Adaptive Autonomous Recursive Moving AverageIntroduction
Using conditions in filters is a way to make them adapt to those, i already used this methodology in one of my proposed indicators ARMA which gave a really promising adaptive filter, ARMA tried to have a flat response when dealing with ranging market while following the price when the market where trending or exhibiting volatile movements, the filter was terribly simple which is one of its plus points but its down points where clearly affecting its performance thus making it almost impractical.
Today i propose a new filter A2ARMA which aim to correct all the bad behaviours of ARMA while having a good performance on various markets thanks to the added adaptivity.
Fixes And Changes
ARMA was dealing with terribles over/under-shoots which affected its performance, adding a zero-lag option made the thing even worse, in order to fix those mistakes i first cleaned the code, then i removed the offset for src in d , this choice is optional but the filter is sometimes more accurate this way.
The major change is the use of an adaptive moving average instead of the triangular moving average that smoothed the output, this adaptive moving average is calculated using exponential averaging while using the efficiency ratio as smoothing variable, this choice surprisingly removed the majority of overshoots while adding more adaptivity to the filter.
The Indicator
The Indicator work the same way as ARMA, not reacting during flat market periods while following the price when this one is volatile or trending. length control the smoothing amount while gamma determine how the filter is affected during flat market periods, gamma = 0 is just a double smoothed adaptive moving average, higher values of gamma will filter flat markets with a certain degree.
On Intel Corp with gamma = 0, i want to filter the flat period starting at July 10, gamma = 3 will certainly help us on this task.
Hooray, the problem appear to be solved ! Lower values of gamma also produce desirable effect as shown below :
gamma = 2
So far so good, but gamma or length might have different optimal values depending on the market, also problems still exists as shown here :
Seagate is tricky, gamma at 2.4 might help
The relationship between length and gamma is somewhat complicated.
On Different Markets
While some filters will process market price the same way no matter the market they are affected, A2ARMA will change drastically depending of the market.
On AMD
On EURUSD
On BTCUSD
Comparison With ARMA
ARMA with parameters roughly matching A2RMA, overall most of the problems i wanted to fix where indeed fixed.
Conclusion
A huge thanks for the support i received during this "Blank Page" period i'am suffering, ARMA was an indicator i really wanted to further develop without giving up on the code simplicity and i think this version might provide useful results, we can also notice that the decision making is easier with this version of the indicator thanks to the added coloring (which would have been impossible with ARMA).
My work don't have license attached to it, feel free to modify and share your findings, mentioning is appreciated :)
Thanks for reading !
Signals
The four Kings MFI OBV CCI MACD [MesattoCapital]MFI OBV CCI MACD Combo Indicator by MesattoCapital
Version 2.0
Enjoy, check screenshot for more info!
BR/PT Version:
POWERPUFFGIRLS WE ARE GIRLS PROGRAMMING GREAT CODES, WE CREATE THIS INDICATOR THAT GIVE YOU THE CONTROL OVER THE ALERTS, JUST BUY IT WHEN GREEN ARROW APPEARS, AND SELL HEN THE RED ONE COMES OUT, GOOD LUCK
BOSS| Trade Like A Bitcoin and Ethereum WhaleTHE BEST BITCOIN AND ETHEREUM INDICATOR FOR TRADINGVIEW.COM
Quantum Technology – You won’t find any other indicator out there that predicts the probability of the next candle being bullish or bearish .
No Lag, No delay, No repaint!
Quality of Signals – The new Boss Quantum allows you to be in control of the outcome probability. Higher accuracy!
Buy/Long on Long Signal
Sell/Short on Short Signal
SET ALERTS TO ONCE PER BAR CLOSE
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Breakouts, Profit Points, and ReEntry's
This indicator will alert you of when to take profits, when to reenter a trade, and when a breakout occurs.
TAKING PROFITS
When in a long position take long profits on teal circle which, will be above candle.
When in a short position take short profits on purple circle which, will be below candle.
I typically exit 25-50% of position and reenter 25-50% on next candle.
If a Long or Short signal on BOSS quantum is still present the long or short trade is still active.
ReENTRY's
Long ReEntry's
If in a long position and a purple circle appears below candle this indicates a great place to either reenter trade or add more to position.
If a green triangle appears below candle you can either reenter or add more to long position as this signifies a long breakout/ strong upward movement.
Short ReEntry's
If in a short position and a teal circle appears above candle this indicates a great place to either reenter trade or add more to position.
If a red triangle appears below candle you can either reenter short or add more to short position as this signifies a short breakout/ strong downward movement.
Breakout's
Green Triangle
If a green triangle appears below candle you can either reenter or add more to long position as this signifies a long breakout/ strong upward movement.
Red Triangle
If a red triangle appears above candle you can either reenter short or add more to short position as this signifies a short breakout/ strong downward movement.
SET ALERTS TO ONCE PER BAR
Available At: Bosscripts.com
Sheek SwingBot OfficialPros:
Ability to setup Alerts for buy/sell signals
Trend identification
Stand-alone for decision making
Cons:
Choppy sideways action results in meh/bad signals
Strategy is simple
Buy if bitcoin symbol is present and price is trading above the green cloud , DONT take the short signals only the buy
Short if Dollar symbol is present and price is trading below the red cloud .Again DONT take the anti trend calls
The cloud is your trend indicator
Have some limits inside the cloud
Risk management is advised!!!
, Happy Trading
MADMEX XBTUSD (1.6 + Hedge)I thought I share some progress on the lastest version of my Madmex XBTUSD trading setup.
The backtest data actually matches 95% with the real live trading of the past few months. This strategy is trading in a real/production environment for a while now and the numbers add up.
Improvements
- Dynamic Position Sizing
- Adaptive ATR Exits and Take Profit Orders
- Adaptive Pyramid Buying based on Liquidity and Bitmex Order Book Data
- Hedging / 1x Short Algorithm
Here the last two trades from the live trading environment:
imgur.com
S&R Zone SignalsThis indicator allows you to specify price zones in which to detect basic candlestick patterns.
In the example above, I have specified the most immediate support and resistance zones on GBP/USD and set the script to detect engulfing candles. If a bearish engulfing candle occurs within the resistance zone a signal will be generated; likewise for bullish engulfing candles within the support zone .
The purpose of this indicator is to generate trading alerts when these patterns occur in order to reduce the screen-time required to monitor setups. This indicator is intended for structure traders primarily, although it could be used by anyone who uses zones and candlestick patterns to enter trades.
If you leave either zone set to 0 then that zone will not be used, meaning that you can use this to detect both support and resistance signals, or only signals at support, or only signals at resistance.
Settings:
R1: First Resistance Price
R2: Second Resistance Price
S1: First Support Price
S2: Second Support Price
Draw Signals: Enable/Disable Visual Signals
How Far To Look Back: Used For Detecting Fractal Highs/Lows
Doji Size (in pips): This Changes the Size of Detected Doji Candles
Hammer Wick Size: This Changes the Size of Detected Hammers/Shooting Stars
Engulf Wick: If Enabled, Only Engulfing Candles That Engulf the Wick Will Be Valid
Show Engulfing Candles: Enable/Disable Visual Signals For Engulfing Candles
Show Doji Candles: Enable/Disable Visual Signals For Doji Candles
Show Hammer Candles: Enable/Disable Visual Signals For Hammer/Shooting Star Candles
Source Code:
Go to zenandtheartoftrading.com for the source code – it’s free!
TRI-DI Sin/BDB Cummulative Signalling SystemThis is the signaling system for the TRI's Cumulative DI Algo. When Three time frames are all pointing in one direction and the 1hr signal fires last the algo will generate a 4 reading. At that point hunt market structure (M's and W's) to get long/short with a strict sell half the position rule at the 2:1 r/r level. Move stop to scratch on remaining and adjust stops on new market structure as it develops.
3PDivLong
Test 2 : 31 May - 14 June 2019
- 5 m chart (best profit)
- 0.075% commission (Bitmex)
- max intraday loss = 5%
- leverage 1x
Main Indicators @ MadnessCryptoInspired by veteran contributors of tradingview
Indicators list:
1. Main indicators: Moving average collection, Ichimoku, Bollinger Bands, fibonanci, simplize candlestick price action...
2. Price Action indicators: Candlesticks of (almost) any kinds. Harmonic Patterns: ABCD, Alt Bat, Butterfly, Crab, Wolf Wave, Head and Shoulders, Triangle...
3. Advanced indicators: top/bot finder, breakout detector, unpopular indicators
4. Signal & backtest tools: focus on two main factors: percent profitable & profit factor
Cheers,
Madness Crypto
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Incase if those's scripts are useful, you can buy me a coffee
ETH & ERC20 tokens: 0xA2F57Cc46A5268F16A0224a81EDe7154218Ce890
Bitcoin: 1PTSbWK6snVSULBXhfx5TD9pJkkYCDe4PC
Binance & BEP2 tokens: bnb1tlxgpnguzq0w3w6myhd0t3d2j9wqd2pzpkudpc
Equilibrium - Strategy This is a straight forward strategy:
1. Buy at signal
2. Set stop-loss at red line
3. Sell at signal or when stop-loss triggers
Designed for 30min. crypto charts
Always backtest before use
Ichimoku Cloud signalswith this indicator you will get buy and sell signals with 7 different strategies by Ichimoku clouds
scalping signalshere is a scalping indicator that give you signals with different ways..
share with me your idea for improving it...
yutas_BOindicator2βVer1.0
High-low sign indicator for binary option only. (β version)
バイナリーオプション専用ハイローサインインジケーター。 (ベータバージョン)
yutas_BOindicator_β1Ver1.0
High-low sign indicator for binary option only. (β version)
バイナリーオプション専用ハイローサインインジケーター。 (ベータバージョン)
3PDivLong
Test: 15-30 May 2019
- 5 m chart (best profit)
- 0.075% commission (Bitmex)
- max intraday loss = 5%
RSI with Smoothing and over-areas colored ARROWS BUY SELLThis is a complementary script for my previous RSI indicator
You have a BUY and SELL signals here and 3 methods of their interpretations:
- indicator is leaving the over-bought/sold areas
- indicator is entering the over-bought/sold areas
- indicator changes its direction from falling to rising and vice versa
RSI with Smoothing and over-areas coloredI have noticed that lower length-values for RSI give much better signals for day and swing trading than default 14 bars back period. Also smoothing the RSI line by using moving average method reduces some of the noise/fake turn-backs.
Here you can change:
- bars back of RSI (default 4)
- smoothing the line (default 3)
- bars colorization of RSI's uptrend and downtrend (default ON)
I encourage you to play around with parameters to fit your favourite intervals best way.
If you would like to have BUY and SELL signals same as on the chart above, here you have my complementary script for that:
BINGO - LTF Bitmex Scalper for ETHThis is my first script which is exclusively made for ETH/USD for bitmex on 5-10min timeframe(Note: This is not for higher timeframe script, it was not designed to sustain all timeframes, but it might show some good results and you have to test it on your own). It might work for other coins, but i don't recommend it.
Its based on few parameters which I have been using to scalp ETH.
Currently its skipping few trades and exits which i will fix in sometime(getting to learn pine script), nevertheless it is by far most profitable of all my strategies.
LEGENDS:
1. Green Arrow up - Long
2. Red Arrow down - Short
3. Green TP - Take Profit for short position
4. Red TP - Take Profit for long position
If in Long postion, put STOP at low of 2nd last candle until TP1 hits. At TP1, take some profit and move stop to little above entry. Same for Short, put STOP and high of 2nd last candle until TP1 hits.
Also, it does not have alert function, so all of the trades have be manually executed. Trades are shown in chop zones as well, which will result in losses, so better use a chop indicator to avoid those trades.
Next update will have
1. FIxed missing Trades and Exits
2. Alerts
3. Improved Algo( Removal of signals in chop zone, options to have safe and risky entries, Stop placements)
4. Misc features such as, bar color change, multiple Buy/Sell(currently its alternative - Multiple means, if its a BUY and another BUY comes then it will show that too so you can add to the current trade) etc..
Just to clear my intentions, this script will be "paid only access" after next update(2-3 weeks). If you can, please tag your friends so they can benefit too. Please feel free leave a comment with all the suggestions and test results.
If you have made some money with this script, leave some tip:
BTC: 15sbDhh8t4itiFLuSTmznF87SMspvHBrDh
ETH: 0x8be1be65e9d6a167b8a4d10fda152d1d29e8e4cb
™TradeChartist Entry/Exit Indicator™TradeChartist Entry/Exit Indicator is an easy to use indicator that plots very high probability BUY and SELL signals on the chart along with an optional dynamic trigger line for SELL and BUY which can be used as a reference for Stop Loss/ Trailing Stop Loss.
What does the ™TradeChartist Entry/Exit Indicator do?
Plots very high probability BUY and SELL signals on chart
Plots dynamic BUY or SELL trigger lines that can be used to
---------1. Set Stop Loss reference or Trailing Stop Loss.
---------2. Anticipate change in trend/momentum when price breaches the trigger line.
Plots BUY and SELL price lines which are Candle open prices when BUY/SELL signals are posted.
Alert traders when BUY/SELL signal is generated and Trigger for BUY/SELL is breached.
Plots Background vertical Signal break lines at BUYs in green and at SELLs in red.
Plots % Gains based on candle close in real-time and based on candle high for BUY/candle low for SELL on previous candles calculated from the candle open price at BUY/SELL.
Plots RSI colour candles based on user preferred Overbought and Oversold RSI levels from indicator settings.
Paints background colour for BUY and SELL zones which can be changed from indicator settings under Style tab to personalise the chart screen.
What markets can this indicator be used on?
Forex
Stocks
Commodities
Cryptocurrencies
and almost any asset on Trading View
Works really well when there is good volume, volatility or both in the asset observed/traded.
Does this indicator repaint?
No and Yes
Once the confirmed BUY (in green) and SELL (in red) signals are posted after a candle close, it doesn't repaint.
Repainting happens for real time BUY and SELL trigger plots on the current candle as price tries to breach the trigger line.
For confirmed BUY and SELL alerts, use alerts on candle close. Real-time BUY and SELL trigger alerts can also be set.
Does the indicator send alerts when a signal is generated?
Yes, traders can get alerts by setting Trading View alerts for BUY/SELL Signals and BUY/SELL Triggers. For confirmed BUY/SELL alerts, 'Once per bar close' must be used.
Why are there two Signal Generator types in the indicator settings?
The two types of signal generators cater to almost all types of traders and trade types. Some assets perform well with Type 1 and some assets with Type 2. Also some traders prefer Type 1 and some prefer Type 2 based on variation in frequency of signals on the asset observed. Both types can be used along with 'Use Heikin Ashi Candles' from the indicator settings to have more combinations to test on an asset for maximising gains.
Type 1 on GBPUSD 1hr chart
Type 2 on GBPUSD 1hr chart
Type 1 normally works well with most types of assets.
Should the indicator be used on normal candles or Heikin Ashi candles?
The indicator can be used on either of the candle types. If signals from Heikin Ashi chart needs to be plotted on normal chart, just check 'Use Heikin Ashi Candles' from indicator settings. It may not be exact, but very close as it mimics Heikin Ashi chart trend.
Heikin Ashi charts are recommended to spot trends and reversals but they don't reflect real OHLC values in the candles, so BUY/SELL entry price points may not be ideal using Heikin Ashi charts especially when there are gaps in price action (example Stocks, FOREX, Commodities). For real OHLC prices and to know exact price points for entering/exiting trade, use normal candlestick charts. It is purely for this reason Heikin Ashi chart signals can be mimicked on normal candles using 'Use Heikin Ashi Candles' option from settings without having to switch between the two.
It can be seen from the GOLD 1hr charts above (Heikin Ashi on left and normal candlestick chart on right), the indicator mimics signals sensibly (not copy) and doesn't use same entry values as Heikin Ashi chart to aid the trader with practical trade execution.
How do the Trigger Lines work and should they be used?
Trigger for BUY/SELL lines are coded to adapt to bull and bear power in the asset trading environment and helps the trader to anticipate change in trend based on direction of price momentum when enabled from indicator settings (On by default). Traders can use trigger lines as reference for Stop Loss points. For example, when a BUY signal is posted, the 'Trigger for SELL' can be used as initial Stop Loss reference and as price starts going up, the trigger line starts moving up enabling the trader to use it as a trailing stop loss point which helps secure or lock profits as they act as ideal support/resistance lines based on the type of trade too. BUY/SELL Trigger lines can be enabled or disabled from indicator settings 'Inputs' tab.
Also, the trigger lines can alert traders to anticipate change in trend/momentum when price hits them and it helps them take a position, either Long or Short when confirmed BUY/SELL signal is posted. As price tries to breach the trigger lines, they change from 'Trigger to BUY/SELL' to 'BUY/SELL Triggered' as shown below on 1hr Gold chart. This feature is coded purely to signal the trader a potential change in trend/momentum. The trigger lines also act as strong support/resistance so only a confirmed close above them will ensure a High Probability Trade.
It should also be noted that price tends to test the BUY/SELL trigger lines to see if a breach is possible. A rejection at trigger lines could mean trend continuation in the signal direction. Traders could use other trend indicators like Ichimoku cloud, stoch, TRIX etc. to make an informed trade decision here. In the chart below, the 'BUY triggered' label has changed back to 'Trigger for BUY' as price failed to close above it.
What is the use of 'Plot BUY/SELL Price Line'?
Enabling BUY/SELL price line from settings (On by default) plots the price line corresponding to candle open when BUY/SELL signals were posted on the chart by the indicator. Open price is used as it is close to the trigger lines and is a fair reference point for indicator to calculate the gains plot on chart since BUY/SELL signals.
Can trade gains be plotted on chart and how are they calculated?
To show percentage gains on chart, just enable 'Show % Gains on Chart' from indicator settings (Off by default). As explained above, % gains are calculated from BUY/SELL candle Open price to high (for Long trades) or low (for Short trades) and to current candle close (for both Long and Short trades) as it helps see real-time gains from BUY/SELL candle Open price. The % gains are plotted as below.
0 - 0.75% - ↑ in green
0.75-1.5% - 1% in green
1.51-2.5% - 2% in green
2.51-3.5% - 3% in green
3.51-4.5% - 4% in green
4.51-5.5% - 5% in green
5.51-10.5% - 5+% in green
10.51-20% - 10+% in green
20+% - 20+% in green
Down from Entry - ↓ in red
What are RSI Colour Candles?
RSI Colour Candles are visual candle plots in colour (Blue when RSI>60, Yellow when RSI<30 and On by default) that help trades spot RSI levels at a glance visually from the chart in real-time without the need for another indicator on screen. Traders can also choose the source to be used for plotting RSI colour candles from indicator settings input tab and change candle colours from indicator settings style tab. The length for RSI calculation is 14 and works well for almost any trading scenario and cannot be changed from indicator settings. The default overbought RSI is set at 60 as it helps spot momentum increase and big moves happen above 60 RSI. When deciding to sell or buy, RSI can be tuned from settings to spot decent entry or exit. For example, RSI>80 on a red Heikin Ashi candle (blue body and red border) after an uptrend could signal potential sell-off or RSI<30 on a green Heikin Ashi candle (yellow body and green border) after a down trend could signal a good move up. In the example daily chart of RVN-BTC below, RSI>75 on a red Heikin Ashi candle signalled a potential sell off way before the actual SELL signal plot on chart.
What is the use of Signal Break Line Plot and Paint Background options from indicator settings?
Signal break lines can be useful if traders prefer to switch off BUY/SELL signals from indicator settings to show where previous signals were generated. (On by default)
Paint Background is just a nice to have feature that paints the signal zones to personalise the chart screen. (Off by default). The background paint colours can be changed from indicator settings style tab.
4hr SPX chart below showcases the difference when the Signal Break Lines and Background Paint options are used with BUY/SELL signals switched off.
Important Note:
When using this indicator on a chart, check 'Scale Price Chart Only' and 'Auto (Fits Data to Screen)' by clicking on settings wheel on the bottom right under the chart screen as shown below. If not checked, the chart screen will look like one on the left as shown below.
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This is not a free to use indicator. Get in touch with me if you would like access to the indicator for a 1 day trial before deciding on a paid access for a period of your choice. Monthly, Quarterly, Half-Yearly and 1 Year access available.
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MADMEX ETHUSDBitmex BITMEX:ETHUSD Trading Setup for Madmex.io
Features:
- Entries based on several MTF MACDs, RSI and CCI Indicators
- Multiple ATR-based Take-Profit Stops
- Trend Detection
- Position Sizing / Risk Management