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Ehlers Kaufman Adaptive Moving Average [CC]The Kaufman Adaptive Moving Average was created by Perry Kaufman and this is a variation of that original formula created by John Ehlers. I have included a side by side with an original script (blue line) done by @HPotter that shows that Ehlers version is slightly more reactive compared to the original version. I have included strong buy and sell signals in addition to normal ones and so darker colors are strong signals and lighter colors are normal ones. Buy when the line turns green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
Indicatore Pine Script®
di cheatcountry
6
Efficiency RatioThe 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, like an oscillator. Higher values mean less noise, while lower values mean more. Eg.: if the market moves from 10.0 to 15.0 in a directional manner, with every bar up, the ER is going to be at 100. However, if it moves up and down, and goes all over the place until finally reaching 15.0, the ER is going to be at around 20. It is very difficult for the ER to be at zero, because that would require 0 volatility, which is almost impossible to occur. This indicator is useful when planning for trades. If you notice the ER being higher than average, you may choose to increase the position size, because that would mean that the market is directional and has less chance of a whipsaw.
Indicatore Pine Script®
di EduardoMattje
2
KINSKI Flexible Volume OscillatorThe Volume Oscillator is a trend-oriented indicator that shows the strength or weakness of price trends. This indicator calculates the volume from two moving averages (MA). The value of the slow volume MA is then subtracted from the value of the fast moving average. The Volume Oscillator measures volume by analyzing the relationship between these two moving averages. The special feature of this indicator is that the type of moving average can be selected as the basis for calculation. Currently, it is possible to choose between the following MA variants: "COVWMA", "DEMA", "EMA", "EHMA", "FRAMA", "HMA", "KAMA", "RMA", "SMA", "SMMA", "VIDYA", "VWMA", "WMA". Upward and downward movements are represented in different colors. The following color variants are available: Color green: Strong upward trend Color green/dark: weakening upward trend Color red: strong downward trend Color red/dark: weakening downward trend The colors, as well as the style can be adjusted in the settings according to your own needs.
Indicatore Pine Script®
di KINSKI
3
Multiple Moving Averages for Heikin Ashi I want to give credits to @QuantNomad, i got the heikin ashi part of the script from this open script /0iKy7lyG-QuantNomad-Heikin-Ashi-PSAR-Strategy/; and to the other guy that provided a 17 type of moving average script open source but i forgot his name, if someone remember please tell me. My idea was to see how the different types of moving averages behaves in a Heinkin Ashi chart, you can change to more than 15 types of Moving Average and use it the way you want it. For the source of the moving averages i used a simple moving average of 1 period using the high of the heikin ashi candle, low of it and divided by 2 as the source of the different types of moving averages. Different types of Moving Averages Moving Average Types SMA ---> Simple WMA ---> Weighted VWMA ---> Volume Weighted EMA ---> Exponential DEMA ---> Double EMA ALMA ---> Arnaud Legoux HMA ---> Hull MA SMMA ---> Smoothed LSMA ---> Least Squares KAMA ---> Kaufman Adaptive TEMA ---> Triple EMA ZLEMA ---> Zero Lag FRAMA ---> Fractal Adaptive VIDYA ---> Variable Index Dynamic Average JMA ---> Jurik Moving Average T3 ---> Tillson TRIMA ---> Triangular The type of moving average you select will appear in a separated chart with Heikin Ashi candles, like in the image above.
Indicatore Pine Script®
di TL_ID
2
RSI With Noise Elimination Technology (John Ehlers)Indicator translation to Pinescript requested by cookie_crusher on Twitter. The "RSI With Noise Elimination Technology" (NET) is an indicator developed by John Elhers. The indicator is simply a rolling Kendall rank correlation coefficient of a normalized momentum oscillator (a version of the RSI introduced by Elhers in the May 2018 issue of Stocks & Commodities). It can be interesting to note that the absolute value of this oscillator is equal to the efficiency ratio used in the Kaufman adaptive moving average (KAMA). Even if both the normalized momentum oscillator and rolling Rank correlation are scale-invariant oscillators, they do not have the same behaviors when increasing their settings, that is the normalized momentum oscillator scale range will become lower while the Kendall correlation will stay close to 1/-1, here is a closed-form approximation of the mean of the absolute value of the normalized momentum oscillator absolute value (efficiency ratio): E (er) ≈ 1/√p Where E (er) is the mean of the efficiency ratio er while p is the period of the efficiency ratio, as such the scale of the normalized momentum oscillator will shrink with a higher period, maybe that both are not intended to be plotted at the same time but that's what the original code does. It's still a coll indicator. The link to J. Elhers article is in the code.
Indicatore Pine Script®
di alexgrover
19
Rabbit HoleHow deep is the Rabbit hole? Interesting experiment that finds the RISING HIGHS and FALLING LOWS and place the difference between the highs and lows into separate arrays. == Calculations == In case current high is higher than previous high, we calculate the value by subtracting the current highest high with the previous High (lowest high) into array A, same method for the lows just in Array B. Since we subtract highs and lows it means velocity is taken into consideration with the plotting. After adding a new value we remove the oldest value if the array is bigger than the Look back length. This is done for both lows and highs array. Afterwards we sum up the lows and highs array (separately) and plot them separately, We can also smooth them a bit with Moving averages like HMA, JMA, KAMA and more. == RULES == When High Lines crosses the Low Line we get a GREEN tunnel. When Low Lines crosses the High line we get the RED tunnel. The Greenish the stronger the up trend. The Redish the stronger the downtrend. == NOTES == Bars are not colored by default. Better for higher time frames, 1 hour and above. Enjoy and like if you like! Follow up for new scripts: www.tradingview.com
Indicatore Pine Script®
di dman103
5
Multi Time Frame Moving Averages [Anan]Hello friends, All your popular moving average now in one indicator, also no need to open a lot of tabs to see where is that moving average at that time frame, with multi time frame feature, now u can see up to six multi time frame MA in the same chart with option to show/hide it list of moving averages: SMA Smooth SMA SuperSmooth MA EMA DEMA TEMA Triangular MA QEMA RMA Hull MA KAMA WMA VWMA VWAP CTI LSMA VIDYA Blackman Filter Adaptive RSI also there is an option to see the Average of four lengths, i backtest this and found it super great !
Indicatore Pine Script®
di Mohamed3nan
8
Multi MA MTF SandBox StrategyA moving averages SandBox strategy where you can experiment using two different moving averages (like KAMA, ALMA, HMA, JMA, VAMA and more) on different time frames to generate BUY and SELL signals, when they cross. Great sandbox for experimenting with different moving averages and different time frames. == How to use == We select two types of moving averages on two different time frames (or the same time frame): First is the FAST moving average that should be at the same time frame or higher. Second is the SLOW moving average that should be on the same time frame or higher. == Buy and Sell Signals == When FAST moving average cross over the SLOW moving average we have a BUY signal (for LONG) When FAST moving average cross under the SLOW moving average we have a SELL signal (for SHORT) WARNING: Using a lower time frame than your chart time frame will result in unrealistic results in your backtesting and bar replay. == NOTES == You can select BOTH, LONG, SHORT or NONE in the strategy settings. You can also enable Stop Loss and Take Profit. More sandboxes to come, Follow to get notified. Like if you like and Enjoy! Can also act as indicator by setting 'What trades should be taken' to 'NONE':
Strategia Pine Script®
di dman103
6
[blackcat] L2 Ehlers MAMALevel: 2 Background John F. Ehlers introuced MESA Adaptive Moving Average-a.k.a "MAMA" in his "Rocket Science for Traders" chapter 17. Forgive the whimsy of the name Dr. Ehlers attached to this unique indicator, but with that name he is sure you will always remember it, like KAMA and VIDYA. Function blackcat L2 Ehlers MESA Adaptive Moving Average-a.k.a "MAMA" is used to follow trend. The concept of MAMA is to relate the phase rate of change to the EMA alpha, thus making the EMA adaptive. The cycle phase goes from 0 through 360 degrees in each cycle. The phase is continuous, but is usually drawn with the snap back to 0 degrees as the beginning of each cycle. Thus the phase rate of change is 360 degrees per cycle. The shorter the cycle, the faster the phase rate of change. For example, a 36-bar cycle has a phase rate of change of 10 degrees per bar, while a 10-bar cycle has a rate of change of 36 degrees per bar. The cycle periods tend to be longer when the market is in a Trend Mode. The cycle phase is computed from the arctangent of the ratio of the Quadrature component to the Inphase component. Dr. Ehlers obtain the phase rate of change values by taking the difference of successive phase measurements. The arctangent function only measures phase over a half cycle, from -90 degrees to +90 degrees. Since the phase measurement snaps back every half cycle, a huge negative rate change of phase every half cycle results from the computation of the rate change of phase. Measured negative rate changes of phase can also occur when the market is in a Trend Mode. Any negative rate change of phase is theoretically impossible because phase must advance as time increases. Dr. Ehlers therefore limit all rate change of phase to be no less than unity. Key Signal Smooth --> 4 bar WMA w/ 1 bar lag Detrender --> The amplitude response of a minimum-length HT can be improved by adjusting the filter coefficients by trial and error. HT does not allow DC component at zero frequency for transformation. So, Detrender is used to remove DC component/ trend component. Q1 --> Quadrature phase signal I1 --> In-phase signal Period --> Dominant Cycle in bars SmoothPeriod --> Period with complex averaging alpha ---> coefficient MAMA ---> MESA Adaptive Moving Average-a.k.a "MAMA" FAMA ---> slow line of MAMA Pros and Cons 100% John F. Ehlers definition translation of original work, even variable names are the same. This help readers who would like to use pine to read his book. If you had read his works, then you will be quite familiar with my code style. Remarks The 13th script for Blackcat1402 John F. Ehlers Week publication. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
Indicatore Pine Script®
di blackcat1402
3
RK's 10 ∴ MA Types Ribbons (Fibonacci, Guppy and others)After some tips in my indicator RK's 04 - Lots of MA Types Ribbon I Put some time and effort to make it better. So, I'm sharing with you the results. This is an up to 10 lines Moving Average Ribbon with an Auto Evaluate Length and a lots of options!!! Type of Moving Average you can use: SMA - Simple Moving Average SMMA - Smoothed Moving Average EMA - Exponential Moving Average DEMA - Double Exponential Moving Average TEMA - Triple Exponential Moving Average WMA - Weighted Moving Average HMA - Hull Moving Average EHMA - Exponential Hull Moving Average RMA - RSI Moving average 2PSS - Ehlers 2 Pole Super Smoother 3PSS - Ehlers 3 Pole Super Smoother VWMA - Volume-Weighted Moving Average ALMA - Arnaud Legoux Moving Average STMA - Simple Triangular Moving Average ETMA - Exponential Triangular Moving Average LSMA - Least Squares Moving Average ZSMA - Zero-Lag Simple Moving Average ZEMA - Zero-Lag Exponential Moving Average COVWMA - Coefficient of Variation Weighted Moving Average COVWEMA - Coefficient of Variation Weighted Exponential Moving Average FRAMA - Fractal Adaptive Moving Average KAMA - Kaufman's Adaptive Moving Average VIDYA - Variable Index Dynamic Average If you want to change faster the MA type, in "Moving Average Setup:", Select "🤖 Use numbers to change MA Type", click inside the box in "🤖 Moving Average Type per Number:" and just scroll your mouse wheel. You can check what MA type you are using looking in the info panel label. There is 4 automatic evaluate length: Fibonacci Sequence Arithmetic Progression Geometric Progression Guppy Multiple Moving Average (GMMA) without Lengths 03 and 05 And I already put a Manual Length, but I keep it inside the code, so if you want to use different lengths, just change the code, or ask me and I will put as an input. And attending a request, this indicator can creates alerts when all the colors of the ribbons changes. Hope you like it! Any other good idea, just send me.
Indicatore Pine Script®
di RodrigoKazuma
47
NNFX Baseline ToolNNFX All-in-One Baseline display / test tool. This is usefull (hopefully) for the NNFX way of trading only. It's not intended to be used as a standalone tool. Basically, this script displays and tests many types of Moving Averages as baselines. It displays baseline signals, based on the NNFX ATR-related rule for baseline entries. It can be used as a backtest tool, or plugged into the whole nnfx algo. If signal display option is enabled, signals are displayed on chart : green for long, red for short, orange for crossovers beyond the ATR channel : Many baselines available : SMA , EMA , WMA , VWMA , ALMA , AMA, SMMA , DEMA , FRAMA , HULL, KAMA , KIJUN, JURIK, LAGUERRE, MCGINLEY , TMA1, TMA2, VIDYA , MODULAR FILTER, VAMA , ZLEMA , T3, LSMA, etc. Additional options : - multiplying the ATR channel (and subsequent rule) by a factor (default = 1) - plot the ATR channel (def = yes) - fill it (def = yes) - display signals (def = yes) - option for add color to the baseline, for long/short territory (2 different options : baseline is colored, background is colored) - darkmode / lightmode color option. (def = dark) We also display panels, with general information and some test results. Tests are done within the test period. I tried to test all the different MAs included in the script but some bugs might still be present, so use it at ur own risk. If you'd like a new MA option added, please let me know in comments. I included a "bad" signal detection, it can help for tweaking the settings. Signals are defined as "bad" when they are immediately followed by another signal. When there is 2 or more bad signals next to another, you spotted a chopiness zone (a chopiness zone is defined as a zone where BL get eaten alive). Example : to do : - plug it with the c1/c2 backtest tool (it's the whole point) - add alerts, - add more ma types - stop to use the operator, it's not convenient at all - add wr% calculation as a standalone feature (with TP / SL) - add a way to measure chopiness in the test (dont know how yet) - detect & display chopiness zones I asked other users when I used their ideas (for some particular types of MAs). They all agreed.
Indicatore Pine Script®
di sickojacko
24
KINSKI Flexible MACDFlexible MACD (Moving Average Convergence/Divergence) Indicator The Moving Average Convergence Divergence consists of three elements: two moving averages (the MACD line and the signal line) and a histogram. The blue MACD line is the difference between a longer and a shorter EMA (here 13 and 21 periods preset), the red signal line is an SMA (here 8 preset) on the MACD line. The histogram (green: ascending, red: descending) shows the difference between both lines. As soon as the blue MACD line crosses the red signal line, circles are generated that indicate an up/down trend. If the red signal line is greater than or equal to the blue MACD line, this indicates a downward trend (red circle). If the blue MACD line is greater than or equal to the red signal line, this indicates an upward trend (green circle). The special thing about this MACD indicator is the many setting options, especially the definition of the MA variants for MACD (Fast, Slow) and signal. You can define the following MA types: "COVWMA", "DEMA", "EMA", "EHMA", "FRAMA", "HMA", "KAMA", "RMA", "SMA", "SMMA", "VIDYA", "VWMA", "WMA". You also have the following display options: - "Up/Down Movements: On/Off" - Shows ascending and descending MACD, signal lines - "Up/Down Movements: Rising Length" - Defines the length from which ascending or descending lines are detected - "Bands: On/Off" - Fills the space between MACD and signal lines with colors to indicate up or down trends - "Bands: Transparency" - sets the transparency of the fill color Disclaimer: I am not a financial advisor. For purpose educate only. Use at your own risk.
Indicatore Pine Script®
di KINSKI
Baseline + cross signals within atr channelThis script displays an KAMA (kaufman adaptative moving average) baseline on the chart (default = 14, 2, 30) or a Kijun baseline. It displays visual signals at every baseline crossover : - Long (green) if a crossover + within an ATR distance. - Short (red) if a crossunder + within an ATR distance. - Filtered signals (not within the ATR channel) are displayed in yellow. A x factor can be applied to ATR. Adapted to both dark and light mode
Indicatore Pine Script®
di sickojacko
1
Bitcoin Margin Call Envelopes [saraphig & alexgrover]Bitcoin is the most well known digital currency, and allow two parties to make a transaction without the need of a central entity, this is why cryptocurrencies are said to be decentralized, there is no central unit in the transaction network, this can be achieved thanks to cryptography. Bitcoin is also the most traded cryptocurrency and has the largest market capitalization, this make it one of the most liquid cryptocurrency. There has been tons of academic research studying the profitability of Bitcoin as well as its role as a safe heaven asset, with all giving mixed conclusions, some says that Bitcoin is to risky to be considered as an hedging instrument while others highlight similarities between Bitcoin and gold thus showing evidence on the usefulness of Bitcoin acting as an hedging instrument. Yet Bitcoin seems to attract more short term speculative investors rather than other ones that would use Bitcoin as an hedging instrument. Once introduced, cryptocurrencies where of course heavily analyzed by technical analyst, and technical indicators where used by retail as well as institutional investors in order to forecast the future trends of bitcoin. I never really liked the idea of designing indicators that specifically worked for only one type of market and ever less on only one symbol. Yet the user @saraphig posted in Feb 20 an indicator called " Margin Call MovingAverage " who calculate liquidation price by using a volume weighted moving average. It took my attention and we decided to work together on a relatively more complete version that would include resistances levels. I believe the proposed indicator might result useful to some users, the code also show a way to restrict the use of an indicator to only one symbol (line 9 to 16). The Indicator The indicator only work on BTCUSD, if you use another symbol you should see the following message: The indicator plot 6 extremities, with 3 upper (resistance) extremities and 3 lower (support) extremities, each one based on the isolated margin mode liquidation price formula: UPlp = MA/Leverage × (Leverage+1-(Leverage*0.005)) for upper extremities and: DNlp = MA × Leverage/(Leverage+1-(Leverage*0.005)) for lower extremities. Length control the period of the moving averages, with higher values of length increasing the probability of the price crossing an extremity. The Leverage's settings control how far away their associated extremities are from the price, with lower values of Leverage making the extremity farther away from the price, Leverage 3 control Up3 and Dn3, Leverage 2 control Up2 and Dn2, Leverage 1 control Up1 and Dn1, @saraphig recommend values for Leverage of either : 25, 20, 15, 10 ,5. You can select 3 different types of moving average, the default moving average is the volume weighted moving average (VWMA), you can also choose a simple moving average (SMA) and the Kaufman adaptive moving average (KAMA). Based on my understanding (which could be wrong) the original indicator aim to highlight points where margin calls might have occurred, hence the name of the indicator. If you want a more "DSP" like description then i would say that each extremity represent a low-pass filter with a passband greater than 1 for upper extremities and lower than 1 for lower extremities, unlike bands indicators made by adding/subtracting a volatility indicator from another moving average this allow to conserve the original shape of the moving average, the downside of it being the inability to show properly on different scales. here length = 200, on a 1h tf, each extremities are able to detect short-terms tops and bottoms. The extremity become wider when using lower time-frames. You would then need to increase the Leverages settings, i recommend a time frame of 1h. Conclusion I'am not comfortable enough to make a conclusion, as i don't know the indicator that well, however i liked the original indicator posted by @saraphig and was curious about the idea behind it, studying the effect of margin calls on market liquidity as well as making indicators based on it might result a source of inspiration for other traders. A big thanks to @saraphig who shared a lot of information about the original indicator and allowed me to post this one. I don't exclude working with him/her in the future, i invite you to follow him/her: www.tradingview.com Thx for reading and have a nice weekend! :3
Indicatore Pine Script®
di alexgrover
10
Triple Type Moving AverageThis script allows you to add three moving averages where the type of moving average can be chosen from 17 different moving average. Moving Average Types: // SMA Simple // WMA Weighted // VWMA Volume Weighted // EMA Exponential // DEMA Double EMA // ALMA Arnaud Legoux // HMA Hull MA // SMMA Smoothed // LSMA Least Squares // KAMA Kaufman Adaptive // TEMA Triple EMA // ZLEMA Zero Lag // FRAMA Fractal Adaptive // VIDYA Variable Index Dynamic Average // JMA Jurik Moving Average // T3 Tillson // TRIMA Triangular
Indicatore Pine Script®
di luckyvens