance between parenthesis inside each cell to better see how strategy performed vs market. Also, 3 red levels and 3 green levels have been used : For green : 1/ Light when strategy pnl > 0 but < market 2/ medium when strategy pnl > 0 and > market 3/ Dark when strategy pnl > 0 and market < 0 or pnl > market x 2 Same logic in the opposite direction for red. The strategy provided here is just a showcase of how to use the table in pine script. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script®策略
由levieux提供
4
Stock vs Index vs Vix (Adjusted) Usually stocks move with Indexes and against Vix, so with this script you can compare and see how strong is the price movement of an asset. Try to find what Index (e.g. SPY, QQQ, IWM) and Vix (e.g. VIX, VXN, RVX) fits better for selected symbol. If price moving in the upper channel = price movement is strong. If price moving in the lower channel = price movement is weak. If price is stronger than Index and Vix = good sign. If price is weaker than Index and Vix = bad sign. Strong support and resistance lines are at 66.6 and 33.3 Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Pine Script®指標
由sp3ed提供
4
Smoothed Waddah ATR~~~All Credit to LAZY BEAR for posting the original Script which is an old MT4 indicator.~~~~ No this system does not repaint... if it does let me know. Either the code is wrong or you are using a repainting chart such as renko candles. *PURPOSE* This Is an "Enhanced or Smoothed" version of the script that captures the heiken-ashi closing price as its main calculation variable. While using normal bar or line charts. Enhancements integrate trade filters to reduce false signals. *WHAT TYPE OF TRADING STRATEGY IS THIS?* This is a Long Only, Trend Trading System. Is intended to be applied to Charts/Timeframes that produce sustainable trends for which ever asset you are trading. *NOTE OF ADVICE REGARDING SETTINGS* Settings can be tweaked but I have found that best results come with the given settings. If a chart is too choppy to trade this indicator successfully, it is advised not to change the settings but either find a different timeframe or different asset to apply this strategy to. TLDR Indicator measures the change of the MacD (difference between MAC D of given EMA's) and compares it to the difference between the Upper and Lower Bollinger bands. Green bar over trigger line= entry. Red bar over trigger line = close. *SETTINGS AND INPUTS* -MacD of HeikenAshi chart (will always be of the Heikenashi chart even when applied to different chart type) sensitivity = input(150, title='Sensitivity') =range should be (125-175)multiplier so that MacD can be compared to BB fastLength = input(20, title='MacD FastEMA Length') slowLength = input(40, title='MacD SlowEMA Length') -Bollinger Band of currently used price chart type channelLength = input(20, title='BB Channel Length') mult = input(1.5, title='BB Stdev Multiplier') -14 Period RSI Trade Filter (set to 0 to Disable) RSI14filter = input(40, title='RSI Value trade filter') =only gives entry when RSI is higher than given value *ABSTRACT & CONCEPT* TLDR - Indicator measures the change of the MacD (difference between MAC D of given EMA's) and compares it to the difference between the Upper and Lower Bollinger bands. Green bar over trigger line= entry. Red bar over trigger line = close. Indicator plots - Bars are the change in the MAC D and the indicator line is the difference in the BB. When Bars are higher than the indicator line then it is considered a trend "Explosion" Green Bars are Trend Explosion to the upside, Red Bars are Trend explosion to the downside. GENERAL DETAIL- the core calculation is measuring the change in MacD of current candle compared to the MacD of two previous candles. This value is multiplied by the sensitivy so it can be compared to the change in Bollinger Band Width. if the MACD change is positive then you get a green/lime bar for that value. If the MacDchange is negative you get a red/orange bar for that value. and are determined by whether the actual change is increasing in that direction or decreasing. (bars getting taller or bars getting shorter) Entry signal for long is A positive change in MACD difference (Green bar) that is greater than the change of the bollinger band (orange signal line) AND if the RSI value is above your filter. Close signal or Trend Stop Warning Signal is given when a Negative MacD Difference (red bar) is greater than the change of the bollinger band (orange Line) *CONSIDERATIONS AND THOUGHTS* I have over 150 iterations of this indicator and this is the most consistent and best version of settings and filters I was able to generate. I built this indicator specifically for 3 charts. SPY monthly, QQQ monthly, BTC 3 Day. However this indicator works well on any long term bullish chart. (tech stocks are great) . Trend trading systems are intended to be homerun hitting, plunge protecting indicators that allow for long legs and expanding volatility. This indicator does this as the trigger line is Dynamic with the expansion and contraction of the bollinger band. I do not take every signal specifically not the close signals. Instead they more like warnings in ultra bullish environments. If i had to pair this indicator with any other filter than the RSI, it would be a long term moving average i.e. the 50 week or equivalent for your chart. signals above rising moving averages means that you are trading with an upward trending market. Hope this helps. Happy trades. -SnarkyPuppy
Pine Script®策略
由SnarkyPuppy提供
3
Daily DeviationShows you the normal deviation from the OPEN based upon historical data. Levels measured: Normal range (1 standard deviation) of the CLOSE (vs the OPEN). Normal daily HIGH +1, +2, +3, and +4 standard deviations. Normal daily LOW -1, -2, -3, and -4 standard deviations. Configuration: Always shows you the normal CLOSE vs OPEN range for the current session. Can display previous day's ranges (extra days) based upon the calendar (not trading days). Normally displays which levels have been exceeded (to reduce noise and keep auto-scale to a minimum), but can show all the ranges for the current session. The default number of days to measure (50) will affect the accuracy but outliers are cleaned to avoid dramatic variance. Note: These are only statistical representations of what has occurred in the past. You can interpret the current price as oversold or overbought for the day (and only that day) relative to the OPEN. Gaps high or low are not considered in the equation.
Pine Script®指標
由Electrified提供
3
Triple Modified Hull Moving Average Cross By <Zakaria>Triple Modified Hull Moving Average Cross By What is this? this is a modified formula for Hull moving average, it is more accurate and predicts the golden and death cross earlier. How to use? Work better in high time frames (1D,1W) the white line vs the red and the orange lines : 1 - when the white line crosses the red and the orange lines from the bottom the price will go down . Death cross! 2 - when the white line crosses the red and the orange lines from the top the price will go up . Golden Cross! the red line vs the orange line : 1- when the orange line crosses the red line from the bottom the price will go down . Death cross! 2 - when the orange line crosses the red line from the top the price will go up . Golden Cross! p.s: the lag between these two lines will be very small. use it in the 1W time frame to predict where exactly the bull market will end. You can input your personalized values if you want!
Pine Script®指標
由zakarididi提供
5
Drawdown RangeHello death eaters, presenting a unique script which can be used for fundamental analysis or mean reversion based trades. Process of deriving this table is as below: Find out ATH for given day Calculate the drawdown from ATH for the day and drawdown percentage Based on the drawdown percentage, increment the count of basket which is based on input iNumber of ranges . For example, if number of ranges is 5, then there will be 5 baskets. First basket will fit drawdown percentage 0-20% and each subsequent ones will accommodate next 20% range. Repeat the process from start to last bar. Once done, table will plot how much percentage of days belong to which basket. For example, from the below chart of NASDAQ:AAPL We can deduce following, Historically stock has traded within 1% drawdown from ATH for 6.59% of time. This is the max amount of time stock has stayed in specific range of drawdown from ATH. Stock has traded at the drawdown range of 82-83% from ATH for 0.17% of time. This is the least amount of time the stock has stayed in specific range of drawdown from ATH. At present, stock is trading 2-3% below ATH and this has happened for about 2.46% of total days in trade Maximum drawdown the stock has suffered is 83% Lets take another example of NASDAQ:TSLA Stock is trading at 21-22% below ATH. But, historically the max drawdown range where stock has traded is within 0-1%. Now, if we make this range to show 20 divisions instead of 100, it will look something like this: Table suggests that stock is trading about 20-25% below ATH - which is right. But, table also suggests that stock has spent most number of days within this drawdown range when we divide it by 20 baskets instad of 100. I would probably wait for price to break out of this range before going long or short. At present, it seems a stage ranging stage. I might think about selling PUTs or covered CALLs outside this range. Similarly, if you look at AMEX:SPY , 36% of the time, price has stayed within 5% from ATH - makes it a compelling bull case!! NYSE:BABA is trading at 50-55% below ATH - which is the most it has retraced so far. In general, it is used to be within 15-20% from ATH NOW, Bit of explanation on input options. Number of Ranges : Says how many baskets the drawdown map needs to be divided into. Reference : You can take ATH as reference or chose a time window between which the highest need to be considered for drawdown. This can be useful for megacaps which has gone beyond initial phase of uncertainity. There is no point looking at 80% drawdown AAPL had during 1990s. More approriate to look at it post 2000s where it started making higher impact and growth. Cumulative Percentage : When this is unchecked, percentage division shows 0-nth percentage instad of percentage ranges. For example this is how it looks on SPY: We can see that SPY has remained within 6% from ATH for more than 50% of the time. Hope this is helpful. Happy trading :) PS: this can be used in conjunction with Drawdown-Price-vs-Fundamentals to pick value stocks at discounted price while also keeping an eye on range tendencies of it. Thanks to @mattX5 for the ideas and discussion today :)
Pine Script®指標
由Trendoscope提供
12
Zendog V2 backtest DCA bot 3commasHi everyone, After a few iterations and additional implemented features this version of the Backtester is now open source. The Strategy is a Backtester for 3commas DCA bots. The main usage scenario is to plugin your external indicator, and backtest it using different DCA settings. Before using this script please make sure you read these explanations and make sure you understand how it works. Features: - Because of Tradingview limitations on how orders are grouped into Trades, this Strategy statistics are calculated by the script, so please ignore the Strategy Tester statistics completely Statistics Table explained: - Status: either all deals are closed or there is a deal still running, in which case additional info is provided below, as when the deal started, current PnL, current SO - Finished deals: Total number of closed deals both Winning and Losing. A deal is comprised as the Base Order (BO) + all Safety Orders (SO) related to that deal, so this number will be different than the Strategy Tester List of Trades - Winning Deals: Deal ended in profit - Losing deals: Deals ended with loss due to Stop Loss. In the future I might add a Deal Stop condition to the script, so that will count towards this number as well. - Total days ( Max / Avg days in Deal ): Total Days in the Backtest given by either Tradingview limitation on the number of candles or by the config of the script regarding "Limit Date Range". Max Days spent in a deal + which period this happened. Avg days spent in a deal. - Required capital: This is the total capital required to run the Backtester and it is automatically calculated by the script taking into consideration BO size, SO size, SO volume scale. This should be the same as 3commas. This number overwrites strategy.initial_capital and is used to calculate Profit and other stats, so you don't need to update strategy.initial_capital every time you change BO/SO settings - Profit after commission - Buy and Hold return: The PnL that could have been obtained by buying at the close of the first candle of the backtester and selling at the last. - Covered deviation: The % of price move from initial BO order covered by SO settings - Max Deviation: Biggest market % price move vs BO price, in the other direction (for long is down, for short it is up) - Max Drawdown: Biggest market % price move vs Avg price of the whole Trade (BO + any SO), in the other direction (for long price goes down, for short it goes up) This is calculated for the whole Trade so it is different than List of Trades - Max / Avg bars in deal - Total volume / Commission calculated by the strategy. For correct commission please set Commission in the Inputs Tab and you may ignore Properties Tab - Close stats for deals: This is a list of how many Trades were closed at each step, including Stop Loss (if configured), together with covered deviation for that step, the number of deals, and the percentage of this number from all the deals TODO: Might add deal avg value for each step - Settings Table that can be enabled / disabled just to have an overview of your configs on the chart, this is a drawn on bottom left - Steps Table similar to 3commas, this is also drawn on bottom left, so please disable Settings table if you want to see this one TODO: Might add extra stats here - Deal start condition: built in RSI-7 or plugin any external indicator and compare with any value the indicator plots (main purpose of this strategy is to connect your own studies, so using external indicator is recommended) - Base order and safety orders configs similar to 3commas (order size, percent deviation, safety orders, percent scale and volume scale) - Long and Short - Stop Loss - Support for Take profit from base order or from Total volume of the deal - Configs help (besides self explanatory): - Chart theme: Adjust according to the theme you run on. There is no way to detect theme at the moment. This adjust different colors - Deal Start Type: Either a builtin RSI7 or "External indicator" - Indicator Source an value: If using External Indicator then select source, comparison and value. For example you could start a deal when Volume is greater than xxxx, or code a custom indicator that plots different values based on your conditions and test those values - Visuals / Decimals for display: Adjust according to your symbol - BO Entry Price for steps table: This is the BO start deal price used to calculate the steps in the table
Pine Script®策略
由zendog123提供
71