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Falling-Rising FilterIntroduction This is a modification of an old indicator i made. This filter aim to adapt to market trend by creating a smoothing constant using highest and lowest functions. This filter is visually similar to the edge-preserving filter, this similarity can make this filter quite good for MA cross strategies. On The Filter Code a = nz(a ) + alpha*nz(error ) + beta*nz(error ) The first 3 terms describe a simple exponential filter where error = price - a , beta introduce the adaptive part. beta is equal to 1 when the price is greater or lower than any past price over length period, else beta is equal to alpha , someone could ask why we use two smoothing variable (alpha, beta) instead of only beta thus having : a = nz(a ) + beta*nz(error ) well alpha make the filter converge faster to the price thus having a better estimation. In blue the filter using only beta and in red the filter using alpha and beta with both length = 200 , the red filter converge faster to the price, if you need smoother results but less precise estimation only use beta . Conclusion I have presented a simple indicator using rising/falling functions to calculate an adaptive filter, this also show that when you create an exponential filter you can use more terms instead of only a = a + alpha*(price - a ) . I hope you find this indicator useful. Thanks for reading !
Indicatore Pine Script®
di alexgrover
11
Trend following with HAThis is my first script and it is basically a MA crossover/under strategy that uses heikin ashi closing prices. I've also used limit orders based on HA opening prices of the previous day for entry which improves the performance. However, this impose a restriction when prices are moving too fast and the algo is unable to enter the trade, resulting in a bad position for a long period, which I believe is preventing this strategy from performing better. Will appreciate any comments/ suggestions to improve this (such as enter market prices the next day when failed to enter on HA price - not sure if this is possible) as I'm still starting out and will be more than happy to learn from the community here. Cheers!
Strategia Pine Script®
di SimYuanAnShane
P2-V2 - BTC StrategyP2-V2 also known as Penner2.0 began with a TEMA and MA cross on Heiken Ashi, a strategy brought to us by a group of crypto traders. Since then we've added a few more indicators and played around with the rules. This is an early release as I have yet to go through the full automation aspect, however, I know some of you would like to see where it's at. If you'd like to learn how to automate a full strategy using the Chrome Extension, go to the linked idea for a eurusd setup.
Strategia Pine Script®
di CryptoRox
13