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13612WThis script is a 13612W momentum filter used in the Vigilant Asset Allocation (VAA) and Defensive Asset Allocation (DAA) created by Wouter J. Keller and Jan Willem Keuning. This asset allocation strategy was uploaded to SSRN in 2017 and 2018. 13612W Calculation Method (Profitability in Last 1 months * 12 + Profitability in Last 3 months * 4 + Profitability in Last 6 months * 2 + Profitability in Last 12 months)/4 Let me briefly explain one of the VAAs, VAA-G4. The VAA-G4 has an annualized return of 17.7%, a Sharpe ratio of 1.07% and Max Drawdown of 16.1%. (It's too long and complicated to describe all VAA, DAA strategies. Above all, the translator performance is not good.) VAA Global 4 Universe: SPY, EFA, EEM, AGG Cash Universe: SHY , IEF, LQD If 13612W of VAA Global 4 Universe is negative at least one >> 100% of assets hold one of the highest 13612W of Cash Universe If all 13612W of VAA Global 4 Universe are positive >> 100% of assets hold one of the highest 13612W of VAA Global 4 Universe Rebalancing is done every month according to this method.
Indicatore Pine Script®
di noooob
12
Ehlers Restoring Pull Indicator [CC]The Restoring Pull Indicator was created by John Ehlers (Stocks & Commodities V.11:10 (395-400)) and this was one of his earliest indicators that functions as a momentum indicator . Buy when the indicator line is green and sell when it is red. Let me know if you would like to see me publish more scripts or if you want something custom done! Note: I'm republishing this because the original script couldn't be found in searches so this will fix that.
Indicatore Pine Script®
di cheatcountry
1
Hendo's Momentum Fader AdvancedMomentum fader with volatillity index, directional bias, volatillity range and multiple settings. How to use: Pick a chart, mainly developed on XBT but supports every pair/index. Pick a time frame: 1M, 5M, 15M, 30M, 1HR, 4HR. Other time frames are not yet supported. Set your "volatillity setting" Higher means bigger stop losses (and less risk/reward:more accuracy) Last but not least: Pick a setting for the algo to calculate with, every timeframe has multiple settings to work with. Exits must be done manually, it's not a pivot to pivot indicator. Interpretation: Lime green bars signal bullish pivots Maroon red bars signal bearish pivots The upper&lower boundaries of the "bands" are logical places to put stop losses outside of volatillity The colouring of said bounderies indicate trend, likelihood of continuation. Yellow: Pivot , Green: Bullish , Red: Bearish . Transitions from Yellow/Green to Red and the other way around are the most consistent. Entries are also signalled in blue (long) or red (short) they are determined by the algo itself. 90% of them run in profit (some short term), keep in mind that exits must be done manually. Access is ONLY for members. Don't request the code, I'm not letting people "help" with developments nor am I selling the code. Stay tuned for more!
Indicatore Pine Script®
di ExLunaAdInfinitum
IPR Momentum Fader MSCMCMMomentum fader with volatillity index, directional bias, comfortable range and multiple settings. How to use: Pick a chart, mainly developed on XBT but supports every paid/index. Supported Time Frames: 1M, 5M, 15M, 30M, 1HR, 4HR. Anything outside of these time frames will throw an error because those are not yet supported. After you've picked a time frame select the stop loss size (is not calculated in pips but in volatillity index) Then pick a setting for the algo to do it's calculations with. Every time frame comes with it's own algo to determine entries. Exits must be done manually, it's not a pivot to pivot indicator. Lime green bars signal bullish pivots Maroon red bars signal bearish pivots The upper boundaries of the "bands" are logical places to put stop losses outside of volatillity The colouring of said bounderies indicate trend, likelihood of continuation. Yellow: Pivot, Green: Bullish, Red: Bearish. Transitions from Yellow/Green to Red and the other way around are the most consistent. Entries are signalled in blue (long) or red (short) and are fully calculated by the algo. About 95% run in profit short term: The only manual input the user has to give is the exit. Don't request the code, I'm not selling it, it's not for unlicensed use.
Indicatore Pine Script®
di VDH
Momentum and Trend Strength Entry Exit Pivot StudyUpdated version of previous Momentum Strength Entry Exit Pivot Study: //************************ // @TheGeeBee - Credit where used // //Notes: // // Use 1,2,3,5 minute timeframes // EMA Cross line and offset allows user to alter the sell characteristics where the candle low is above the EMA line and indicates a possible pre-pivot reversal // Adjust Min and Max pivots based on risk profile // Single Candle drawdown value represents the maximum size of a single red candle before an Exit Pivot is generated // ADX Threshold inhibits Pivots when trending signal is below the threshold value // Percentage Max drawdown since Entry Pivot allows the system to generate an Exit Pivot if the security has dropped X percent from the most recent Entry Pivot point // Use Bars, Candles (preferred) or Heikin-Ashi // Multiple Green Bars = BTFD // Multiple Red bars = If you didn't already get out, do it now! // //************************ Allows for Alerts to be set for Entry and Exit Pivots.
Indicatore Pine Script®
di TheGeeBee
8