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PFE (Polarized Fractal Efficiency) Backtest The Polarized Fractal Efficiency (PFE) indicator measures the efficiency of price movements by drawing on concepts from fractal geometry and chaos theory. The more linear and efficient the price movement, the shorter the distance the prices must travel between two points and thus the more efficient the price movement. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
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Percentage Volume Oscillator (PVO) Backtest The Percentage Volume Oscillator (PVO) is a momentum oscillator for volume. PVO measures the difference between two volume-based moving averages as a percentage of the larger moving average. As with MACD and the Percentage Price Oscillator (PPO), it is shown with a signal line, a histogram and a centerline. PVO is positive when the shorter volume EMA is above the longer volume EMA and negative when the shorter volume EMA is below. This indicator can be used to define the ups and downs for volume, which can then be use to confirm or refute other signals. Typically, a breakout or support break is validated when PVO is rising or positive. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
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Laguerre-based RSI Backtest This is RSI indicator which is more sesitive to price changes. It is based upon a modern math tool - Laguerre transform filter. With help of Laguerre filter one becomes able to create superior indicators using very short data lengths as well. The use of shorter data lengths means you can make the indicators more responsive to changes in the price. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
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Klinger Volume Oscillator (KVO) Backtest The Klinger Oscillator (KO) was developed by Stephen J. Klinger. Learning from prior research on volume by such well-known technicians as Joseph Granville, Larry Williams, and Marc Chaikin, Mr. Klinger set out to develop a volume-based indicator to help in both short- and long-term analysis. The KO was developed with two seemingly opposite goals in mind: to be sensitive enough to signal short-term tops and bottoms, yet accurate enough to reflect the long-term flow of money into and out of a security. The KO is based on the following tenets: Price range (i.e. High - Low) is a measure of movement and volume is the force behind the movement. The sum of High + Low + Close defines a trend. Accumulation occurs when today's sum is greater than the previous day's. Conversely, distribution occurs when today's sum is less than the previous day's. When the sums are equal, the existing trend is maintained. Volume produces continuous intra-day changes in price reflecting buying and selling pressure. The KO quantifies the difference between the number of shares being accumulated and distributed each day as "volume force". A strong, rising volume force should accompany an uptrend and then gradually contract over time during the latter stages of the uptrend and the early stages of the following downtrend. This should be followed by a rising volume force reflecting some accumulation before a bottom develops. You can change long to short in the Input Settings Please, use it only for learning or paper trading.
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3
Volatility Finite Volume Elements Backtest This version has an important enhancement to the previous one that`s especially useful with intraday minute charts. Due to the volatility had not been taken into account to avoid the extra complication in the formula, the previous formula has some drawbacks: The main drawback is that the constant cutoff coefficient will overestimate price changes in minute charts and underestimate corresponding changes in weekly or monthly charts. And now the indicator uses adaptive cutoff coefficient which will adjust to all time frames automatically. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
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Arms Index (TRIN) Backtest The Arms index (TRIN) is a technical analysis indicator that compares advancing and declining stock issues and trading volume as an indicator of overall market sentiment. It measures the relationship between market supply and demand and is used as a predictor of future price movements in the market, primarily on an intraday basis. The Arms index seeks to provide a more dynamic explanation of overall movements in the composite value of stock exchanges, such as the NYSE or NASDAQ, by analyzing the strength and breadth of these movements. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
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3
Advance-Decline Volume Percent Backtest Advance-Decline Volume Percent (AD Volume Percent) is a breadth indicator that measures the percentage of Net Advancing Volume for a particular group of stocks, such as an index or ETF. Net Advancing Volume equals the volume of advances less the volume of declines. AD Volume Percent equals Net Advancing Volume divided by total volume for the group. AD Volume Percent fluctuates between -100% and +100%. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading
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Accelerator Oscillator (AC) Backtest The Accelerator Oscillator has been developed by Bill Williams as the development of the Awesome Oscillator. It represents the difference between the Awesome Oscillator and the 5-period moving average, and as such it shows the speed of change of the Awesome Oscillator, which can be useful to find trend reversals before the Awesome Oscillator does. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading
Strategia Pine Script®
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Absolute Price Oscillator (APO) Backtest The Absolute Price Oscillator displays the difference between two exponential moving averages of a security's price and is expressed as an absolute value. How this indicator works APO crossing above zero is considered bullish, while crossing below zero is bearish. A positive indicator value indicates an upward movement, while negative readings signal a downward trend. Divergences form when a new high or low in price is not confirmed by the Absolute Price Oscillator (APO). A bullish divergence forms when price make a lower low, but the APO forms a higher low. This indicates less downward momentum that could foreshadow a bullish reversal. A bearish divergence forms when price makes a higher high, but the APO forms a lower high. This shows less upward momentum that could foreshadow a bearish reversal. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
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3
Dynamo Strategy Backtest In July 1996 Futures magazine, E. Marshall Wall introduces the Dynamic Momentum Oscillator (Dynamo). Please refer to this article for interpretation. The Dynamo oscillator is a normalizing function which adjusts the values of a standard oscillator for trendiness by taking the difference between the value of the oscillator and a moving average of the oscillator and then subtracting that value from the oscillator midpoint. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading
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2
Detrended Price Oscillator Strategy Backtest The Detrend Price Osc indicator is similar to a moving average, in that it filters out trends in prices to more easily identify cycles. The indicator is an attempt to define cycles in a trend by drawing a moving average as a horizontal straight line and placing prices along the line according to their relation to a moving average. It provides a means of identifying underlying cycles not apparent when the moving average is viewed within a price chart. Cycles of a longer duration than the Length (number of bars used to calculate the Detrend Price Osc) are effectively filtered or removed by the oscillator. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
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D_Three Ten Osc Strategy Backtest This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
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4
D_ELI (Ehlers Leading Indicator) Strategy Backtest This Indicator plots a single Daily DSP (Detrended Synthetic Price) and a Daily ELI (Ehlers Leading Indicator) using intraday data. Detrended Synthetic Price is a function that is in phase with the dominant cycle of real price data. This one is computed by subtracting a 3 pole Butterworth filter from a 2 Pole Butterworth filter. Ehlers Leading Indicator gives an advanced indication of a cyclic turning point. It is computed by subtracting the simple moving average of the detrended synthetic price from the detrended synthetic price. Buy and Sell signals arise when the ELI indicator crosses over or under the detrended synthetic price. See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading
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9
D_DSP (Detrended Synthetic Price) Strategy 2 Backtest Detrended Synthetic Price is a function that is in phase with the dominant cycle of real price data. This DSP is computed by subtracting a half-cycle exponential moving average (EMA) from the quarter cycle exponential moving average. See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
Strategia Pine Script®
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10
Confluence Strategy Backtest This is modified version of Dale Legan's "Confluence" indicator written by Gary Fritz. ================================================================ Here is Gary`s commentary: Since the Confluence indicator returned several "states" (bull, bear, grey, and zero), he modified the return value a bit: -9 to -1 = Bearish -0.9 to 0.9 = "grey" (and zero) 1 to 9 = Bullish The "grey" range corresponds to the "grey" values plotted by Dale's indicator, but they're divided by 10. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
Strategia Pine Script®
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