Rate Of Change - Weekly SignalsRate of Change - Weekly Signals
This indicator gives a potential "buy signal" using Rate of Change of SPX and VIX together,
using the following criteria:
SPX Weekly ROC(10) has been BELOW -9 and now rises ABOVE -5
*PLUS*
VIX Weekly ROC(10) has been ABOVE +80 and now falls BELOW +10
The background will turn RED when ROC(SPX) is below -9 and ROC(VIX) is above +80.
The background will turn GREEN when ROC(SPX) is above -5 and ROC(VIX) is below +10.
So the potential "buy signal" is when you start to get GREEN BARS AFTER RED - usually with
some white/empty bars in between...but wait for the green. This indicates that the volatility
has settled down, and the market is starting to turn up.
This indicator gives excellent entry points, but be careful of the occasional false signals.
See Nov. 2001 and Nov. 2008, in both cases the market dropped another 25-30% before the final
bottom was formed. Always have an exit strategy, especially when buying in after a downtrend.
How I use this indicator, pretty much as shown in the preview. Weekly SPX as the main chart with
some medium/long moving averages to identify the trend, VIX added as a "Compare Symbol" in red,
and then the Weekly ROC signals below.
For the ROC graphs, you can show SPX+VIX together, SPX alone, or VIX alone. I prefer to display
them separately because they don't scale well together (VIX crowds out the SPX when it spikes).
Background color is still based on both SPX/VIX together, regardless of which graph is shown.
Note that there is no VIX data available on Trading View prior to 1990, so for those dates the
formula is using only ROC(SPX) and the assigned thresholds (-9 and -5, or whatever you choose).
Cerca negli script per "change"
COVID-19: Daily change per capita (EU only)New confirmed cases per day (daily change) is one thing, just an absolute value but when we put this number in context of population (per million people) of each country the situation is a bit different.
We can easily see that, at the moment (Apr 2nd, 2020), the most affected country is Spain (~150 new cases per million people per day) and surprisingly the second one is Switzerland (CH). We can also see Spain or Belgium's steep curve relative to other countries.
I know that some countries run more tests than the others and the outcome might not be reflect the reality but this is the official data that is available.
Price Change Rate by Pivot Points - DynamicHi Everyone
Usually I need Price Change info and I believe most of you need this info too. I want to see how it increased/decreased. I automate this by using Pivot Points.
it works dynamically and it uses Pivot Highs and Pivot Lows accordingly. That means it calculates which one to use.
Please watch following video:
Enjoy!
Percent Change MtFThis plots the selected resolution's percent change from open to close. Easy way to check the previous period's range with less noise. Note the latest period is calculating on a bar that hasn't closed so it won't update unless you refresh/change timeframes to prevent incorrect reporting.
LEAN ChangeLEAN = Difference between %K and %D values of stochastic
Change in LEAN is plotted over the bar as a "Circle"
RED Circle => LEAN is decreased from previous value
GREEN Circle => LEAN is increased from previous value
Value of LEAN can be viewed at data window.
Decaying Rate of Change Non Linear FilterThis is a potential solution to dealing with the inherent lag in most filters especially with instruments such as BTC and the effects of long periods of low volatility followed by massive volatility spikes as well as whipsaws/barts etc.
We can try and solve these issues in a number of ways, adaptive lengths, dynamic weighting etc. This filter uses a non linear weighting combined with an exponential decay rate.
With the non linear weighting the filter can become very responsive to sudden volatility spikes. We can use a short length absolute rate of change as a method to improve weighting of relative high volatility.
c1 = abs(close - close ) / close
Which gives us a fairly simple filter :
filter = sum(c1 * close,periods) / sum(c1,periods)
At this point if we want to control the relative magnitude of the ROC coefficients we can do so by raising it to a power.
c2 = pow(c1, x)
Where x approaches zero the coefficient approaches 1 or a linear filter. At x = 1 we have an unmodified coefficient and higher values increase the relative magnitude of the response. As an extreme example with x = 10 we effectively isolate the highest ROC candle within the window (which has some novel support resistance horizontals as those closes are often important). This controls the degree of responsiveness, so we can magnify the responsiveness, but with the trade off of overshoot/persistence.
So now we have the problem whereby that a highly weighted data point from a high volatility event persists within the filter window. And to a possibly extreme degree, if a reversal occurs we get a potentially large "overshoot" and in a way actually induced a large amount of lag for future price action.
This filter compensates for this effect by exponentially decaying the abs(ROC) coefficient over time, so as a high volatility event passes through the filter window it receives exponentially less weighting allowing more recent prices to receive a higher relative weighting than they would have.
c3 = c2 * pow(1 - percent_decay, periods_back)
This is somewhat similar to an EMA, however with an EMA being recursive that event will persist forever (to some degree) in the calculation. Here we are using a fixed window, so once the event is behind the window it's completely removed from the calculation
I've added Ehler's Super Smoother as an optional smoothing function as some highly non linear settings benefit from smoothing. I can't remember where I got the original SS code snippet, so if you recognize it as yours msg me and I'll link you here.
Multiple Rate Of ChangeConvergence of Multiple period Rates of Change near the Zero line shows contraction in volatility.
Soon we can expect expansion in volatility.
Ideal strategy would be to buy ATM Straddles when different period ROCs converge near Zero line.
(Also check implied volatility of options before going for this strategy)
RVol & RoC - Relative Volume & Rate of Change by haciyatmazRelative Volume ( RVol ) is a critical measure of volume flows. It measures current volume in relation to the "usual" volume for this time of the day.
Rate of Change ( RoC ) is a momentum-based technical indicator that measures the percentage change in price between the current price and the price a certain number of periods ago.
Rate of Change w/ Moving AverageThis is a small spin on the Rate of Change (ROC) indicator where I overlay a simple moving average of the indicator over the prior days.
[RESEARCH] MomentumHello traders and developers!
I compared different techniques to get momentum of the series.
The 4 samples are:
1) Raw difference between price and price some bars ago
2) Built-in "change" function
3) Built-in "mom" function
4) Jedi's momentum - difference between current and previous SMA multiplied by it's period
All results are identical.
So, we have two built-in functions that do the same thing: "change" and "mom". For brevity it is better to use "mom" when you need to get momentum of the series.
Good luck!
interval change/ period change/ standard deviation ($)Calculates the following in nominal terms, not in percentages.
Percent Change in Candle from Open to CloseThis gives a quick method of viewing the percentage or actual numerical change in a candle, from open to close, in any time period (this is not max and min on the period, just open and close). Currently, as far as I can see, this function doesn't exist on Tradingview.
I use this as a numerical sign of vigour in a trend and hence it acts as one filter for me on the decision to enter a position. e.g. a rise of 5% is more vigorous than 2%. I might use a filter of no entry if < 2% on the candle in the time period of interest.
Chart Theme - Change Bar and Background Colors using HEX #sAdds aesthetic ability to charts by allowing the trader to change the color of the bars, background, and plots using HEX colors, rather than TradingView's limited color selector box. This makes for easy application of color palettes to charts. The color palettes can be saved as indicators and applied quickly, as desired.
Kozlod - Heikin-Ashi Bar Color Change StrategyYou can use this script to backtest Heikin-Ashi bar color change strategy.
You have to apply this script to usual candles and not Heikin-Ashi!!!
Background color indicates HA bar color. On change you'll see green/red arrows and alert will be fired.
Also you can find in the code calculations of all HA OHLC values.
Cumulative Price Change %Tracking cumulative percentage change in price for each candle over a period.
Crypto Market Change in BTC [Fingers]Crypto Market Change provides an indication of whether the value of a basket of 19 coins traded in BTC on Binance (as of July 12, 2018) are headed up or down. A simple moving average of the percentage change in BTC price for each coin is calculated. The moving averages are then summed and displayed. A measure of price volatility is indicated by standard deviation bands. Period, moving average length, and number of standard deviations are adjustable.
Crypto Market Change in BTC [Fingers]Crypto Market Change provides an indication of whether the value of a basket of 19 coins traded in BTC on Binance (as of July 12, 2018) are headed up or down. A simple moving average of the percentage change in BTC price for each coin is calculated. The moving averages are then summed and displayed. A measure of price volatility of indicated by standard deviation bands. Period, moving average length, and number of standard deviations are adjustable.
Crypto Market Change in USDT [Fingers]Crypto Market Change provides an indication of whether the value of a basket of 16 coins traded in USDT on Binance (as of July 12, 2018) are headed up or down. A simple moving average of the percentage change in USDT price for each coin is calculated. The moving averages are then summed and displayed. A measure of price volatility of indicated by standard deviation bands. Period, moving average length, and number of standard deviations are adjustable.
BTCUSD Longs & Shorts Change AmountThis indicator contains 3 scripts.
1. "long change amount" & "short change amount"
2. "long plus & short minus" & "long minus & short plus"
3. "long vs short ratio"
Please turn off 2 not used.
Closing Leverage and Rate of ChangeShows BTCUSDLONGS vs BTCUSDSHORTS along with their rate of change on a scale that's friendly for a combined indicator. ROC is increased proportionally so you can see it in relationship to Open Shorts and Open Longs on the same graph without zooming. I had been using an offset as well, but using an offset to adjust position causes the highs to look lower and it makes the lows look less low. It was significant enough to seem like a bad idea to include.
