Inizia

Cerca negli script per "采列VS新圣徒"

Hull Moving Average vs CandleA Hull moving average is applied to the chart with settings for user to change the period of the Hull MA. And a value of a previous candle is compared to the HMA. If the HMA is above the previous candle value, then the strategy will buy. If below, it will sell. The default setting for the HMA is 50 and the Candle is D1 (Daily timeframe) So basically if the HMA value is greater than yesterdays candle open, buy. ( i use open as a price source to avoid repainting) This example is put onto ETHBTC chart and currency changed from default to BTC and Equity set to 1 BTC and commission set to 0.25% The ETHBTC chart seems to follow good old moving average more than other pairs. The strategy can be used on any pair and timeframes. A good idea for setting the HMA period is: small timeframe=big period, big timeframe=small period. range from period=3 to period=200 is about right, for charts from 4H to 1 minute. This HMA strategy is fairly simple, best to use other sources of information in combination with moving averages. And strict money management, risk/reward control is very important to any trading strategy. Not intended as stand alone strategy but has potential for bot use, i will publish a study version soon, for use with alerts and API bots.
Strategia Pine Script®
di SeaSide420
10
Configurable BB+RSI+Aroon strategy backtest for binary optionsI wanted to share this strategy that I use myself for binary options trading. After trading binary options for several years I have learned that every single day is unique... assets behave differently every single day. So, when I start the day I want to know which is the optimum combination of parameters in my indicators that will give me the signals I want during the day and I get that by doing a quick backtest of the parameters combination in a specific asset that same day. When trading Binary Options I usually do 3 or 4 trades max per day and, yes, there are moments in which even with the right backtest data the signals fail (I strongly believe that there is no strategy that guarantees 100% success in any type of trade, and this one here is not an exception - but has worked well with some assets). So, here is my contribution to improve your productivity by automating a bit that backtesting part. How this script works? It is a simple price crossunder / crossover Bollinger Bands (BB) with a confirmation from RSI overbought / oversold signals and a fast Aroon. You will see the BB plotted with its confirmations: (1) a blue circle that plots in the chart when the price is coming back inside the channel (within the Bollinger Bands) (2) an orange square that plots in the chart when the RSI is coming back from the overbought or oversold areas (3) a triangle that could be red or green depending on the Aroon confirmation: Red if Aroon Down is crossing down Aroon Up or green if vice versa. The strategy will call for long (Call) if: (1) the price is crossing over the lower band of the Bollinger Bands, coming back inside the channel (2) Aroon Up is crossing or has crossed above Aroon Down (3) RSI is crossing over the oversold limit Consequently, the strategy will call for a short (Put) if: (1) the price is crossing down the upper band of the Bollinger Bands, coming back inside the channel (2) Aroon Down is crossing or has crossed below Aroon Up (3) RSI is crossing under the overbought limit You can configure: 1. Aroon length (keep it as fast as possible: 3, 4 or 5 are recommended values) 2. The point where Aroon Up and Aroon Down cross to make the signal valid (50 is by default. It could also be 25 or 75) 3. The RSI length 4. RSI Overbought and Oversold limits (they do not need to be symmetric: you can use 29 and 93, for example) 5. Bollinger Bands length and standard deviation 6. Number of bars to keep your option open. Depending on the timeframe used, this will determine the time you will keep your binary option open. If you are in a 1 min chart and keep this parameter in 3, then you will need to configure your binary option to expire in 3 minutes. How to evaluate your backtest? In Binary Options you only need the success rate, so what I do is that when I am manually updating the parameters I keep my strategy tester window open checking the winning trades vs losing trades ratio ("Percent Profitable"). I personally will only keep an asset monitored looking for signals that day if the Percent Profitable on the backtest of the same day is above 80%. Regarding the code: it is open, public and free. No need to ask for permission if you want to copy+paste and use it in whole or parts. Happy pip hunting! -marco
Strategia Pine Script®
di MarcoJarquin
10
Cumulative Delta VolumeHello Traders, This is Cumulative Delta Volume script. Delta refers to the difference between buying and selling volume at each price level. Cumulative Delta builds upon this concept by recording a cumulative tally of these differences in buying vs selling volume. The Cumulative Delta indicator plots as candlesticks or line. One of the main uses of Cumulative Delta is to confirm or deny market trends. you may need to search it for yourself ;) You have option to see it as Candles or a Line. also there are options to show 2 SMAs and 2 EMAs with different Lengths, you can set the lengths as you wish. By default it shows CDV as Heikin Ashi Candles, it can also show it as normal candles: It can show CDV as a line: Also you may need to check divergence: Enjoy!
Indicatore Pine Script®
di LonesomeTheBlue
123
NIFTY INDEX VS STOCK Relative StrengthRelative Index is a ratio of a stock price performance to a market average performance. It is used in technical analysis. It is not confused with RSI indicator. To calculate the relative strength of a particular stock,divide the percentage change over some period by the percentage change of a particular index over the same time period.A stock with a higher relative strength than the overall index often shows a strong investment opportunity.Relative strength is a technique used in momentum investing and identify value stock.The goal of relative strength investing is to buy high and sell even higher.
Indicatore Pine Script®
di sincereLizard
3
TRM StrategyThis is a strategy version of the "True Relative Movement" script: It is virtually identical to the original script, except now you can back test different conditions and parameters. TRM has 3 different conditions:Buy (Blue Bars), Hold/Take Profit (Gray Bars), and Sell (Pink Bars). This script is only coded for Long only condition. It will exit the position when there is a sell signal, no take profit parameters are coded. The example backtest results shown are on $AAPL with a starting Capital of 10k, with each trade investing 10% of capital. I cannot show results vs buy and hold (meaning re-investing 100% of capital) as this is against house rules. However, I HIGHLY encourage you to experiment with different trade parameters, time frames, symbols and settings for TRM. You will find that certain time frames perform better under different TSI and RSI settings. The "Slower paced trader" can use the "Slow settings" for TRM ( Instructions embedded in the settings window). This will produce less signals ect.... I am personally, constantly finding different settings that work for different ETF's, symbols ect... As a discretionary trader, it is important to have a system that has an "edge". That is what the script is meant for... finding an edge to help you make sound trading decisions and help you manage risk accordingly. Enjoy, and please DO NOT hesitate to ask me any questions.
Strategia Pine Script®
di RolandoSantos
7
COT Net Non-Commercials vs Commercials (Updated MTF Non-Repaint)Hello there, With this script, you can see CFTC COT Non Commercial and Commercial Positions together. This way, you can analyze net values ​​greater than 0 and smaller, as well as very dense and very shallow positions of producers and speculators. Green - Non Commercials - Speculators Red - Commercials - Producers This script is multi time-frame and non-repaint script. Data pulled through Quandl. And the latest version codes have been used. As time goes by, I will try to make useful modifications to this scheme. Regards.
Indicatore Pine Script®
di Noldo
58
Bull vs Bear Power by DGTElder-Ray Bear and Bull Power Dr. Alexander Elder cleverly named his first indicator Elder-Ray because of its function, which is designed to see through the market like an X-ray machine. Developed in 1989, the Elder-Ray indicator can be applied to the chart of any security and helps traders determine the strength of competing groups of bulls and bears by gazing under the surface of the markets for data that may not immediately be ascertainable from a superficial glance at prices The Elder-Ray indicator is comprised by three elements – Bear Power, Bull Power and a 13-period Exponential Moving Average. As the high price of any candle shows the maximum power of buyers and the low price of any candle shows the maximum power of sellers, Elder uses the 13-period EMA in order to present the average consensus of price value. Bull power shows whether buyers are capable of pushing prices above the average consensus of value. Bear power shows whether sellers are capable of pushing prices below the average consensus of value. Mathematically, Bull power is the result of subtracting the 13-period EMA from the high price of the day, and Bear power is the result of subtracting the 13-period EMA from the low price of the day. What does this study implements Attempts to customize interpretation of Alexander Elder's Elder-Ray Indicator (Bull and Bear Power) by • adding additional insights to support/confirm Elder’s strategy with different indicators related with the Elder’s concept • providing different options of visualization of the indicator • providing smoothing capability Other Indicators to support/confirm Elder-Ray Indicator: Colored Directional Movement Index (CDMI) , a custom interpretation of J. Welles Wilder’s Directional Movement Index (DMI) , where : DMI is a collection of three separate indicators ( ADX , +DI , -DI ) combined into one and measures the trend’s strength as well as its direction CDMI is a custom interpretation of DMI which presents ( ADX , +DI , -DI ) with a color scale - representing the trend’s strength, color density - representing momentum/slope of the trend’s strength, and triangle up/down shapes - representing the trend’s direction. CDMI provides all the information in a single line with colored triangle shapes plotted on the top. DMI can provide quality information and even trading signals but it is not an easy indicator to master, whereus CDMI simplifies its usage. Alexander Elder considers the slope of the EMA, which gives insight into the recent trend whether is up or down, and CDMI adds additional insight of verifying/confirming the trend as well as its strength Note : educational content of how to read CDMI can be found in ideas section named as “Colored Directional Movement Index” different usages of CDMI can be observed with studies “Candlestick Patterns in Context by DGT", “Ichimoku Colored SuperTrend + Colored DMI by DGT”, “Colored Directional Movement and Bollinger Band's Cloud by DGT”, and “Technical Analyst by DGT” Price Convergence/Divergence , if we pay attention to mathematical formulations of bull power, bear power and price convergence/divergence (also can be expressed as price distance to its ma) we would clearly observe that price convergence/divergence is in fact the result of how the market performed based on the fact that we assume 13-period EMA is consensus of price value. Then, we may assume that the price convergence/divergence crosses of bull power, or bear power, or sum of bull and bear power could be considered as potential trading signals Additionally, price convergence/divergence visualizes the belief that prices high above the moving average or low below it are likely to be remedied in the future by a reverse price movement Alternatively, Least Squares Moving Average of Price Convergence/Divergence (also known as Linear Regression Curve) can be plotted instead of Price Convergence/Divergence which can be considered as a smoothed version of Price Convergence/Divergence Note : different usages of Price Convergence/Divergence can be observed with studies “Trading Psychology - Fear & Greed Index by DGT”, “Price Distance to its MA by DGT”, “P-MACD by DGT”, where “Price Distance to its MA by DGT” can also be considered as educational content which includes an article of a research carried on the topic Options of Visualization Bull and Bear Power plotted as two separate • histograms • lines • bands Sum of Bull and Bear Power plotted as single • histogram • line • band Others Price Convergence/Divergence displayed as Line CDMI is displayed as single colored line of triangle shapes, where triangle shapes displays direction of the trend (triangle up represents bull and triangle down represent bear), colors of CDMI displays the strength of the trend (green – strong bullish, red – strong bearish, gray – no trend, yellow – week trend) In general with this study, color densities also have a meaning and aims to displays if the value of the indicator is falling or growing, darker colors displays more intense move comparing to light one Note : band's upper and lower levels are calculated by using standard deviation build-in function with multiply factor of 0.236 Fibonacci’s ratio (just a number for our case, no any meaning) Smoothing No smoothing is applied by default but the capability is added in case Price Convergence/Divergence Line is assumed to be used as a signal line it will be worth smoothing the bear, bull or sum of bear and bull power indicators Interpreting Elder-Ray Indicator, according to Dr. Alexander Elder Bull Power should remain positive in normal circumstances, while Bear Power should remain negative in normal circumstances. In case the Bull Power indicator enters into negative territory, this implies that sellers have overcome buyers and control the market. In case the Bear Power indicator enters into positive territory, this indicates that buyers have overcome sellers and control the market. A trader should not go long at times when the Bear Power indicator is positive and he/she should not go short at times when the Bull Power indicator is negative. 13-period EMAs slope can be used in order to identify the direction of the major trend. According to Elder, the most reliable buy signals are generated, when there is a bullish divergence between the Bear Power indicator and the price (Bear Power forms higher lows, while the market forms lower lows). The most reliable sell signals are generated, when there is a bearish divergence between the Bull Power indicator and the price (Bull Power forms lower highs, while the market forms higher highs). There are four basic conditions, required to go long or short, with the use of the Elder-Ray method alone. In order to go long: 1. The market is in a bull trend, as indicated by the 13-period EMA 2. Bear Power is in negative territory, but increasing 3. The most recent Bull Power top is higher than its prior top 4. Bear Power is going up from a bullish divergence The last two conditions are optional that fine-tune the buying decision In order to go short: 1. The market is in a bear trend, as indicated by the 13-period EMA 2. Bull Power is in positive territory, but falling 3. The most recent Bear Power bottom is lower than its prior bottom 4. Bull Power is falling from a bearish divergence The last two conditions are optional, they provide a stronger signal for shorting but they are not absolutely essential If a trader is willing to add to his/her position, he/she needs to: 1. add to his/her long position, when the Bear Power falls below zero and then climbs back into positive territory 2. add to his/her short position, when the Bull Power increases above zero and then drops back into negative territory. note : terminology of the definitions used herein are as per TV dictionary Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely Disclaimer : The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Indicatore Pine Script®
di dgtrd
56
Near & Far Relative StrengthDefine a near time frame base and a far time frame base to compare the selected symbol RS. This helps in situations were you could keep the far RS length to a fixed value and the near RS length to a more recent "event" in the market and it's subsequent movement. For example, if the market index has made a recovery from a deep crash 80 sessions ago, set the near RS length to 80 and keep the far RS length to a fixed value say, 123 corresponding to 6 months. This will help you gauge the historical vs the recovery strength of your interested symbol before and after the "event".
Indicatore Pine Script®
di bharatTrader
39
Relative CandleThis script visualizes the relative movement of a single OHLC candle compared to an index (or another symbol). The vertical location of the candle indicates the general positive/negative comparison of the bar vs the index. The color of the candle indicates how the candle moved relative to the index. The wick indicates the closing range compared to the index (did the symbol close at lows of the bar while the index closed at highs). The area graph in the background shows the average relative close over a 10-day simple moving average. I use this to pop any behavior that is out of line with the market, whether positive or negative. For example, is a red bar day due to the market pullback or something specific to the stock. Or did the market pull back and the stock did the opposite, strong day!
Indicatore Pine Script®
di drewby4321
15
RSI & Volume Coloured BarsCandles get darker when volume is high, and brighter when volume is low. They are red or green depending on whether the RSI is above or below a threshold value, or alternatively you can pick a more vanilla coloring based on current close vs last close or last open. For personal use as I enjoy the aesthetics of it. The more solid RSI coloring helps highlight the brightness variations from changing volume and makes trends crystal clear. Inspired by "Volume Based Coloured Bars" by KivancOzbilgic: and by and by RSI bars chart by taskman9:
Indicatore Pine Script®
di saolof
1
All_Props - non weighted currency indices for major fx pairsAll_Props - non weighted currency indices for major fx pairs Quickly gauge major fx currency flows in one indicator Extra use: 2 instances can be combined in the same indicator window to compare just the base currency vs the inverted quote currency. Note: You will need to set one of the instances to 'Only display base currency' and the other to 'Only display inverted quote currency' if you wish to use it in this manner. One of the instances should also have tradingview scaling set to 'Pin to Scale -> No scale fullscreen' If you wish to update the indicator with new currency values then make a personal copy and update the 'Index Formulas: Copy and paste formulas here' section
Indicatore Pine Script®
di elnoelio
10
Cross Asset VolatilityThis script brings together a number of volatility indexes from the CBOE in one space making it easier to use rather than adding a number of different securities to one chart. One could create a template with these securities attached, but sometimes, you don't want to switch charts, for whatever reason, and adding an indicator for is quick and simple. One note is that due some securities exhibit much larger volatility than others (i.e. oil vs bonds) and it can be difficult to see clearly those securities whose volatilities are low, and hence we have added the ability to calculate the values as a Log value to make the indicator more readable. Another way to do this is to change the Y-axis on the chart to Logarithmic while leaving the indicator at its default settings (i.e. the checkbox for using Log calculations remains unchecked).
Indicatore Pine Script®
di MCAP_FX
V/V weighted ma - JDAs a third new weighted moving average I present the Volume-Volatility Weighted Moving Average. The Volume-Volatility Weighted Moving Average (VVwma) calculates the average price over a certain period, weighted by both volume and volatilty, Big volume doesn't necessarily move price a lot but is very important, big price moves don't always need big volume but also have a lot of importance! In this indicator both big volume moves as well as big price moves are factored in to calculate the ma behaviour. The ma has a tendancy to quickly give an indication of a ranging vs trending market by angle of the ma. In ranging market it quickly flattens out and could be used to filter out insignificant low volume/volatility moves compared to regular ma's or the standard volume weighted ma Another use of it could be as entry/exit signals or as a means of a trailing stop or a hard exit for a strategy or as a "baseline" to combine with other signals feel free to experiment!!! If you use the VVwma in your scripts or your work, a shoutout would be nice!! Gr, JD. #NotTradingAdvice #DYOR
Indicatore Pine Script®
di Duyck
17
Volatility weighted maThe next in my series of weighted moving averages is the Volatility Weighted Moving Average. The Volatility Weighted Moving Average (Volwma) calculates the average price over a certain period, contrary to the well known Volume weighted ma, it is weighted by volatilty, meaning big price moves don't always need big volume but also have a lot of importance! In this indicator these big price moves are factored in to calculate the ma behaviour. As the ma is quite biased on price moves it can quickly give an indication of a ranging vs trending market by angle of the ma. In ranging market it quickly flattens out and could be used to filter out insignificant low volatility moves compared to regular ma's or the standard volume weighted ma Another use of it could be as entry/exit signals or as a means of a trailing stop or a hard exit for a strategy or as a "baseline" to combine with other signals feel free to experiment!!! If you use the Volwma in your scripts or your work, a shoutout would be nice!! Gr, JD. #NotTradingAdvice #DYOR
Indicatore Pine Script®
di Duyck
3