Rebalancing is a common strategy to reduce risk and achieve a constant portfolio ratio between two tokens. It shifts between two values in order to keep a static ratio between them as their value oscillates.
However what is less known about rebalancing is that it provides a way to remove the noise from a signal, effectively showing us the points where to buy and...
The efficiency ratio (ER) is described by Perry Kaufman in his book, Trading Systems and Methods.
It works by measuring the momentum of the market, that is, the absolute change from the current price to a past price, and divides it by the volatility, which is the sum of the absolute changes of each bar. That makes this a bounded indicator, going from 0 to 100,...
This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow...
The Noise Elimination Technology Indicator was created by John Ehlers (Stocks and Commodities Dec 2020 pg 17) and he created this indicator to be used with his version of RSI but I think it works well with any price data or any indicator really.
I'm trying a new signal system due to a request from @luckyCamel58789 so let me know what you think. I now...
The Enhanced Signal To Noise Ratio was created by John Ehlers (Rocket Science For Traders pgs 87-88) and this is my favorite Ehlers Signal To Noise Ratio indicator. Scalpers like to use this indicator because when it is above the dotted line then the stock is trending and not trading sideways. Buy when the indicator line is green and sell when it is red.
Let me...
The Signal To Noise Ratio was created by John Ehlers (Rocket Science For Traders pgs 81-82) and this indicator is perfect for all of the scalpers out there! This will let you know when the stock is at a high volatility or not and when to buy or sell. If the indicator crosses over the dotted line then that means the stock is volatile and it is trading flat then it...
Introduction
Its holiday time for me, i have been working here a lot. But no leaving before publishing. Telling when market price is smooth or rough is not the easiest task, so today i present a trend metric indicator that allow you to give you this kind of information.
The Indicator
The indicator is in an approximate range of (0,1) with mean x̄ decaying...
![AAPL: Ehlers Noise Elimination Technology [CC]](https://s3.tradingview.com/n/nAg9w6za_mid.png "Ehlers Noise Elimination Technology [CC]")
![AAPL: Ehlers Enhanced Signal To Noise Ratio [CC]](https://s3.tradingview.com/q/qhoxppjx_mid.png "Ehlers Enhanced Signal To Noise Ratio [CC]")
![AAPL: Ehlers Signal To Noise Ratio [CC]](https://s3.tradingview.com/p/PM0Z6giH_mid.png "Ehlers Signal To Noise Ratio [CC]")
![USDJPY: [RESEARCH] Quasi White Noise](https://s3.tradingview.com/u/UWKXaj5O_mid.png "[RESEARCH] Quasi White Noise")
