Indicatore volatilità v5 con segnali------------- INGLESE -------------
This indicator uses an exponential moving average (HMA) of the length specified by the user to calculate market volatility. Volatility is calculated by multiplying the Average True Range (ATR) by the simple moving average (SMA) of the volume.
The code uses colors to display market conditions. If the closing price is above the HMA, the columns turn green. If the closing price is below the HMA, the columns turn red. If volatility is below the SMA of volatility multiplied by the user-specified sideways volatility threshold, the columns turn orange.
In addition, the code uses the Rate of Change (ROC) to generate buy and sell signals. If the ROC is positive and the columns are green, a buy signal is generated and the columns turn black. If the ROC is negative and the columns are red, a sell signal is generated and the columns turn purple.
In summary, this indicator uses colors to display market conditions and help the user enter and exit the market based on volatility.
If you like this indicator give me a boost and leave a comment!! Thank you!
------------- ITALIANO -------------
Questo indicatore utilizza una media mobile esponenziale (HMA) della lunghezza specificata dall’utente per calcolare la volatilità del mercato. La volatilità viene calcolata moltiplicando l’Average True Range (ATR) per la media mobile semplice (SMA) del volume.
Il codice utilizza i colori per visualizzare le condizioni di mercato. Se il prezzo di chiusura è superiore all’HMA, le colonne diventano verdi. Se il prezzo di chiusura è inferiore all’HMA, le colonne diventano rosse. Se la volatilità è inferiore alla SMA della volatilità moltiplicata per la soglia di volatilità laterale specificata dall’utente, le colonne diventano arancioni.
Inoltre, il codice utilizza il Rate of Change (ROC) per generare segnali di acquisto e vendita. Se il ROC è positivo e le colonne sono verdi, viene generato un segnale di acquisto e le colonne diventano nere. Se il ROC è negativo e le colonne sono rosse, viene generato un segnale di vendita e le colonne diventano viola.
In sintesi, questo indicatore utilizza i colori per visualizzare le condizioni di mercato e aiutare l’utente a entrare e uscire dal mercato in base alla volatilità.
Se ti piace questo indicatore mettimi un boost e lascia un commento!! Grazie!
ROC
RSI-ROC Momentum AlertThis is the RSI-ROC Momentum Alert trading indicator, designed to help traders identify potential buy and sell signals based on the momentum of price movements.
The indicator is based on two technical indicators: the Rate of Change (ROC) and the Relative Strength Index (RSI). The ROC measures the speed of price changes over a given period, while the RSI measures the strength of price movements. By combining these two indicators, this trading indicator aims to provide a comprehensive view of the market momentum.
An RSI below its oversold level, which shows as a green background, in addition to a ROC crossing above its moving average (turns green) signals a buying opportunity.
An RSI above its overbought level, which shows as a red background, in addition to a ROC crossing below its moving average (turns red) signals a selling opportunity.
Traders can use this indicator to identify potential momentum shifts and adjust their trading strategies accordingly.
The ROC component of the indicator uses a user-defined length parameter to calculate the ROC and a simple moving average (SMA) of the ROC. The color of the ROC line changes to green when it is above the ROC SMA and to red when it is below the ROC SMA. The ROC SMA color changes whether it's above or below a value of 0.
The RSI component of the indicator uses a user-defined length parameter to calculate the RSI, and user-defined RSI Low and RSI High values to identify potential buy and sell signals. When the RSI falls below the RSI Low value, a green background color is applied to the chart to indicate a potential buy signal. Conversely, when the RSI rises above the RSI High value, a red background color is applied to the chart to indicate a potential sell signal.
This indicator is intended to be used on any time frame and any asset, and can be customized at will.
Consensus Oscillator with ADX (LeafAlgo)This indicator creates a normalized consensus from a set of other indicators -- Chande Momentum Oscillator (CMO), Detrended Price Oscillator (DPO), Momentum (MOM), Rate of Change (RoC), Relative Strength Index (RSI), the True Strength Index (TSI) Value line, Volume Oscillator, and a normalized Z-score.
The consensus is created by giving ranged values to each individual indicator. These individual values are added together, then put through a normalization function to create a 0-100 range. The scoring for each indicator is as follows:
CMO:
- If chandeMO <= -50, then the score is valued at -2
- If chandeMO > -50 and chandeMO <= -25, then the score is valued at -1
- If chandeMO > -25 and chandeMO < 25, then the score is valued at 0
- If chandeMO >= 25 and chandeMO < 50, then the score is valued at 1
- If chandeMO >= 50, then the score is valued at 2
DPO:
- If dpo <= -0.005, then the score is valued at -2
- If dpo > -0.005 and dpo <= -0.0025, then the score is valued at -1
- If dpo > -0.0025 and dpo < 0.0025, then the score is valued at 0
- If dpo >= 0.0025 and dpo < 0.005, then the score is valued at 1
- If dpo >= 0.005, then the score is valued at 2
MOM:
- If mom <= -0.05, then the score is valued at -2
- If mom > -0.05 and mom <= -0.025, then the score is valued at -1
- If mom > -0.025 and mom < 0.025, then the score is valued at 0
- If mom >= 0.025 and mom < 0.05, then the score is valued at 1
- If mom >= 0.05, then the score is valued at 2
ROC:
- If roc <= -20, then the score is valued at -2
- If roc > -20 and roc <= -10, then the score is valued at -1
- If roc > -10 and roc < 10, then the score is valued at 0
- If roc >= 10 and roc < 20, then the score is valued at 1
- If roc >= 20, then the score is valued at 2
RSI:
- If rsi <= 20, then the score is valued at -2
- If rsi > 20 and rsi <= 40, then the score is valued at -1
- If rsi > 40 and rsi < 60, then the score is valued at 0
- If rsi >= 60 and rsi < 80, then the score is valued at 1
- If rsi >= 80, then the score is valued at 2
TSI Value:
- If tsi <= -20, then the score is valued at -2
- If tsi > -20 and tsi <= -10, then the score is valued at -1
- If tsi > -10 and tsi < 10, then the score is valued at 0
- If tsi >= 10 and tsi < 20, then the score is valued at 1
- If tsi >= 20, then the score is valued at 2
Volume Oscillator:
- If vo <= -20, then the score is valued at -2
- If vo > -20 and vo <= -10, then the score is valued at -1
- If vo > -10 and vo < 10, then the score is valued at 0
- If vo >= 10 and vo < 20, then the score is valued at 1
- If vo >= 20, then the score is valued at 2
Normalized (-1 to +1) Z-Score:
- If z_n <= -0.5, then the score is valued at -2
- If z_n > -0.5 and z_n <= -0.25, then the score is valued at -1
- If z_n > -0.25 and z_n < 0.25, then the score is valued at 0
- If z_n >= 0.25 and z_n < 0.5, then the score is valued at 1
- If z_n >= 0.5, then the score is valued at 2
The consensus line is colored depending on the closing value of the line. The color is shown as lime if above 70, a darker green between 55 and 70, yellow between 45 and 55, orange between 30 and 45, and red below 30.
Additionally, there is a normalized ADX line added into the indicator to give further confirmation to trend strength. The normalized ADX line is shown as green if above 40, yellow between 40 and 20, and red below 20.
Horizontal lines have been added at 20/30 and 50/60 as semi-important levels to watch.
Typical Price Difference - TPD © with reversal zones and signalsv1.0 NOTE: The maths have been tested only for BTC and weekly time frame.
This is a concept that I came through after long long hours of VWAP trading and scalping.
The idea is pretty simple:
1) Typical Price is calculated by (h+l+c) / 3. If we take this price and adjust it to volume we get the VWAP value. The difference between this value and the close value, i call it " Typical Price Difference - TPD ".
2) We get the Historical Volatility as calculated by TradingView script and we add it up to TPD and divide it by two (average). This is what I call " The Source - TS ".
3) We apply the CCI formula to TS .
4) We calculate the Rate of Change (roc) of the CCI formula.
5) We apply the VIX FIX of Larry Williams (script used is from ChrisMoody - CM_Williams_Vix_Fix Finds Market Bottoms) *brilliant script!!!
How to use it:
a) When the (3) is over the TPD we have a bullish bias (green area). When it's under we have a bearish bias (red area).
b) If the (1) value goes over or under a certain value (CAUTION!!! it varies in different assets or timeframes) we get a Reversal Zone (RZ). Red/Green background.
c) If we are in a RZ and the VIX FIX gives a strong value (look for green bars in histogram) and roc (4) goes in the opposite direction, we get a reversal signal that works for the next week(s).
I applied this to BTC on a weekly time frame and after some corrections, it gives pretty good reversal zones and signals. Especially bottoms. Also look for divergences in the zones/signals.
As I said I have tested and confirmed it only on BTC/weekly. I need more time with the maths and pine to automatically adjust it to other time frames. You can play with it in different assets or time frames to find best settings by hand.
Feel free to share your thoughts or ideas on this.
P.S. I realy realy realy try to remember when or how or why I came up with the idea to combine typical price with historical volatility and CCI. I can't! It doesn't make any sense LOL
ROC (Rate of Change) Refurbished▮ Introduction
The Rate of Change indicator (ROC) is a momentum oscillator.
It was first introduced in the early 1970s by the American technical analyst Welles Wilder.
It calculates the percentage change in price between periods.
ROC takes the current price and compares it to a price 'n' periods (user defined) ago.
The calculated value is then plotted and fluctuates above and below a Zero Line.
A technical analyst may use ROC for:
- trend identification;
- identifying overbought and oversold conditions.
Even though ROC is an oscillator, it is not bounded to a set range.
The reason for this is that there is no limit to how far a security can advance in price but of course there is a limit to how far it can decline.
If price goes to $0, then it obviously will not decline any further.
Because of this, ROC can sometimes appear to be unbalanced.
(TradingView)
▮ Improvements
The following features were added:
1. Eight moving averages for the indicator;
2. Dynamic Zones;
3. Rules for coloring bars/candles.
▮ Motivation
Averages have been added to improve trend identification.
For finer tuning, you can choose the type of averages.
You can hide them if you don't need them.
The Dynamic Zones has been added to make it easier to identify overbought/oversold regions.
Unlike other oscillators like the RSI for example, the ROC does not have a predetermined range of oscillations.
Therefore, a fixed line that defines an overbought/oversold range becomes unfeasible.
It is in this matter that the Dynamic Zone helps.
It dynamically adjusts as the indicator oscillates.
▮ About Dynamic Zones
'Most indicators use a fixed zone for buy and sell signals.
Here's a concept based on zones that are responsive to the past levels of the indicator.'
The concept of Dynamic Zones was described by Leo Zamansky (Ph.D.) and David Stendahl, in the magazine of Stocks & Commodities V15:7 (306-310).
Basically, a statistical calculation is made to define the extreme levels, delimiting a possible overbought/oversold region.
Given user-defined probabilities, the percentile is calculated using the method of Nearest Rank.
It is calculated by taking the difference between the data point and the number of data points below it, then dividing by the total number of data points in the set.
The result is expressed as a percentage.
This provides a measure of how a particular value compares to other values in a data set, identifying outliers or values that are significantly higher or lower than the rest of the data.
▮ Thanks and Credits
- TradingView: for ROC and Moving Averages
- allanster: for Dynamic Zones
Oscillator ExtremesThe Oscillator Extremes indicator plots the normalized positioning of the selected oscillator versus the Bollinger Bands' upper and lower boundaries. Currently, this indicator has four different oscillators to choose from; RSI, CMO, CCI, and ROC.
When the oscillator pushes towards one extreme, it will bring the value of the prevailing line closer to zero. If the bullish or bearish line crosses the zero line, the oscillator is past the extreme of the Bollinger Band.
Example: If the RSI crosses over the upper boundary of the Bollinger, the bullish(green) line will cross under the zero line.
Crossovers of the bullish and bearish lines can indicate a shift in momentum and are a signal. Where the line crossing under, towards zero, is the prevailing trend. The plotted lines will highlight green(bullish) or red(bearish) to show the prevailing trend. This is similar to a DI+- crossover that is commonly associated with the ADX.
We have included an optional normalized ADX to help validate signals. The ADX will change color based on the slope of the ADX. Purple indicates a positive slope and white for a negative slope.
Rate of Change Candle Standardized (ROCCS)ROCCS is a standardized rate of change oscillator with "error bars". Rate of change helps traders gauge momentum in a market by comparing the current price with the price "n" periods ago. What makes this special is you get to see the momentum of the momentum via the candle view. The candle transformation utilizes a moving average to smooth the signal however this is only used for the close price. The high and low prices are not smoothed. The moving average has an adjustable period, and so does the standardization.
I hope you can find great use in this upgraded roc indicator.
Adaptive Fisherized ROCIntroduction
Hello community, here I applied the Inverse Fisher Transform, Ehlers dominant cycle determination and smoothing methods on a simple Rate of Change (ROC) indicator
You have a lot of options to adjust the indicator.
Usage
The rate of change is most often used to measure the change in a security's price over time.
That's why it is a momentum indicator.
When it is positive, prices are accelerating upward; when negative, downward.
It is useable on every timeframe and could be a potential filter for you your trading system.
IMO it could help you to confirm entries or find exits (e.g. you have a long open, roc goes negative, you exit).
If you use a trend-following strategy, you could maybe look out for red zones in an in uptrend or green zones in a downtrend to confirm your entry on a pullback.
Signals
ROC above 0 => confirms bullish trend
ROC below 0 => confirms bearish trend
ROC hovers near 0 => price is consolidating
Enjoy! 🚀
LibIndicadoresUteisLibrary "LibIndicadoresUteis"
Collection of useful indicators. This collection does not do any type of plotting on the graph, as the methods implemented can and should be used to get the return of mathematical formulas, in a way that speeds up the development of new scripts. The current version contains methods for stochastic return, slow stochastic, IFR, leverage calculation for B3 futures market, leverage calculation for B3 stock market, bollinger bands and the range of change.
estocastico(PeriodoEstocastico)
Returns the value of stochastic
Parameters:
PeriodoEstocastico : Period for calculation basis
Returns: Float with the stochastic value of the period
estocasticoLento(PeriodoEstocastico, PeriodoMedia)
Returns the value of slow stochastic
Parameters:
PeriodoEstocastico : Stochastic period for calculation basis
PeriodoMedia : Average period for calculation basis
Returns: Float with the value of the slow stochastic of the period
ifrInvenenado(PeriodoIFR, OrigemIFR)
Returns the value of the RSI/IFR Poisoned of Guima
Parameters:
PeriodoIFR : RSI/IFR period for calculation basis
OrigemIFR : Source of RSI/IFR for calculation basis
Returns: Float with the RSI/IFR value for the period
calculoAlavancagemFuturos(margem, alavancagemMaxima)
Returns the number of contracts to work based on margin
Parameters:
margem : Margin for contract unit
alavancagemMaxima : Maximum number of contracts to work
Returns: Integer with the number of contracts suggested for trading
calculoAlavancagemAcoes(alavancagemMaxima)
Returns the number of batches to work based on the margin
Parameters:
alavancagemMaxima : Maximum number of batches to work
Returns: Integer with the amount of lots suggested for trading
bandasBollinger(periodoBB, origemBB, desvioPadrao)
Returns the value of bollinger bands
Parameters:
periodoBB : Period of bollinger bands for calculation basis
origemBB : Origin of bollinger bands for calculation basis
desvioPadrao : Standard Deviation of bollinger bands for calculation basis
Returns: Two-position array with upper and lower band values respectively
theRoc(periodoROC, origemROC)
Returns the value of Rate Of Change
Parameters:
periodoROC : Period for calculation basis
origemROC : Source of calculation basis
Returns: Float with the value of Rate Of Change
Clutter Fitler [Loxx]Clutter Fitler is a simple indicator to demonstrate a clutter filter. The purpose of this technique is to filter useless noise.
What is a Clutter Filter?
For our purposes here, this is a filter that compares the slope of the trading filter output to a threshold to determine whether to shift trends. If the slope is up but the slope doesn't exceed the threshold, then the color is gray and this indicates a chop zone. If the slope is down but the slope doesn't exceed the threshold, then the color is gray and this indicates a chop zone. Alternatively if either up or down slope exceeds the threshold then the trend turns green for up and red for down. Fro demonstration purposes, an EMA is used as the moving average. This filtering technique will be used for future indicators.
Included
Bar coloring
HMA Slope Variation [Loxx]HMA Slope Variation is an indicator that uses HMA moving average to calculate a slope that is then weighted to derive a signal.
The center line
The center line changes color depending on the value of the:
Slope
Signal line
Threshold
If the value is above a signal line (it is not visible on the chart) and the threshold is greater than the required, then the main trend becomes up. And reversed for the trend down.
Colors and style of the histogram
The colors and style of the histogram will be drawn if the value is at the right side, if the above described trend "agrees" with the value (above is green or below zero is red) and if the High is higher than the previous High or Low is lower than the previous low, then the according type of histogram is drawn.
What is the Hull Moving Average?
The Hull Moving Average ( HMA ) attempts to minimize the lag of a traditional moving average while retaining the smoothness of the moving average line. Developed by Alan Hull in 2005, this indicator makes use of weighted moving averages to prioritize more recent values and greatly reduce lag.
Included
Alets
Signals
Bar coloring
Loxx's Expanded Source Types
Multi HMA Slopes [Loxx]Multi HMA Slopes is an indicator that checks slopes of 5 (different period) Hull Moving Averages and adds them up to show overall trend. To us this, check for color changes from red to green where there is no red if green is larger than red and there is no red when red is larger than green. When red and green both show up, its a sign of chop.
What is the Hull Moving Average?
The Hull Moving Average (HMA) attempts to minimize the lag of a traditional moving average while retaining the smoothness of the moving average line. Developed by Alan Hull in 2005, this indicator makes use of weighted moving averages to prioritize more recent values and greatly reduce lag.
Included
Signals: long, short, continuation long, continuation short.
Alerts
Bar coloring
Loxx's expanded source types
MomentumThis indicator will give you the momentum readings (rate of change) for five lookback periods (15m, 60m, 4hr, 24hr, 48hr).
This is useful when backtesting or retroactively logging the readings into your trade journal (there is no way to roll back the Forex Factory momentum screener that I know of).
There are lines drawing in the background which are set to 100% transparency by default, so don't be puzzled when you occasionally see the bubbles for the line plots being highlighted on your chart.
Message me with any questions or suggestions.
ROC PercentileRate Of Change Percentile calculates the current ROC (user defined length) as a percentile rank.
We use 2 separate arrays, one for all positive ROC values and one for all negative values within a defined lookback period. Then the current ROC value is compared to those arrays to find it's percentile ranking.
For example, a ranking of 75 means the ROC is in the 75th percentile of all POSITIVE ROC values over the lookback period.
A ranking of -80 is in the 80th percentile of all NEGATIVE ROC values over the lookback period.
Most ROC scripts use raw ROC values (or smoothed or otherwise altered), or have stochastic formula applied to them, I've not seen one that displays ROC as percentile ranking of previous positive/negative values.
What is the advantage?
Raw ROC data only gives half the picture. What we want to do is compare the ROC to previous ROC values, to give a sense of scale. Raw ROC values don't give you that context and you can only compare visually, usually limited to the number of bars you can see on your screen.
Using a percentile ranking gives us the context of current Rate of Change relative to the previous Rate of Change over a large lookback period, and not just visually but mathematically.
Why not using a long stochastic ROC? The problem with stochastics in general is that an outlier data point can ruin the data for the rest of the lookback period.
For example, imagine a huge outlier 8% ROC. The 2nd largest ROC is 4% and the 3rd largest is 2%, with all other values below this.
In this example, a stochastic ROC would display the 8% outlier as 100, the 4% as 50, the 2% as 25 and all other data would be squeezed down between 0-25.
Additionally, a value of 60 may have vastly different meaning depending on whether the lookback period contains a large outlier or not.
With a percentile ranking, that 8% outlier would still have a value of 100. But the 4% and 2% would be 99 and 98 respectively (this assumes 100 data points in the series, in reality values will usually be decimals).
This effectively flattens the curve and gives a more consistent and dependable experience, allowing you to more accurately assess the relative importance of the current ROC.
The line of circles is set at the 50 and -50 values for quick comparison.
Values > 50 represent ROC greater than 50% of previous positive ROC values.
Values < -50 represent ROC greater than 50% of previous negative ROC values.
Percent Rank (ValueRay)The Percent Rank is naturally quite choppy. I therefor placed an EMA(3) over it and make the origin Percent Rank only slightly visible. I also add some boundaries.
Note that the EMA of the Percent Rank looks quite similiar to the Connors RSI.
Use it as the RSI.
Rate Of Change ATRThis is a very basic, but powerful script.
It gives you the ratio between the rate of change of the last x days and the average true range of the last y days.
---> ROC-ATR Ratio = ROC/ATR
Therefore, you can see how much the price has moved relative to the prices in the past.
This is important because (in my opinion) the basic ROC indicator is not very meaningful if you don't look at the average volatility of recent history.
For example, a ROC of 5% over the last 3 days might be very high for Forex but very small for some crypto.
Consequently, this indicator makes it possible to compare (and be used on) every instrument in every industry the same way.
Generally speaking, it makes more sense if the ATR length is larger than the ROC length.
Roc Mean Reversion (ValueRay)This Indicator shows the Absolute Rate of Change in correlation to its Moving Average.
Values over 3 (gray dotted line) can savely be considered as a breakout; values over 4.5 got a high mean-reverting chance (red dotted line).
This Indicator can be used in all timeframes, however, i recommend to use it <30m, when you want search for meaningful Mean-Reverting Signals.
Please like, share and subscribe. With your love, im encouraged to write and publish more Indicators.
% Divergence of RSIA simple script that plots the difference between the %ROC of price vs the %ROC of RSI, AKA the % of divergence. A simple way to analyze how strong a potential divergence is. Top reversals are above 0, bottom reversals are below. A value of 0 means price and RSI are changing by the same % value. So, if oscillator is moving up as price moves up, it means divergence is increasing. If oscillator moves down as price moves up, it means divergence is decreasing.
Combo Backtest 123 Reversal & RSI based on ROC 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 Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This is the new-age indicator which is version of RSI calculated upon
the Rate-of-change indicator.
The name "Relative Strength Index" is slightly misleading as the RSI
does not compare the relative strength of two securities, but rather
the internal strength of a single security. A more appropriate name
might be "Internal Strength Index." Relative strength charts that compare
two market indices, which are often referred to as Comparative Relative Strength.
And in its turn, the Rate-of-Change ("ROC") indicator displays the difference
between the current price and the price x-time periods ago. The difference can
be displayed in either points or as a percentage. The Momentum indicator displays
the same information, but expresses it as a ratio.
WARNING:
- For purpose educate only
- This script to change bars colors.
ROC Between SymbolsThis script is a simple Rate Of Change (ROC) closing price comparison between a "compare" symbol and a "base" symbol over a user-specified period (maximum 200).
When the ROC is greater than zero, >0 (positive), the compare symbol is increasing faster than the base symbol -- the compare symbol has positive comparative momentum. Of course, your compare symbol could be flat and your base symbol could be decreasing, but math-wise these scenarios are equivalent and the compare symbol has positive comparative momentum.
When the ROC is less than zero, <0 (negative), the compare symbol has negative comparative momentum. Again, the base symbol could be increasing and the compare symbol could be flat, but math-wise this is the same scenario and the compare symbol has negative comparative momentum.
This ROC comparison tactic was documented and described on YouTube channel "Figuring Out Money" in an interesting study between Bitcoin and Gold prices on a weekly timeframe.
Rate Of Change Bands [CC]The Rate Of Change Bands were created by Vitali Apirine (Stocks and Commodities March 2021 pg 14) and this indicator is a great method to not only check the momentum but also check the trend strength as well. I have color coded the lines so buy when the line turns green and sell when it turns red.
Let me know if there are any other indicators you want me to publish!
[Lixx] MESA(EMA/SMA) and ROC(ROC/MESA) Take Profit TriggersThis script uses the MESA EMA and SMA as well as the ROC/MESA cross to help find the take profit areas when trading divergences using market cipher or wavetrend. It is inspired by jordanfungs MESA indicator, however this one is different because it is not lagging in the signals.
Hope you enjoy it, and make sure to backtest any strategy before you use it.
