Inizia

Adaptive

Adaptive ADX and DIThis is part 2 of 11 in the system named Ninetales/Volt V2 you can find on Tradingview. It simply measures all of the combinations of the defined parameters of a typical ADX + DI , and returns the most logically accurate values. Use it however you would use a standard ADX + DI, just add your preferred values to test against each other, and set the period you would like for it to backtest. Standard use would be to wait for ADX(red line) to be above the threshold(yellow shaded area). The short when orange is above the blue line, and long when the blue line is above the orange line.
Indicatore Pine Script®
di nonoyeslearns
Patreon Moving AverageThe Patreon moving average (PMA) is an adaptive moving average specifically designed to provide an optimal fit with the price while having a minimum amount of lag. The PMA can act as a fast-moving average for moving averages crossover system, detect trends, and filter out noisy variations from the price. The PMA is simple to use and interpret, and can be a really nice addition to your strategies, especially if they are based on moving averages. The PMA integrates alerts based on the trend direction detected by the PMA. Settings Length: Determine the degree of filtering of the PMA. Factor: Determine the sensitivity of the PMA to price variations, with higher values making the PMA less sensitive to price variations. Decay: When higher than 0, introduce progressive smoothing, values closer to 0 return a faster progressive smoothing. Src: Source input of the indicator. Detect Trends With The PMA The color of the PMA is related to the detected trend, with a blue color associated with an up-trend and a red color associated with a down-trend. Higher values of Factor allows us to spot longer-term trends as well as filtering retracement in a trend. Lower values of Length can also be used with higher values of Factor , this combination allows the PMA to actually be way less sensitive to price variations, thus returning less false signals while keeping a good fit with the price. PMA As A Fast Moving Average The PMA tries to provide crosses with a slow-moving average at the exact moment price cross the slow MA while minimizing the number of false signals. PMA (In blue), EMA (in green), and SMA as a slow-moving average (in red), the PMA provide faster crosses while returning less false signals. Progressive Smoothing Progressive smoothing is obtained by using the Decay setting and allows the PMA to fit the price during extremely volatile markets and allows to preserve the structure of higher high's and lower low's. Progressive smoothing can also minimize false signals. In green/orange the PMA without progressive smoothing, in blue/red the PMA with progressive smoothing. Finally progressive smoothing can give predictive and accurate estimates of the price central tendency In green the mean of the price with a window size equal to the period the PMA is red, we can see that the PMA converges toward it extremely fast. How To Access The indicator is one of the "Patreon trend following indicators", and can only be used by my Patreons, you can become a Patreon by using the link on my signature.
Indicatore Pine Script®
di alexgrover
17
Patreon Trailing StopThe Patreon trailing stop technical indicator can detect trends, find support and resistance points, filter out noise, and help users make informed decisions easily and in a timely manner. In order to provide an accurate and useful indicator most of the efforts during its development were directed toward the minimization of false signals, thus giving to the indicator the potential to further improve your trading strategies. The trailing stop integrates visual elements for an easier interpretation of the indicator, and integrate alerts based on the buy/sell signals given by the trailing stop. All the outputs of the indicator can be used as input for other indicators. Settings In order to make it easier to use, the indicator only possess three user settings: Length: Control the sensitivity to price variations, with a higher value aiming to detect longer-term trends. Factor: A setting that aims to filter out false signals, with a higher value filtering more false signals. Src: Source input of the indicator, by default set to median price (hl2). Easily Filter Out False Signals The Factor setting was carefully implemented to filter out false signals without introducing significant delay. In green/orange the indicator with a Factor setting of 1, in blue/red the indicator with a Factor setting of 10, both using Length = 50 , we can see that increasing factor remove false signals. The integrated support and resistance line can also help you spot potential false signals: When the price cross the S/R line before the occurrence of a signal we could expect the upcoming signal to be false, better signals are given when the price cross the S/R at the same time a signal is produced. Finally, the distance between the trailing stop and the price when a new signal occurs can also help out determine if this signal is false, as a higher distance between the trailing stop and the price suggest a ranging market. Entering Trades At A Better Position Indicators can give false signals at the top or bottom of a movement, the Patreon trailing stop can help you enter trades at a more profitable position thanks to the integrated support and resistance line. When we have a signal but fear it might be false, we can wait for the price to reach the S/R and enter our trade at that point, this allows us to either make a profit or minimize a loss. Integrated Adaptive Filter The indicator integrates a trend adaptive filter (in orange), with it you can: Filter out noisy variations from the price. Use it as a fast-moving average in a moving average crossover system. Use it as input for other technical indicators. Simple moving average with period 200 using the filter as input. How To Access The indicator is one of the "Patreon trend following indicators", and can only be used by my Patreons, you can become a Patreon by using the link on my signature.
Indicatore Pine Script®
di alexgrover
46
MESA Adaptive Moving Average - Improved MTFThis indicator is a huge upgrade to my original MTF MESA Plots are now extremely smooth and accurate on all timeframes ** Missing data points are automatically filled with the "best fit" This is a Trend indicator and should be used to trade "top-down" aka: Start with the Daily chart to confirm a trend Move to 4H 2H Etc... Use your favorite entry method or simply watch for wicks forming when the price gets near the MESA adaptive moving average. This is one of the few indicators that I've been using for years with success. Being able to plot both the current & higher timeframe MESA can sometimes feel like cheating. Due to the nature of the recursive calculation, you may notice slight differences between this version of MESA and others that either approximate higher timeframes with fewer samples or make use of the latest "Resolution" argument in Pinescript V4. Both of which are fine, until you start looking at M5 charts while plotting the Daily MESA. As always, happy trading! ** Currently supports M 1,3,5,15,30,45 H 1,2,3,4 Day 1 Week 1 Month 1
Indicatore Pine Script®
di DasanC
7
Ehlers Mother Of Adaptive Moving Averages [CC]The Mother Of Adaptive Moving Averages was created by John Ehlers (Rocket Science For Traders pgs 182-183) and this is definitely my favorite Ehlers moving average script. This works as a trend indicator and a typical moving average. When the mama is above the fama then the stock is in an uptrend and vice versa. Of course it is also good when the price is above the fama and mama lines. Buy when the indicator line is green and sell when it is red. Let me know if there are other indicator scripts you would like to see me publish or if you want something custom done!
Indicatore Pine Script®
di cheatcountry
14
Vertical Horizontal Moving Average [AneoPsy & alexgrover] Moving average adapting to the strength of the trend, this is made possible by using the square of the vertical-horizontal filter as a smoothing factor. Alerts are included with two different types of conditions available to the user. Settings Length : Period of the moving average Src : Input data for the indicator Alerts : Types of conditions to be used in the alerts, when set to "VHMA Direction Change" alerts are triggered once the VHMA is either rising or declining, else the alerts are based on the crosses between Src and the VHMA Usage The VHMA can be used as a fast or slow-moving average in a moving average crossover system, or as input for other indicators. VHMA of with length = 25 and sma with length = 200. VHMA with length = 25 used as input for the RSI with length = 14. Details The vertical-horizontal filter is a measure of the strength of the trend and lay in a (0,1) range, to calculate it you just need to divide the rolling range over with the rolling sum of the absolute price changes, squaring the result allow to get lower results with higher values of length . Squared vertical horizontal filter with length = 50, the value is low when the market is ranging and high when trending. To set the alerts go in the alert panel, click on create alert, and select VHMA in "condition", choose between the buy or sell alert. If Src = closing price or another indicator dependant on the closing price select in options "once per bar close", if the indicator using the opening or lagged closing prices values as input select "One per bar" instead. Thanks Thanks to AneoPsy for adding the color change, the idea to use two kinds of conditions for the alert, and for its feedback, you can follow him www.tradingview.com and finally thanks to you for reading and for your support, only one last script left for the month, then we'll start July with some pretty interesting indicators, I hope you'll like them ^^/
Indicatore Pine Script®
di alexgrover
14
[LunaOwl] 11 kinds of Adaptive MA Model作品: 11種自適應性平滑模型 It integrates eleven kinds of adaptive moving average method. At first, I just wanted to make a ATR. Later, the price series ±N*ATR mult, to form two series. Then use the concept of support/resistance breakthrough to design it, and then two adaptive series formation channels were formed. Take the average of the two series as the signal. When the price crosses the signal, it's judged to be long or short. 整合了十一種能夠自適應性的移動平均模型。起初只是想要做一個基本款ATR指標，後來將價格加減N個ATR倍數，形成兩條序列形成通道，再使用支撐阻力突破的概念去設計它，再形成兩條自適應性的序列形成通道，再取中間值當成信號。當價格與信號交叉，則判斷作多或者作空。 --------------------------* Parameter 設置參數 Resolution: The default is "the same as the variety". Is a named constant for resolution input type of input function. 商品分辨率：預設與品種相同。是input函數的時間周期輸入類型的命名常量。 Smoothing: The default is Recursive Moving Average(RMA). It can choose other methods, the table is as follows. 平滑類型：預設是「遞回平均」，可以選擇其它方法，列表如下。 列表 / The table of moving averages is as follows: //****中英對照表*****##______________________________________ 1. 遞回平均 || Recursive Moving Average 2. 簡單平均 || Simple Moving Average 3. 指數平均 || Exponential Moving Average 4. 加權平均 || Weighted Moving Average 5. 船體平均 || Hull Moving Average 6. 成交量加權 || Volume Weighted Moving Average 7. 對稱加權 || Symmetric Weighted Moving Average 8. 雙重指數 || Double Exponential Moving Average 9. 三重指數 || Triple Exponential Moving Average 10. 高斯分佈 || Arnaud Legoux Moving Average 11. 提爾森T3 || Tillson T3 Moving Average //##_________________________________________________________ Candle Mode: There are three versions, original, two-color and four-color. 燭台模式：預設模式只區分趨勢，可以改成原版蠟燭或四種顏色版本。 Length: The default is 14, usually no need to adjust. 平滑期數：預設值是14，基本上不用理它。 Occurrence: The default is 1. The range is 0~10. The larger the value, the more delayed. If zero will become too sensitive and noise. 滯後性：預設值是1。調整範圍是0~10，數值愈大信號愈延遲，如果值為0，會變得過於敏捷，那將會失去平滑的意義。 N multiple: The default is 0.618, can be set to 1. The range is 0.382~3.000. 倍數N：預設值是0.618，也可以設定1，最低是0.382，最大是3。 --------------------------* 1. Candle Mode can set the original candle, cancel candle trend color changes. However, the background will still be filled. 可以設定顯示原版的蠟燭線，背景與線並不會消失。 2. Four-color version of candles. It shows changes in trends and prices. 四色版本的蠟燭線，可以顯示趨勢與每日收盤價的變化。
Indicatore Pine Script®
di LunaOwl
17
Vicious Cycle by Cryptorhythms [CR]Vicious Cycle by Cryptorhythms Intro I have been working on this one for a few months now, bringing our flagship indicator Bull Bear Filter up to date with new ideas and algorithms to clarify cyclical trend components in any time series data. Description This indicator has no settings that the user needs to change. It is completely adaptive and dynamic to any market, timeframe, or time series data. The goal was to create a tool that isolated cyclical waveforms, making it easier to follow a noisy market. Keep in mind, its not RSI, Stoch, Ehlers or anything else - its a completely new DSP method that I created myself. You can only get the Vicious Cycle from CR! Private This indicator is reserved for our members only to prevent the alpha decay as long as possible. You can view my signature at the bottom of this post for more information on membership. Examples Here I will list a number of examples screenshots across markets and timeframes. Remember, NO SETTINGS WERE CHANGED at all for these screenshots. As you can see its quite a versatile tool! BITCOIN XBTUSD 20Min XBTUSD 4H XBTUSD 6H GOLD XAUUSD 2D XAUUSD 4H FOREX EURUSD 3 Min EURUSD 30 Min GBPJPY 1H USDJPY 12H STOCKS TSLA 1D AMD 1D SPY 1D VIX 12H OIL USDWTI 3D USDWTI 2H USOIL 15 Min
Indicatore Pine Script®
di theheirophant
6
Ehler's Ideal RSI with EMAThis is a modification of the 'Ehlers Ideal RSI' script to include an EMA of the RSI, which acts as a follower! The idea was a user suggestion and if you would like your suggestion made into an indicator, check the FAQ! If you've never encountered the iRSI before, then you're in for a treat. This RSI will calculate the best period to use by itself. The theory behind this math is called "Instantaneous Frequency Measurement" and is a big component of making terrible indicators (see RSI, Stoch, ADX) into usable ones! No longer will you have to swap between different periods for different Stocks, Pairs, or Cryptos. Compare it to the normal RSI and you'll see the underlying calculation is the same, but the period changes automatically. The EMA provides an earlier indicator of breakouts. You don't need to wait for this RSI to become "overbought" or "oversold" by crossing the typical 80/20 levels. Simply observing when the RSI crosses the EMA line can act as confirmation for your other indicators much faster than typical momentum-based indicators. FAQ Why is your script Protected? Users like to take my open-source code and charge to use it without my permission. How do I use this to trade? Add it to your chart and see what stacks up with your current setup. I trade Forex, so what looks bad on my charts might look golden on yours. How long have you been doing this? I've been coding for about 8 years and actively trading for 2 years. My degree is in Robotics Engineering and I became obsessed with investing at 22. How do you trade? Hurst + SNR + MESA MAMA + ATR + LSTM + Pure Grid. You can't completely code this setup using Pinescript, but if you learn C++ or Python you're there! Are your returns good? I average 0.68% every weekday or 22.65% monthly, using the method above. Can you build my indicator or strategy? Absolutely! If it hasn't been done before and it improves our community, then consider it done. But can you build an indicator or strategy for me ? Citing the house rules, I cannot solicit for any purpose. So saying "PM me" would be a grievous violation of said rules, obviously.
Indicatore Pine Script®
di DasanC
2
Adaptive Price Zone Strategy The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. Green color is long. Red color is short. WARNING: - For purpose educate only - This script to change bars colors.
Indicatore Pine Script®
di HPotter
13
Adaptive Price Zone Indicator The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets.
Indicatore Pine Script®
di HPotter
2
Efficient Trend Step ChannelIntroduction The efficient trend-step indicator is a trend indicator that make use of the efficiency ratio in order to adapt to the market trend strength, this indicator originally aimed to remain static during ranging states while fitting the price only when large variations occur. The trend step indicator family unlike most moving averages has a boxy appearance and could therefore not be classified as smooth, this makes it an indicator relatively uninteresting to use as input for other non-trending indicators such as oscillators. Today a channel indicator making use of the efficient trend-step is proposed, the indicator has an upper and a lower extremity who can be used for breakout or support and resistance methodologies, however we will see that the indicator is sometimes able to return accurate support and resistance levels. The Indicator The indicator has the same settings has the efficient trend step indicator, length control the period of the efficiency ratio, fast control the period of the rolling standard deviation used for trending states, slow control the period of the rolling standard deviation used for ranging states, fast should be lower than slow , if both are equal then the indicator is equal to the classical trend step indicator and length does no longer affect the indicator output. Lower values of fast/slow will make the indicator more reactive to small variations thus changing direction more often. The color changes you can see on the indicator are changed depending on the prior direction took by the indicator output, if the indicator where higher than its precedent value, then the color will be blue until the indicator is lower than its precedent value. Those colors help you have an estimate of the current trend direction. Channel Calculation And Role The extremities made from the efficient trend step allow for more advanced trading rules, they can act as stop/target level and can also give a rough estimate of the current market volatility, with wider extremities indicating a more volatile market. The extremities are made directly from the dev element used by the efficient trend-step, the upper extremity is made by summing the efficient trend step with the value of dev when the efficient trend step change, the lower extremity is made the same way but the value is subtracted instead. Is it a weird choice ? It sure is strange to see such approach, the absolute rolling average error between the price and the efficient trend step could have been a logical measure but using dev instead is more efficient and also allow for a more adaptive approach which can benefit the support and resistance methodology, the last reason is because i didn't wanted to "denature" the trend-step signature of the indicator. The figure above represent the measurement used for making the extremities (in green). Since the previously described measure change only when the efficient trend step change, we can conclude that such measure is representative of a relatively large variation, since the efficient trend step aim to only change when a large variations appear. We can see that the upper extremity acted as an accurate resistance in this upper variation of AMD, Here as well, however like other bands indicators it is safer to take into account the current trend direction, a strong uptrend will have less difficulties crossing the upper extremity, therefore it might be better to rely on the support (lower extremity) on an up-trending market (indicator in blue), and on the resistance (upper extremity) on an down-trending market (indicator in orange). The figure above show support and resistances signals, a cross represent a false signal, while green arrows represent correct ones with their respective direction. Conclusion The presented indicator add more possibilities to the interpretation of the efficient trend step, the extremities can act as stop/target level, however this use has to be controlled, and the level should be in accordance to your risk/reward ratio. Showcasing another trend-step indicator was a real pleasure. Thanks for reading :)
Indicatore Pine Script®
di alexgrover
5
Minkowski Distance Factor Adaptive Period MACDHi, this script comes from the idea that Ricardo Santos' Minkovski Distance Function is transferred to the period as a factor. Minkowski distance is used as a percentage factor with the help of Relative Strength Index function. Minkowski Distance Function Script : And thus an adaptive MACD was created. This script can give much better results in more optimized larger periods. I leave the decision to determine the periods and weights. I used the weights of 9,12,26 and periods created with multiplied by factor. Regards.
Indicatore Pine Script®
di Noldo
3
Bar Strength Index (BSI) by CryptorhythmsBar Strength Index (BSI) by Cryptorhythms Intro BSI is an totaly new and original indicator derived from Internal Bar Strength. It can be classified as similar to an RSI, but its method of calculation is very different so it sometimes gives an edge where RSI does not. In the chart I have included RSI (red line) as a comparison for you to contrast BSI with. Description The formula for Internal Bar Strength is: IBS = (close - low) / (high - low) * 100 The original IBS and thus this derivitive (BSI) are meant for higher timeframe analysis. Working best on daily, weekly or monthly charts. I take that original IBS formula and create something smoother and easier to understand - The Bar Strength Index ! Options 💠There is an option for smoothing which I recommend using. 💠Also options to make the scaling adaptive, or to leave it static. 💠A normalization option is available to create a bounded oscillator (easier for alerts/algos). 💠You can choose an MA type and length to create a signal line for it as well. 💠Lastly I also included the ability to setup overbought and oversold zones for better alert creation possibilities (crossovers / crossunders). 👍 We hope you enjoyed this indicator and find it useful! We post free crypto analysis, strategies and indicators regularly. This is our 77th script on Tradingview!
Indicatore Pine Script®
di theheirophant
3
Trend WaveHello Traders! You know, I can sill remember the first time I started tinkering with Pinescript. As I had no prior programming experience, I learned by experimenting with other open-source scripts on TradingViews Marketplace. Tearing apart and combining interesting scripts to see what the output would be. @ChrisMoody was a huge source of inspiration for learning, and I wanted to thank him, as well as @TheLark for the concept behind this script. The Trend Wave is based on @ChrisMoody's PPO-PercentileRank-Mkt-Tops-Bottoms , which also happens to be based on @TheLark's TheLark-Laguerre-PPO/ . Within my experimentation, I found that if I isolate the ppoT & ppoB variables and plot them calculated from extremely small decimals, you can get an extremely fast reacting, mirroring trend detector. Within the script, you have the ability to plot the background colors based on trend to make it easier to see where crossovers occured, as well as a Mirror Input to view the mirrored version of the script. -@DayTradingOil
Indicatore Pine Script®
di DrCatherineHalsey
20
Relativity Autonomous Distribution Blocks The relativity method is a method of trade inspired by the Theory of Relativity of Albert Einstein , which argues that trade is a relative concept and, according to the case it advocates, creates the values ​​to be evaluated relatively by using various engineering methods, and converts these values ​​to factors to ensure the highest efficiency. Many layers are common with Autonomous LSTM. For more information about Autonomous LSTM : But there are additional layers that are much higher than that. These systems use COT (Commitment of Traders) data positively in trade and significantly increase the hit rate compared to conventional methods. And in all traded instruments, it decides the degree of scoring by linking with global markets. The more liquidity of the selected parities, the higher the success rate, the higher liquidity in the markets. ***STRUCTURE Feature Layer 1 : Formulation : Common Layer with Autonomous LSTM Feature Layer 2: Forecast Algorithm : Common Layer with Autonomous LSTM Feature Layer 3 : Composite of Two Layers : Adaptive Period (Length) Algorithm : Common Layer with Autonomous LSTM Feature Layer 4 : High - Low Selection Algorithm : Common Layer with Autonomous LSTM Feature Layer 5 : Volume (Ticker ) - Open Interest (Global Market) Power Factor according to Global Markets and Related instrument (Ticker) Feature Layer 6 : Quantum Equations including COT Commercial Positions (Communicate with layer 5) Feature Layer 7 : World's Price/Earnings Ratio (This layer is automatically added to layer 6 as a factor each week.) Feature Layer 8 : Distribution Blocks : The design of script as a histogram, with distributional buying and selling points and positive/negative zone coloring, with alerts. Uses the relativity algorithm. This will contribute not only to leveraged transactions but also to portfolio management and will give a more realistic perspective. Informs the trading points within the regions. In this way, it allows for gradual buying and selling and reduces the risk to a much lower level. These feature allows a difference perspective especially for traders who act with portfolio logic and / or add regular income. The educational idea I shared in order to set an example for this logic: ***SETTINGS Menu 1. * Market Type The menu is divided into 5 different algorithms and covers all instruments around the world. For example: Futures : XAUUSD , GC , XAGUSD , SUGARUSD , SB1! , XAGUSD Stocks : All Stocks and Modified Parities (Example : AAPL/EUR , XAU/XAG , AAPL , MT , BAC) Forex Excluding USD/X : CHFUSD , EURUSD , EURJPY , AUDNZD Forex USD/X : USDJPY , USDTRY , USDMXN Crypto : BTCUSD , ETHUSD , ADAUSD or BTCETH , ETHBTC 2. * Barcolor Barcolor Plotting Rules : On / off section with these rules when barcolor on : Orange : Distributional Sell Signal ( Not Short ) Blue : Distributinaol Buy Signal *** FEATURES Indicator Features : Red Background with Cross : Short Signal Green Background with Cross : Buy Signal Blue Histogram Color : Distributional Buy Signal Orange Histogram Color : Distributional Sell Signal Alerts Long Alert Short Alert Distributional Buy Alert Distributional Sell Alert *** USAGE Since the script uses various Commitment of Traders data, it is designed only for the weekly time frame. ( TF = 1W ) Script does not repaint 1 Week and above time frames . (Source = close ) NOTE : The script design was inspired by one of RafaelZioni's script : Best regards.
Indicatore Pine Script®
di Noldo
5