distance

dgtrd Wizard

Prices high above the Moving Average (MA) or low below it are likely to be remedied in the future by a reverse price movement as stated in the article by Denis Alajbeg, Zoran Bubas and Dina Vasic published in International Journal of Economics, Commerce and Management This study is the third variant that aims to present this idea, and the output of the study is...

cheatcountry

The Distance Coefficient Filter was created by John Ehlers and this is one of his more unknown moving averages. It works well because in an uptrend or downtrend it behaves more like a trailing stop system but it also deals with issues like pullbacks pretty quickly. I think it works well with the default values but let me know if you find a more profitable system....

blackcat1402 Aggiornato 

Level: 2 Background John F. Ehlers introuced the Distance Coefficient Ehlers Filter in his "Rocket Science for Traders" chapter 18 on 2001. Function Dr. Ehlers considered the gray shading levels as distances, he had away of computing filter coefficients in terms of sharpness of the edge. White is the maximum distance in one direction from the median gray, and...

dgtrd Wizard Aggiornato 

SuperTrendRange study attempts to determine the state of the market • whether a well-established bull/bear trend is present • whether the market is trading in a range SuperTrendRange (STR) takes into account the volatility of the market - further details regarding volatility can be found in the description of “Volatility Bands by DGT” study Due to its...

OrcChieftain Aggiornato 

Axe and Shield measures the distance between the selected Moving Average (T3, EMA, SMA) or Volume Weighted Average Price (VWAP) and high or low of the current bar. It remembers the highest distance over the selected period of time. It will use a candle's high if the price is above the level. It will use a candle's low if the price is below it. Distance is...

ramsay09 Aggiornato 

This script shows optional: - distance between close price and Kijun-Sen - distance btween Tenkan-Sen and Kijun-Sen - Background color of current time frame - Background color of the next higher time frame

dgtrd Wizard Aggiornato 

Prices high above the moving average (MA) or low below it are likely to be remedied in the future by a reverse price movement as stated in an Article by Denis Alajbeg, Zoran Bubas and Dina Vasic published in International Journal of Economics, Commerce and Management Here comes a study to indicate the idea of this article, Price Distance to its Moving Averages...

dgtrd Wizard Aggiornato 

This study combines Bollinger Bands, one of the most popular technical analysis indicators on the market, and Directional Movement (DMI), which is another quite valuable technical analysis indicator. Bollinger Bands used in conjunction with Directional Movement (DMI) may help getting a better understanding of the ever changing landscape of the market and...

EvoCrypto

I described the indicator in the link below, this is a strategy version to test settings.

EvoCrypto

This shows the distance to a moving average of your choice as histogram, you can select your moving average at input "Oscillator Source". You need to have a plot on your chart (like EMA or anything else) so you can connect this indicator to it. I used Ichimoku Cloud's 20 period Conversion line (blue line) as example on the chart. You can look for divergence on...

Liempo

This is an indicator to let you know the distance of price to 200MA

Noldo Aggiornato 

Hi, 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...

imzeeshan Aggiornato 

Summary: Calculate the distance of the price to a moving average. Also be able to identify if the average distance is decreasing or increasing based on signal line. Details Length: The moving average length to measure against. Source: The price input source use to measure the distance from. Signal Length: The average of distance between Source and...

capissimo Aggiornato 

This script implements a rebrushed distance-based pair trading strategy. In this strategy, normally they trade the difference between the prices of two instruments. This difference is also called spread. Here, however we’ll trade the difference between two time frames of one instrument. And that's the main trick. Common procedure consists of the following...

capissimo

This script holds several useful functions from statistics and machine learning (ML) and takes measurement of a volume weighted distance in order to identify local trends. It attempts at applying ML techniques to time series processing, shows how different distance measures behave and gives you an arsenal of tools for your endeavors. Tested with BTCUSD. REM:...

GlobalMarketSignals

Welcome! Thanks for checking out my indicator. This is a simple indicator that plots "x" percent above and below the price. You can select Open, High, Low, Close as the price. Hope this helps, Andre Global Market Signals

RicardoSantos Wizard Aggiornato 

copy pasted description.. Minkowski distance is a metric in a normed vector space. Minkowski distance is used for distance similarity of vector. Given two or more vectors, find distance similarity of these vectors.

alexgrover Wizard

Introduction Calculating distances in signal processing/statistics/time-series analysis imply measuring the distance between two probability distribution, i am not really familiar with distances but since some formulas are in closed form they can be easily used for volatility estimation. This volatility indicator will use three methods originally made to measure...