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Vortex Trend TrackerThough it may sound complex, the Vortex Indicator is essentially an uptrend line and a downtrend line. The vortex indicator can be used for a variety of purposes, including tracking the strength of trends, identifying/anticipating reversals, and generating entry/exit signals. It’s calculation is shown in the open-source code below. To reduce the number of whipsaws produced by the indicator, we used an Exponential Moving Average of vmPlus and vmNegative values with a default length of 10. Decreasing this length will result in a more responsive vortex at the cost of more whipsaws and false signals. The chart shows the absolute value of the difference between the uptrend and downtrend line displayed as the main histogram. If the uptrend line is greater than the downtrend (thus indicating positive movement), then the histogram bars will be either light green or dark green. If the uptrend line has just now crossed the downtrend line, then the bar will be dark green. Bars will also be dark green when the uptrend line is greater than the downtrend line and the uptrend line is increasing. This means the trend is increasing in strength still. If the uptrend line is greater than the downtrend line, but is decreasing, then the bars will be light green. This means that the upwards trend is losing strength. If the downtrend line is greater than the uptrend line, then there is a negative trend occurring and the bars will be either red or light red. If the downtrend line has just crossed over the uptrend line or is increasing in value, then the bar will be red. If the downtrend line is greater than the uptrend line, but is decreasing in value, then the bars will be light red (meaning the downtrend is weakening). One way to trade using this vortex is to enter a long position when the bar color changes from red to light red. This would mean that the downtrend is decreasing in strength and an upwards reversal is likely to occur soon. Then, traders can exit their long position when the bars change from dark green to light green. When that color change occurs it means that the uptrend is running out of steam and price is unlikely to continue its upwards climb. Traders can also choose to have the uptrend and downtrend lines plotted as well in the input menu. This may make it easier to visualize the Vortex and its usefulness in identifying reversals.
Indicatore Pine Script™
di ProfitProgrammers
10
RSI + Volume-Weighted TSIThis indicator combines a standard RSI with a modified TSI. Although a double smoothing process is already used in calculating the normal TSI, we decided to apply a volume weighted moving average of length (length_of_slow_TSI_EMA // 2) to it. This resulted in a smoother TSI that picked up on large-scale swings very nicely. Entry Signals are generated when the Volume-Weighted TSI crosses above zero from negative into positive territory. Exit signals are generated when the TSI is above 40 and then begins its downward fall, along with a declining RSI value. The Graph: The Volume-Weighted TSI is plotted as the blue histogram, wile the RSI is plotted as the yellow histogram. We definitely wanted to go the simplicity route on this one's graphics, since the RSI and TSI are both classic and reliable indicators. The green background highlights indicate an entry signal and red highlights signify an exit signal. Input Options: -length of Slow EMA for TSI -length of Fast EMA for TSI -Length of Volume Weighted MA of TSI. -Length of RSI. ~Happy Trading~
Indicatore Pine Script™
di ProfitProgrammers
3
OBV Z-ScoresThis study calculates the On-Balance Volume (OBV) and displays it in terms of its Z-Score. OBV is a great momentum indicator . As the name suggests, OBV predicts changes in price based on the security's volume flow. Formula: if (Current Price > Previous Price) then Current OBV = Previous OBV + Current Volume if (Current Price < Previous Price) then Current OBV = Previous OBV - Current Volume if (Current Price == Previous Price) then Current OBV = Previous OBV As the formula shows, the OBV goes a step beyond just looking at the pure volume of a security. Instead, it factors in relative price action from period to period to reflect investor sentiment. As a result, we often look to the OBV to spot bullish or bearish trends while they are in the early stages of development or simply predict impending uptrends or downtrends. To make the OBV easier to visualize, we converted the value to a Z-Score. The Z-Score is a simple statistical measurement and represents the current OBV value's distance from the mean OBV value in terms of # of standard deviations. Users can adjust the values for the 2 upper bounds for Z Scores and 2 lower bounds. Additionally, the n value for z score calculation can be adjusted in the input menu. A higher n value means the z score will be based on a longer lookback period. A lower value will result in more sensitive readings. Overall, I think this is an interesting way to represent OBV values and will be a valuable leading indicator. ~Happy Trading~
Indicatore Pine Script™
di ProfitProgrammers
4
Modiied Elder Ray Index(Bull or Bear)Here's a modified version of the Elder Ray Index created by the famed Dr.Alexander Elder. This indicator has proven to be especially helpful lately given the crazy state of crypto. Slow Moving Average : The top chart shows the moving average used to filter trends. I recommend using a higher window length(can be adjusted with the 'lenSlowMA' input option). I wanted this to be a very smooth moving average, so I used the following formula: slow MA = ema(vwma(close, 64), 64) This resulted in a pretty smooth line that still detects major price movements very well. -The background and bar colors both change in response to the Slow MA's value. The background and bars change to green when a bullish trend is detected and red when bearish. Bear and Bull Power : To balance things out a little, I included two histogram's based on Elder's Ray. Here, a more responsive EMA with a shorter window length is used to calculate the bull and bear power values and track short-term price fluctuations. NOTE: The length of the EMA used here can be adjusted in the input menu. Bull Power = current high - EMA(close, 13) Bear Power = current low - EMA(close, 13)
Indicatore Pine Script™
di ProfitProgrammers
2
Momentum TraderThis study combines two versatile momentum indicators : Chande Momentum Oscillator: -Measures trend strength, with higher absolute values meaning greater strength. -Also tracks divergence. When price increases, but is not accompanied by an increase in Chande Momentum Oscillator values, it signifies bearish divergence and a reversal is likely to follow. -Shown as the teal and pink histogram. Percentage Price Oscillator: -Similar to the MACD, except that it expresses the difference between the two moving averages in terms of a percentage. This makes it a little easier to visualize. -PPO values greater than zero indicate an uptrend, as that means the fast EMA is greater than the slow (and vice versa). Entry and Exit Conditions: Enter When: 1) Chande Momentum crosses over zero from negative to positive territory. AND 2) It has been less than 3 bars since Chande Momentum was less than the lower green line. AND 3) Chande Momentum is rising(positive slope). Exit When: 1) Chande Momentum is greater than the upper line. AND 2) It has been less than 6 bars since the PPO value was greater than the upper bound. AND 3) PPO is less than 5 (meaning the difference between the two EMA's is less than 5%). AND 4)PPO has a negative slope. This study comes with alert conditions for long entries and exits. ~Happy Trading~
Indicatore Pine Script™
di ProfitProgrammers
2
Double ALMAIncludes fast and slow Arnaud Legoux Moving Averages (ALMA). ALMA is a moving average based on a Gaussian(normal) distribution that reduces lag while still retaining smoothness. Input Options: -Offset : Value in range {0,1} that adjusts the curve of the Gaussian Distribution. A higher value will result in higher responsiveness but lower smoothness. A lower value will mean higher smoothness but less responsiveness. -Lengths : The lookback for each ALMA calculation. -Sigma : Defines the sharpe of the curve coefficients. The slow ALMA is the thickest red and green alternating line that indicates bullish or bearish movement. When slow ALMA is bullish, the graph's background changes to green. When the slow ALMA is bearish, the background is red. The fast ALMA uses a smaller lookback and is more responsive than the slow ALMA as a result of the shorter length and higher default offset parameter. The two dotted lines represent (slowALMA +/- 1.25 * stdev(slowALMA, slowALMA period *2)). The indicator bases its buy and sell signals based on the trend identified by the slow ALMA and the fast ALMA's crossings of the standard deviation bands. Comes with pre-set buy and sell alerts.
Indicatore Pine Script™
di ProfitProgrammers
1
Double KAMA + VWMAThis study combines a fast and slow Kaufman Adaptive Moving Averages (KAMA) with a fast and slow Volume-Weighted Moving Average(VWMA). The KAMA is definitely one of our favorite moving averages because it takes into account volatility and filters out false signals during periods of insignificant or horizontal price movement. This results in more patient, less impulsive trading. At its most basic, the KAMA's value remains relatively close in value to the price when volatility is low then lags slightly behind it during highly volatile movements and larger trends. We've plotted two Kaufman's Adaptive Moving Averages: -The first KAMA is the slow KAMA, which we use as a trend filter. It is shown on the graph as the thicker solid line that alternates between green and red. When the trend filter KAMA is bullish, the line turns green. It then turns red when bearish. Users can adjust the lengths of the fast and slow EMA for the KAMA's calculation in the input option menu, but it is important to remember that the number of periods should remain high in comparison to the fast KAMA as this allows it to track long-term price movements and trends. -We then include a fast KAMA which has shorter EMA Lengths to focus in on movements within a smaller timeframe. NOTE: The fast KAMA is only plotted when the trend filter KAMA is generating bullish signals. It is shown as the alternating pink and teal line above the main green line. When the fast KAMA is increasing, its line and the area between it and the slow KAMA are filled teal. When the fast KAMA is falling, its line and the area between the fast and slow KAMA lines are colored pink. This helps with timing exits. Lastly, we've included a fast and slow VWMA to time long entries. These are only plotted when the Trend Filter KAMA is bearish. The fast VWMA is the teal solid line under the trend filter KAMA and the slow VWMA is the pink line. Optimal entries will occur when the fast VWMA crosses above the slow VWMA. When the slow VWMA is greater than the fast VWMA, the area between the two lines is filled red, while the same area is filled teal when the fast VWMA is greater than the slow. I've included entry signals (shown on the screenshot as the lime green background highlights), but this is the basic version of the indicator. If you're interested in taking a look at the full version with alerts and entry + exit signals, feel free to send us a message!
Indicatore Pine Script™
di ProfitProgrammers
1
VWMA/SMA Breakout and Divergence DetectorThis indicator compares four different values : -Fast Simple Moving Average(SMA) -Fast Volume Weighted Moving Average(VWMA) -Slow SMA -Slow VWMA Comparing SMA's and VWMA's of the same length is a common trading tactic. Since volume is not taken into consideration when calculating Simple Moving Averages, we can gain valuable insights from the difference between the two lines. Since volume should be increasing along with an upwards price movement, the VWMA should be greater than the SMA during a volume-supported uptrend. Thus, we can confirm an uptrend if the VWMA remains greater than the SMA. If the VWMA falls under the SMA in the midst of an upwards price movement, however, that indicates bearish divergence. The opposite is true for downtrends. If price is decreasing and volume is decreasing at the same time (as it should), then we can confirm the downtrend. Interpreting the Graph: If the slow SMA is greater than the slow VWMA, then the area representing the difference between the two lines is filled in red. If the slow VWMA is greater than the slow SMA, however, the area between the two is filled green. If the fast SMA is greater than the fast VWMA, then the area between the two dotted lines is filled in red. On the other hand, the area will be filled green if the fast VWMA is greater than the slow SMA. In addition to spotting divergences and confirming trends, the four lines can be used to spot breakouts. Typically, a VWMA crossover will precede the SMA crossover. When the fast VWMA crosses over the slow VWMA and then a SMA crossover follows shortly after, then it is a hint that a bullish trend is beginning to form.
Indicatore Pine Script™
di ProfitProgrammers
13
Bitcoin Fat Volume IndicatorBitcoin Fat Volume Indicator The script displays aggregate sums of Bitcoin dollar and Tether market volumes separately as follows: USD markets (blue): gemini, coinbase, okcoin, kraken, bitfinex, bitstamp, btce, mtgox Tether markets (orange): huobi, binance, bittrex, poloniex, hitbtc The indicator should work on all time frames on any chart so long as volume data exists. Obviously for full history use Bitcoin Liquid Index. The indicator is slow that's why I'm not including other stable coins or fiat markets at present. Use settings to turn off Tether or USD bars as desired.
Indicatore Pine Script™
di RealMcafee
2
Ultra CMF + Stoch. and Choppiness IndexThis is a fairly complex, but powerful indicator that combines 3 different indicators. 1. Chaikin Money Flow (CMF)- Oscillator that uses the sum of Money Flow Volume (MFV) values over n periods to determine and compare the amount of buying/selling pressure. We modified the CMF's scale so that values fluctuate between {-100, 100} for easier visualization. If (CMF > 0) then (buying pressure > selling pressure) If (CMF < 0) then (buying pressure < selling pressure) Thus, CMF can be a valuable tool for confirming both uptrends and downtrends, as well as identifying divergences as a negative CMF value in the midst of an uptrend indicates lack of strength. In addition, we set bounds for the CMF values to prevent whipsaws during periods of horizontal price movement. The CMF is shown on the bottom of the chart as the teal and fuchsia histogram. Teal bars means (CMF < 0) and fuchsia bars means (CMF > 0). 2. Choppiness Index - The Choppiness Index is another oscillator that works synergistically with the Chaikin Money Flow to prevent entries during choppy conditions (when there is no clear trend direction and movement is horizontal). Although it is blind to the actual direction of the price movement, we use it to distinguish periods of consolidation from "trendy" markets. Values fluctuate between {0, 100}, with 50 acting as the center-point. We've also set thresholds for chop values that are utlized to optimize entry and exit timing. The Choppiness Index is plotted as the green and pink circle line at the top of the chart. If movement is choppy(choppy > 50), then circles are pink. If choppiness is low(chop < 50), then the circles are green. 3. Fast and Slow Stochastics - Lastly, we use a fast and a slow stochastic momentum oscillator. This is a fairly common approach, as it allows us to detect signals on a wider range of sensitivity.The slow stochastic confirms the high quantity of signals generated by the more hyper-sensitive fast stochastic. The fast and slow K and D values are not plotted on the graph by default, but users can change that in the inputs to choose which ones to show on the graph(as shown in the bottom pane). The upper and lower bounds can also be chosen to increase/decrease signal sensitivity. All values such as lengths, bounds, etc. can be changed by users through the input options. The Graph: Chaikin Money Flow - Shown as the teal and pink zero-centered oscillator at the bottom of the chart. Bars are teal when CMF is less than zero and fuchsia when CMF value is greater than 0. Users can choose whether the CMF is plotted by changing the 'plotCMF' input. -The CMF histogram is shown in the second and third panes. Choppiness Index - Plotted as the pink and teal line of circles at the top of the chart. Circles are pink if they are above 50 (high chop) and teal when they are below 50 (low chop). Users can choose whether it is plotted through the 'plotChop' input. -The Choppiness Index is shown in the second and third panes. Stochastics - Not plotted by default, but users can choose to have them shown by adjusting the values in the input options menu. If you want, there is an option to plot both fast and slow K and D values (4 total lines) and the upper and lower bounds that are used to determine entries and exits. NOTE: I tried to show all the ways that you can choose to display all the different indicators in the different panes, but there are a million different ways you can choose to have the chart laid out through changing the inputs. You could have it be as simple as plotting just the 'B' and 'S' for entries and exits or a complex graph with the CMF, Chop, and stochastics all plotted together. HOW TO USE: There is a set of conditionals for each of the three indicators to determine both entry and exit points. To simplify this, we decided to divide them into red circles for exit conditions and green squares for entry conditions. LONG ENTRIES: 1. If the conditions for the stochastics are met, a green square is plotted at the top of the chart. 2. If the conditions for the CMF are met, a green square is plotted at the center of the chart. 3. If the conditions for Choppiness Index are met, a blue circle is plotted at the bottom. TRADE WHEN: There is a green square at the top, green square in the middle, and a blue circle at the bottom. A GREEN 'B' IS PLOTTED IN THE CENTER OF THE GRAPH WHEN THE ABOVE REQUIREMENTS ARE TRUE...Enter position at that point. LONG EXIT: 1. If the conditions for the stochastics are met, a red circle is plotted at the top of the chart. 2. If the conditions for CMF are met, a red circle is plotted at the center of the chart. 3. If the conditions for Choppiness Index are met, a blue circle is plotted the bottom. TRADE WHEN: There is a red circle at the top, red circle in the middle, and blue circle at the bottom. A RED 'S' IS PLOTTED AT THE CENTER OF THE GRAPH WHEN THE ABOVE REQUIREMENTS ARE TRUE....Exit Position at that point. ALERTS: An alert is sent when all buy conditions are met, informing the trader to enter a long position. The same is done for sell conditions. Like I said earlier, there are tons of input options to change this indicator to fit your specific use, as well as display options. I've tailored the settings for trading BTC/USD, but it is a very versatile indicator and can be adapted for whatever you're trading.
Indicatore Pine Script™
di ProfitProgrammers
1