Price - Mean Reversion ExpansionA simple indicator, to plot the quantitatively the reversion and expansion of price from a set of means.
A green bar plots prices above the set of means. A bar plots prices below the set of means. A blue bar plots price entangled in the means. The height of the bars denotes the far-ness from the set of means.
A blue envelope over the bars is the average of this reversion/expansion. A "crossover" of any bar (red/green) over this envelope is indicated by a "green dot" a "crossunder" of any bar (red/green) under this envelope is indicated by a "red dot".
The small trend strength table (when enabled) on the right side below show in a easy manner the data presented in the " Mean Angles " indicator. Refer to description there for more details.
Expansion
OG Take OffThis indicator is put in place to help you identify the 3 market phases.
Consolidation can be indicated by either dots or color coded candlesticks . You can use both. Consolidation zones are represented by the dotted lines.
A green arrow indicates a buy signal. A red arrow indicates a sell signal.
Theme allows you to change the color of the background to whatever you like.
To change the color of the moving average, you must uncheck "Modern Theme Trend MA Color" under 'Style'.
When price is above 50 moving average on the higher timeframe and the color of the candle is green on the higher time frame, you are in a long market. When price is below the 50 moving average and the color of the candle is red on the higher timeframe, you are in a short market.
Trend puts a trend cloud on the chart. When green and above the 50 moving average, you can assume the market is long. Look for buys on the smaller time frame. When red and below the 50 moving average, you can assume the market is short on the smaller time frame. You can also draw an average price line through the middle of the consolidation box to tell you the directional bias.
The moving average is set to 50 by default but can be changed. You can also add 2 more moving averages to the chart. (Options: SMA , EMA , SWMA , WMA , VWMA , HMA )
Consolidation on the inputs page allows you to see when the market is consolidating with dots and color change of the candlesticks . Opacity of the dots can be changed under 'Style' (Upper Band Dots/Lower Band Dots) You can assume when the dots are below the candlestick , price is buying; when the dots ae above the candlesticks , price is selling.
't' and 'b' represent tops and bottoms and can help you recognize finding the top and bottom on the daily when doing top down analysis. It can also help you recognize double tops, double bottoms, triple tops, etc.
This indicator is best used on the 1 hr or 4 hr time frame. If you zoom out on the chart, you can notice when the market is consolidating, when the market is in expansion phase, and when the market is trending. When the market is in expansion phase, you may see a lot of 'swing low/swing high' action. When the market is trending, it takes off and doesn't look back.
If you enter on the 5 min and ride the 1 hr trend, that is a great idea. If you enter on the 15 min and ride the 4 hr trend, that is an even better idea.
The TP levels can be changed according to your risk reward ratio.
Volume Contraction and ExpansionA simple indicator that shows volume expansion and contraction of a trend through colorization of the candles. It indicates the underlying volume support of a trend. This indicator might come in handy for any Elliott Wave analyst trying to incorporate volume into his analysis.
Exertion MeterHello traders, today I wanted to present you something special. I present you the Exertion Meter!
Created from scratch, this idea is based on a theory of mine called "Exertion".
Exertion occurs when price moves beyond the previous bar's range thus it has "exerted itself".
The idea is that when price moves a lot, it exerts a lot of energy which eventually leads to calmer motion, usually in the direction price has exerted itself.
Now, when price has exerted itself a lot in a particular direction, it's telling you that it will likely continue in that direction.
Once this happens, it will gradually calm down until price begins the cycle again, exerting itself in either the same or opposite direction.
This theory is similar to the theory of expansion & contraction phases.
This indicator attempts to show you where price has exerted itself by giving you a two lines cross signal.
The default settings are recommended, but experimentation is encouraged to fit your own personal system.
Both settings control the standard deviation line ( aka . Upper Bollinger Band ).
Enjoy, and hit the follow button to get easy access to all my indicators and to follow my latest publications!
Pascal's Market Compression OscillatorThe indicator uses a standardized measure of volume and volatility to visualize the compression state of the market.
- Green: Market is currently compressing
- Red: Market is currently expanding
When the oscillator flips from Green to Red, the market is likely to enter a phase of expansion. This opens a window of opportunity for momentum strategies.
When the oscillator flips from Red to Green, the market is likely to enter a phase of compression. This makes it a favorable regime for mean reversion strategies.
Finally, please note that the indicator is NOT meant for directional analysis. e.g. when the oscillator signals "expansion", that can be up OR down.
Keltner Channels WidthSimilar to bollinger bands width, but for keltner channels, designed to recognize when a move is exhausted and contraction is to be expected.
Would use it as a filter to stay out of any trades if the indicator peaks (red color).
R100 Volatility Combo Bands v1 (*v*)The Volatility Combo Bands are made from 4 separate volatility bands- two Bollinger Bands (10 and 20 period) and two Price Headley Acceleration Bands (10 and 20 period). The Volatility Combo Bands plot the innermost upper and lower points from these bands and then plots a mid-line. By default, only the standard 20 period Bollinger Bands and Combo Bands with mid-line are displayed, but can be configured however you want.
Try it out- see squeezes earlier, ride the bands earlier in trending markets, trade pullbacks to the Combo Bands and mid-line, trade the range of the band or use them to help identify potential support and resistance levels. Hopefully they can add another dimension to identifying volatility contraction patterns or whatever you currently use these things for!
I hope you get some value out of it. Only conditions of use are that if you improve it, let me know and if you publish something that uses it, don't hide the code! Enjoy!
Code for the Price Headley Acceleration Bands pinched and modified from LazyBear - thankyou.
[Marvin] Concentración/Expasión de volatilidadUn interesante indicador que te da los niveles de concentración, debes analizar en gráficos de H4 luego podrás notar que romperá dependiendo de la tendencia en corto o largo, dando en promedio unos 20 a 100 pips.
Deja en tu comentarios que te parece.
Compression Period Tracker (600 Max) [SharkCharts.live]Compression Period Tracker is the companion script to Compression MA to read out the period length that is actually being tracked. It is analogous to Mean Reversion Period Tracker, and makes sense to use in the same indicator window when using the two sets of indicators together on the same chart.
This version caps the maximum period length at 600, an empirically-chosen number based on some testing of Mean Reversion MA to try to avoid picking overly distant targets and which dramatically improves stability. In practice, it should be extraordinarily rare for compression MA to need to track something longer than 600, small TFs notwithstanding.
My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel.
Current pricing and subscription details will be kept up-to-date on SharkCharts.live
Compression MA (600 Max) [acatwithcharts]Compression MA is an experimental indicator which modifies Mean Reversion MA with a twist: it instead tracks the most compressed period on a given timeframe as a target for eventual mean reversion. This is a twist on the logic for trading volatility mean reversions in that here we work from the assumption that a period of compression means that there's volatility overhead that should provide resistance to a breakout. The compression MA should therefore help define range-bound areas and help predict intermediate resistances.
This required some tweaking of Mean Reversion MA rather than just making a modification to enable more features on that script, but much of the logic and settings are similar. I've also added an option on this script to turn off tracking and just give the current most compressed period, if any, which creates an entirely different chart and is great for identifying and defining areas of sideways, strongly range-bound compression, which should be scalpable.
This version caps the maximum period length at 600, an empirically-chosen number based on some testing of Mean Reversion MA to try to avoid picking overly distant targets and which dramatically improves stability. In practice, it should be extraordinarily rare for compression MA to need to track something longer than 600, small TFs notwithstanding.
My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel.
Current pricing and subscription details will be kept up-to-date on SharkCharts.live
[RS]Average Expansion Dynamic Oscillator V0EXPERIMENTAL:
Oscillator Version.
calculation of extremes and price range for averaging movement.
while price is above market is rising, when bellow market is falling. also can discern strength from the gap of the averages.
[RS]Average Expansion Dynamic V0EXPERIMENTAL: calculation of extremes and price range for averaging movement.
while price is above market is rising, when bellow market is falling. also can discern strength from the gap of the averages.
[RS]Moving Average Trend Expansion Analysis V0experimental: analyzing the differences between price closure and multiple moving averages to discern movement and direction of market.
upper signal is the long trend, while the lower signal symbolizes faster movements within the trend.