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Confluence Zone Calculation for Support in Bullish TendsConfluence Zone Calculation for Support in Bullish Tends (or Restance in bearish ones) Ever wondered why sometimes the zag of an Elliot Wave zigzag is stopped after just a few points? (Like in the given Chart where I draw a line for a typical zag action.) It has often to do with confluence Zones. Most people think that the lower edge of a narrow range, repeated a few times, creates big support - confluence zones are stronger. You can make them visible by getting fibonaccis from just one specific high to several different significant lows (for example the range lines mentioned above). The areas where significant lows and their fibos appear very close together are confluence zones. They can brake a falling price like a security net. This script caluculates Confluence zones for you by using a second useful "secret": the secret that signifant lows test or create temporal rsi lows (vice-verse with highs). The thicker (non-aqua clored)lines show actual lows, are corresponding with those rsi lows, the thinner are fibo lines deriving from them. (The white line stands for the high taken for the calculation.) Note: Only those lines are valid which reach to the actual last bar. Best practise is to let the script calculate,then redraw your lines of interest by hand and get rid of the rest of the spider web-like turmoil of lines by deleting the script from the chart. Note further: I had to omit some calculations, because otherwise calculation time gets too long for TV and it stops with calculation Time out. (For your transparency I calculated all fibo codes but skipped some in "sline"-function; the number-suffix makes a jump when i omit a value ). Note further further: Resistance confluence lines for bullish trends need a different script, because if you do it totally right vou in this case work from a single LOW of your interes t. I hope it enriches your knowledge and is a help for your studies and tradings. Feedback and Questions welcome yoxxx
Indicatore Pine Script®
di dep0tyoxxx
1
Template For Custom FIR Filters - Make Your Moving AverageIntroduction FIR filters (finite impulse response) are widely used in technical analysis, there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response won't have infinite outputs unlike IIR filters. They are extremely simple to design to, even without the Fourier transform, this is why i post this template that will let you create custom filters from step responses. Don't hesitate to post your results. How It Works Originally you create your filters from the frequency response you want your filter to have, this is because the inverse Fourier transform of the frequency response is the filter impulse response. After that step you use convolution (convolution is the sum of the product between the signal and the impulse response) and you will have your filter. But we don't have Fourier transforms in pine so how can we possibly make FIR filters from convolution ? Well here the thing, the impulse response is the derivative of the step response and the step response is the sum of the impulse response, this mean we can create filters from step responses. Step response of a moving average. Step responses are easy to design, you just need a function that start at 0 and end up at 1. How To Use The Template All the work is done for you, the only thing you need to do is to enter your function at line 5 : f(x)=> your function For example if you want your filter to have a step response equal to sqrt(x) just enter : f(x)=> sqrt(x) This will give the following filter output : You can create custom step responses from online graphing tools like fooplot or wolfram alpha, i recommend fooplot. You can also design your filter step response from the line 14/15/16, b will be your filter step response, just use a , for example b = pow(a,2) , then replace output in plot by b and use overlay false, you can also plot step , if you like your step response copy the content of b and paste after f(x) => . Filter Characteristics The impulse response determine how many of a certain signal you want in your filter, this is also called weighting, you can think of filter design as cooking where your ingredients are the the signal at different periods and the impulse response determine how many of an ingredient you must include in the recipe. The step response can also tell you about your filter characteristics, for example : This one converge faster to the step function, this mean that the filter will have less lag. However this one converge slower to the step function, this mean the filter might have more lag but could be smoother. Be aware that you must find a good weighting balance, else you can have output equals to the signal or just a delayed version of the signal without smoothing. Real Case Lets design a sine weighted moving average (swma), this FIR filter use the first 180 degrees of a sine wave function as impulse response. Impulse response of the swma. We can design it from the step response without much problems, remember that the impulse response is the derivative of the step response, therefore the derivative of the step response is equal to the first 180 degrees of a sine wave, the derivative of the cosine function is a sine function, therefore : f(x)=> .5*(1 - cos(x*pi)) And voila. Designing A BandPass Filter The bandpass filter like a low-pass and high pass filter, you can think of it as a smooth oscillator. To design a bandpass filter your step response must be bell shaped, or starting at 0 and ending at 0, for example : f(x)=>sin(x*pi) give : Conclusion Just use fooplot and experiment, you could get nice filters, i will try to post some using this template but it would be really nice to have other people use it. If you need further help pm me. Thanks for reading !
Indicatore Pine Script®
di alexgrover
19
RSW2 - Realise Short Waves SmoothedEnglish: Smoothed version of RSW, gives less signals. Works better in short term graphs, like 15mins. RSW Smoothed aims to give you daytrading and stoploss signals. Usage: If leaves green region upwards: long position(buy) or close short position If enters green region downwards: close short position If enter red region downward : close long position If leaves red region downward:short position(sell) or close long position Türkçe: RSW indikatörümüzün düzleştirilmiş hali. Kısa vadeli grafiklerde daha verimli çalışır , mesela 15 dk.lık RSW Smoothed günlük al-sat-stop sinyalleri vermeyi amaçlar. Kullanımı: Yeşil bölgeyi yukarı keserek terkederse: long (al) veya short pozisyonu kapat Yeşil bölgeye aşağı keserek girerse: short pozisyonu kapat Kırmızı bölgeye aşağı keserek girerse : long pozisyonu kapat Kırmızı bölgeyi aşağı keserek terkederse : short(sat) veya long pozisyonu kapat
Indicatore Pine Script®
di PiyasaYorumu
Chart Mojo Neutral Unwound CloudPlots days high/low and the Chart Mojo neutral cloud, the zone between vwap and 50% range. A secondary gravity right behind the opening 1 min range. The gray crosses are the vwap the gold dots are 50% of developing range. The shaded area between vwap and 50% range is the Chart Mojo cloud...I think of it as traders from the open tend to unwind to it many times a day. More returns on a trend day but you will see urges toward it on trend days. Price tends to urge to it ahead of 10:30 session "1" and 1:15 Session 2. If you get used to watching it and its relationship to price and the opening 1 min range you should start to see tendencies as to when price unwinds toward it.. etc. Where price is in relation to the cloud and the clouds relationship to the opening 1 min range can reveal real time bias. You will being to see, upon observation how traders target the vwap and 50% with target tier of buys and sells etc. Often unwinds to the zones gravity. It takes force or a catalyst to break the gravity. I use it in conjuction with Time Zone theory and Wave and Pattern force...and look to leading correlating hi beta movers and internals like tick and new streaming highs-new straming lows to get jump on what you see on a big etf or index etc. If you intraday tendencies the neutral is very helpful.
Indicatore Pine Script®
di chartmojo
7
Percentage OscillatorUsing momentum calculations on multiple time frames and adding everything together into 4 separate directions: 1- green: the strength and momentum in +45 to +90 degrees angle 2- blue: the strength and momentum in 0 to +45 degrees angle 3- orange: the strength and momentum in 0 to -45 degrees angle 4- red: the strength and momentum in -45 to -90 degrees angle Single parameter to control the size of the largest moving window. Uptrend is green with orange corrections Downtrend is red with blue corrections When downtrend turns into uptrend, blue becomes green When uptrend turns into downtrend, orange becomes red The natural cycle of the market is RED->BLUE->GREEN->ORANGE and so on, you will see the cycle repeats itself 3 times before a break up\down. The strength of the movement depends on the height and width of all the waves that created the 3 cycle movement (reminds Elliot in an oscillatory representation) The script is provided as is, there are no trading strategies implied or recommended. Feel free to PM with questions
Indicatore Pine Script®
di Spectrum101
1
Pseudo Polynomial ChannelIntroduction Back when i started using pine i made a script called periodic channel who aimed to rescale an average correlated sine wave to the price...don't worked very well. So i tried to fix problems induced by the indicator without much success, i had to redo it from scratch while abandoning the idea of rescaling correlated smooth functions to the price, at that time i also received requests regarding polynomial channel, some plateformes included this indicator, this led me to the idea to estimate it in order to both respond to the periodic channel problems and the requests i received, i have tried many many things and recently i tweaked a linear extrapolation to have an approximation. Linear Extrapolation To Pseudo Polynomial Regression I could be wrong but a polynomial regression must use constant parameters in order to provide a really smooth output, at least constant for a set of time. The moving averages forms (Savitzky-Golay moving average) who smooth polynomials across a window to the data don't have such smoothness, so how to estimate a polynomial regression while having a parameter providing control over the smoothness, a response to this is by using a recursive linear extrapolation. I posted a linear extrapolation indicator long ago, i used the same formula while adding a function to morph the output and the input in the form of : morph * output + (1-morph) * input How can this provide an estimate of a polynomial regression ? Well i'm not even sure myself but if you use the output as input (morph = 1) for the linear extrapolation function you should get a rough estimate of a line, this is what i thought at first and it proved to be right Based on this observation i thought that it would be possible to get polynomial results by lowering morph, and as expected it worked well but showed a periodic pattern, this is why i smooth k in line 10. 0.9 for morph work well, higher values create sometimes smoother results but damage heavily the estimation. Parameters Morph have been introduced earlier, it control the amount of output and input the linear extrapolation should process, lower values create rougher but more stables results, if you see that the estimation is going nuts lower morph or change length, also lower length if you increase morph . High overshoot, morph to 0.8 can help have a better estimation at the cost of less smoothness. Length control the indicator smoothing, this parameter differ heavily from other filters, therefore low values can create mid/long term smoothing, it can also depend on which market instrument you are applying it, so there are no fixed optimal length. Mult control how spread the bands are, to do so mult multiply the cumulative mean error, you can change this error measurement by anything you want like standard deviation/atr/range but take into account that you may create a separate parameter to control the error instead of length . Mult can be a float and like length can have different optimal values depending on the market the indicator is applied to. Flatten do exactly what is name imply, it flatten the overall output to have a better estimation, can be a float. The result is less smooth. Flatten = 2 More Exemples BTCUSD length = 25 and mult = 4 XPDUSD length = 25 and mult = 1 ALPHABET length = 6 and morph = 0.99 Conclusion I tried to estimate a polynomial channel by using recursion in the linear extrapolation function. This build is way more stable than the periodic channel but its still a bit inaccurate in my opinion. I hope this code can still help someone build something really nice, if so share your results :) I apologize for those expecting a legit polynomial channel build but i really don't know how to do that, as i said parameters for the regression must be constants, i hope it still fine :) Thanks for reading !
Indicatore Pine Script®
di alexgrover
24
Tuka balance with rsi（Prototype）'Tuka' is Japanese called currency. I made this indicator to see the strength of the currency. ※Use google translation※ ■ Difference with other indicators. ・ We used RMA to find currency pairs with volatility. And by using the average foot I saw a gentle wave. ・Made it possible to select 2 standard currency from "EUR, USD, JPY, GBP, AUD" and 4 currencies as options "NZD, CHN, CAD, CHF". ・Added RSI to find weak currencies that are oversold. ・The meaning of kanji is 　EUR：欧 　USD：米 　JPY：日 　GBP：英 　AUD：豪 　NZD：新 　CHN：中 　CAD：加 　CHF：瑞 ■他のインジケーターとの違い。 ・ボラティリティのある通貨ペアを見つけるのにRMAを使ってみた。且つ平均足を使う事でなだらかな波を見るようにした。 ・基準通貨を５つ”EUR、USD、JPY、GBP、AUD”、オプションで４通貨”NZD、CHN、CAD、CHF”から２つを選択出来るようにした。 ・RSIを追加することで、売られすぎの弱い通貨を見つけられるようにしました。 　EUR：欧 　USD：米 　JPY：日 　GBP：英 　AUD：豪 　NZD：新 　CHN：中 　CAD：加 　CHF：瑞
Indicatore Pine Script®
di Cbgbm788
2
Simple LinesIntroduction Making lines is great in technical analysis since it can highlights principal movements and make the analysis of the price easier when using certain methodologies (Elliott Waves, patterns). However most of the indicators making lines (Zig-Zag, simple linear regression) are non causal (repaint), this is the challenge i tried to overcome, making an indicator capable of making lines in a smart way (able to follow price without loosing a linear approach) and with the least lag possible, i inspired myself from the behaviour of the renko when using a small brick size. This indicator does not repaint . The code is short and i hope, understandable for all of you, making lines is not a difficult task and its important to know that when a problem appear complex it does not mean that the code used to solve this problem must be complex. Lets see the indicator in details. The indicator The indicator have 4 parameters, the length parameter who control the length of lines, the emphasis parameter who control the stability and also the ability to make lines closer to the price (thus minimizing the sum of squares) , the mult parameter which is similar to emphasis and a point option that we will discuss later. When emphasis and mult are both equal to 1 the indicator will sometimes draw a perfect line, however this line will try to follow the price and thus can create a noisy result. This is where emphasis and mult will correct this behaviour. The emphasis parameter give a more periodic look as well as some control to the lines but can also destroy them. This should not happen with mult , this parameter also give more predictability to the lines. Overall it correct the drawbacks of the parameters combinations mentioned earlier. Its also possible to mix both the emphasis and mult parameter, but take into account that when both are equals the result consist of less reactive lengthy lines with low accuracy. Its better to only use one of them and let the other stay to 1. Point Option The indicator can sometimes have a weird look, appearing almost flat or just dont appearing at all. When such thing happen use the point option. XPDUSD without point option. with point option : Time Frame Problem and Its Fix When using higher time-frames the result of the indicator can appear different, in general the higher the time frame the lengthier are the lines. In order to fix this you can use decimals in the length parameter length and mult both equal to 5.5, emphasis cant use decimals. Conclusion I have highlighted a simple way to make use of the small renko box size method in order to return reactive lines without making the indicator repaint. However Its ability to be close to the price as well as being always super reactive is not a guarantee. For any suggestion/help feel free to pm me, i would be happy to help you :)
Indicatore Pine Script®
di alexgrover
19
EW CountHelper HiLo/Volume-based; with predict-tendencyHere is my Elliott wave count assistant. It is volume based and remarkable signifant to me, how well volume changes can even predict the next swing. (If you use it, you will see that is a little faster and oftenly more accentuated than the original price swing.) Standard use : Lean back from the screne to see the whole picture more likely than details. The beginning of a green cluster is the begining of a new wave one, the end is the end of wave 5 . Red is correcting abc. (Upside down valid in downtrends.) Advanced use : You will see that most of stocks have their own bullsih support, somewhere below zero. Mark it with an horizontal line as an additional warner for reversals. Btw: Have a look at the last "upswing" of SPLK in my example (Start March, 8th, 2019) My Indicator says that is still correcting - ergo a b wave (probably of a zigzag, so further decline to expect.) Have fun and help with it! Yoxxx
Indicatore Pine Script®
di dep0tyoxxx
6
EW CountHelper HiLo/Volume-based; with predict-tendencyHere is my Elliott wave count assistant. It is volume based and remarkable signifant to me, how well volume changes can even predict the next swing. (If you use it, you will see that is a little faster and oftenly more accentuated than the original price swing.) Standard use : Lean back from the screne to see the whole picture more likely than details. The beginning of a green cluster is the begining of a new wave one, the end is the end of wave 5 . Red is correcting abc. (Upside down valid in downtrends.) Advanced use : You will see that most of stocks have their own bullsih support, somewhere below zero. Mark it with an horizontal line as an additional warner for reversals . Btw: Have a look at the last "upswing" of SPLK in my example (Start March, 8th, 2019) My Indicator says that is still correcting - ergo a b wave (probably of a zigzag, so further decline to expect.) Have fun and help with it! Yoxxx
Indicatore Pine Script®
di dep0tyoxxx
3
Cosine, In-Phase & Quadrature IFM [Ehlers]Yet another method for determining the cycle of a market: this time, you have access to the two fastest and most accurate methods as well as the option to average these methods together. The controls are pretty straight forward: Source lets you select the price data to perform calculations on (close, open, etc..) Max Period is simply the cap for the algorithm when it's checking the validity of Periods. -> If you notice your plots have a flat top, then increase this value to accept a wider range of Periods. -> This setting has a min. value of 8 to reduce noise and a max of 100 to ignore waves from higher time frames. Average? simply averages the two methods of calculation. -> You may want to do this if you notice the two plots diverging a lot. -> Cosine IFM tends to favor shorter periods; I-Q IFM tends to favor longer. Cheers, - DasanC
Indicatore Pine Script®
di DasanC
1
Adaptive Bandpass Filter [Ehlers]This is my latest bandpass filter - used to determine if a security is in a trend or cycle. Now with an adaptive period setting! I use Ehlers in-phase & quadrature dominant cycle measurement (IQ IFM) method to set the period dynamically. This method favors longer periods which tend to produce smoother, albeit laggier bandpass oscillator plots. From my quick tests, I tend to have lag between 4 and 8 bars, depending on the Timeframe. The lower timeframes tend to have more noise and thus produce more interfering frequencies that may cause lag. >Settings Source: Select the data source to perform calc's on (close, open, etc...) Period: Select the period to tune. Periods outside of this value will be attenuated (reduced) Adaptive: Enable to have the I-Q IFM set the period for you (disables Period setting) Bandpass Tolerance: Allow periods that are plus/minus the chosen period to pass. Cycle Tolerance: Sensitivity of cycle mode. Lower values consider trends more frequent, higher values consider cycles more frequent. Bandpass tolerance example: for instance, if this setting is 0.1 (10%) and Period is set to 20, then waves with a period of 18 - 22 will pass. >How to read Red line is the bandpass output, showing a lagged version of the dominant cycle representing the Black lines are the upper and lower bounds for a cycle Green Background indicates an uptrend Red background indicates a downtrend
Indicatore Pine Script®
di DasanC
2