McNicholl Moving AverageThis type of moving average was originally developed by Dennis McNicholl (Futures Magazine, (October, 1998): "Better Bollinger Bands"). A kind of TEMA. He used it as a centerline of the new bands, called Better Bollinger Bands or DEnvelope. The Better Bollinger Bands is a modification of the well-known Bollinger Bands that has a better response for changes in volatility.
三重指數移動均線(TEMA)
Pentuple Exponential Moving Average (PEMA)This type of moving average was originally developed by Bruno Pio in 2010. I just ported the original code from MetaTrader 5. The method uses a linear combination of EMA cascades to achieve better smoothness. Well, actually you can create your own X-uple EMA, but be sure that the combination' coefficients are valid.
Quadruple Exponential Moving Average (QEMA)This type of moving average was originally developed by Bruno Pio in 2010. I just ported the original code from MetaTrader 5.
QEMA - Quadruple Moving Averages (50,100,200,300)The script combines the common moving averages 50,100 and 200 and adds an additional MA300 to the graph.
Squam's top shelfThis is a means to find the highest triple moving average input from an array of triple moving averages. The effect is to dampened the impact of price changes and look for a critical level to qualify a good or bad trades. If the price closes above a rising red line the odds probably favor a long. If the price closes below a declining red line the odds probably favor a short. There is another script that will cover the opposite priority for the highest triple moving average input from an array of triple moving averages.
-Squam
Squam's bottom rungThis is a means to find the lowest triple moving average input from an array of triple moving averages. The effect is to dampened the impact of price changes and look for a critical level to qualify a good or bad trades. If the price closes above a rising green line the odds probably favor a long. If the price close below a declining green line the odds probably favor a short. There is another script that will cover the opposite priority for the highest triple moving average input from an array of triple moving averages.
-Squam
TRIXThis indicator was originally developed by Jack K. Hutson (Stocks & Commodities (July 1983): "Good TRIX").
MTF Bollinger Bands, SuperTrend, TEMA Wave and ATR Stop LossThis script is a combination of useful overlay indicators that can be used for day trading or swing trading. You can use it for long term positions as well, but some tweaking may be required. I also added the multi time frame possibility for the majority of settings. This indicator gives you a lot of opportunities and trade setups. Default settings are made for day trading, using intraday time frames.
This script can display the following:
4 independent Bollinger Bands (MTF)
4 independent SuperTrends (MTF)
6 independent TEMAs (MTF)
ATR Stop loss for longs / shorts
Default settings display 3 Bollinger Bands, 2 TEMAs(I have found these two TEMAs particullarly useful, see screenshots below) and a signle SuperTrend.
Do not forget to always use a proper stop loss and risk management.
Here you can see the script in action in different markets:
BTC - BitMex - Setup before the drop from 7400 USD
BTC - BitMex - Setup before the drop from 8400 USD
BTC - BitMex - Setup before the pump to 7800 USD
BTC - BitMex - Setup before the pump to 6800 USD
[ALERTS] MA Cross ElevenThis script is a crossing of eleven different MA, with alerts and SL and TP.
The simplest is what works best.
SMA --> Simple
EMA --> Exponential
WMA --> Weighted
VWMA --> Volume Weighted
SMMA --> Smoothed
DEMA --> Double Exponential
TEMA --> Triple Exponential
HMA --> Hull
TMA --> Triangular
SSMA --> SuperSmoother filter
ZEMA --> Zero Lag Exponential
Using "once per bar close" repaint is 0%, but if you like risk can choose "once per bar", better profit.
Thanks to JustUncleL and his amazing sripts.
TEMA1 Backtest This study plots the TEMA1 indicator. TEMA1 ia s triple MA (Moving Average),
and is calculated as 3*MA - (3*MA(MA)) + (MA(MA(MA)))
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
TEMA1 Strategy This study plots the TEMA1 indicator. TEMA1 ia s triple MA (Moving Average),
and is calculated as 3*MA - (3*MA(MA)) + (MA(MA(MA)))
WARNING:
- This script to change bars colors.
TEMA Strategy 1 (Updated)This is just a test strategy using TEMA ( Triple Exponential Moving Average ).
Test Detail
Symbol: BTCUSD
Interval: 1H
Initial Capital: $1000
Investment: 100% Equity
Results (on BTCUSD -2.31% - Bitfinex)
I had to chunk the months because of the order limit (1000)
(all months start at 1st, 00:00 AND finish at last date, 23:59 )
Timeframe: 2017 August - 2017 Nov
Profit: 21.9%
Max Drawdown: 83.94%
Timeframe: 2017 Dec - 2018 Feb
Profit: 446.32%
Max Drawdown: 46.54%
Timeframe: 2018 Mar - 2018 Jul
Profit: 288.87%
Max Drawdown: 51.49%
To fix:
Too many orders, potentially reduce order counts by increasing max loss (100~200 orders/month) \u2028
High Max Drawdown, need to fix that
Looks like orders are created and terminated very quickly, need to look into that
Still figuring things out
All Moving averagesI have added an option to turn on or off any Moving average by choice and if needed, Heikin-ashi used as source (instead of close)
List of Moving Averages which you can use
T3 - Tillson Moving Average
DEMA - Double Exponential Moving Average
ALMA - Arnaud Legoux moving average
LSMA - Least Squares Moving Average
MA - Simple Moving Average
EMA - Exponential Moving Average
WMA - Weighted Moving Average
SMMA -The Smoothed Moving Average
TEMA - triple exponential moving average
HMA - The Hull Moving Average
AMA - Adaptive Moving Average
FAMA - Fractal Adaptive Moving Average
VIDYA - Variable Index Dynamic Average
TRIMA - Triangular Moving Average
Consider a tip in ETH to
0xac290B4A721f5ef75b0971F1102e01E1942A4578
Thank you and have a nice day
CryptoJoncis
SMA EMA HMA VWMA Crossover Strategy with MA Turning Point ExitsThis version adds HMA and VWMA, allowing you to backtest different crossover strategies for any combination, with the exits on the turning point of the faster MA. Due to order limitations this will only work on higher timeframes for some combinations, or on more recent exchanges with less history. You can edit the code though to add the timestamp to a recent date.
Ultimate Moving Average StrategyConverted famous indicator CM_Ultimate_MA_MTF to strategy.
Works well only at big timeframes from 8H and with stop-losses.
TEMA - Triple Moving Averages (17,72,200)Triple Moving Average to analyse short, medium and long terms.
3_TEMAThis codes shows three triple exponential moving average (50, 100, 200) in one single indicator
Customizable MACDCustomizable MACD - let's tune! This approach let you specify not only lengths and price source but also a type of used movings for the fast, slow and signal lines.
Here is the list of all available movings:
ALMA (Arnaud Legoux)
ARSI (Adaptive RSI)
DEMA (Double Exponential)
EMA (Exponential)
FRAMA ( Fractal Adaptive)
HMA (Hull)
LSQMA (Least Squares)
LWMA (Linear Weighted)
MD (McGinley Dynamic)
REMA (Regularized Exponential)
RMA (EMA with alpha = length - 1)
SMA (Simple)
SMMA (Smoothed)
TEMA (Triple Exponential)
TMA (Triangular)
T3
VIDYA (Variable Index Dynamic)
VWMA ( Volume Weighted)
WMA (Weighted)
WWMA (Welles Wilder’s Moving Average, EMA with alpha = 1 / length)
ZLEMA (Zero Lag Exponential)
