Inizia

Deviazione standard

~RMCF~ BORC [with 17 page Annotated PDF with Example Charts]BORC, or Breakout Reversal Confirmation, is a signal based TV Indicator that analyzes multi-period price movements to determine when to enter in oversold and overbought tradeable assets. It works in any time frame and any type of security. Green triangle means buy Red Triangle means to get ready for the buy signal $60 for lifetime access + complimentary PDF with example chart setups DM @reaganmcf_ on twitter for more information and access
Indicatore Pine Script™
di reaganmcf
9
Linear Regression Trend ChannelThis is my first public release of indicator code and my PSv4.0 version of "Linear Regression Channel", as it is more commonly known. It replicates TV's built-in "Linear Regression" without the distraction of heavy red/blue fill bleeding into other indicators. We can't fill() line.new() at this time in Pine Script anyways. I entitled it Linear Regression Trend Channel, simply because it seems more accurate as a proper description. I nicely packaged this to the size of an ordinary napkin within 20 lines of compact code, simplifying the math to the most efficient script I could devise that fits in your pocket. This is commonly what my dense intricate code looks like behind the veil, and if you are wondering why there is no notes, that's because the notation is in the variable naming. I excluded Pearson correlation because it doesn't seem very useful to me, and it would comprise of additional lines of code I would rather avoid in this public release. Pearson correlation is included in my invite-only advanced version of "Enhanced Linear Regression Trend Channel", where I have taken Linear Regression Channeling to another level of fully featured novel attainability using this original source code. Features List Includes: "Period" adjustment "Deviation(s)" adjustment "Extend Method" option to extend or not extend the upper, medial, and lower channeling Showcased in the chart below is my free to use "Enhanced Schaff Trend Cycle Indicator", having a common appeal to TV users frequently. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and ideas presented below in the comments section, when time provides it. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Indicatore Pine Script™
di ImmortalFreedom
20
Breakout Reversal Entry on WMA - NG1! Overnight ver 1This script is for learning purposes only This strategy will plot arrows when price breaks so far above/below WMA. The strategy will enter when the price breaks away from WMA. All entries are reversals. Users can set WMA length and source; also the distance of the price away from WMA to enter. Adjustable bracket orders are placed for exit, with trailing stop or market stop choice. Last, users can set the time of day they want to enter a trade. My Preference: I am testing this strategy on NG1! over night on 1 minute candle. with .003 on price drop/climb, I get entries almost every night. Also 10 tick stop and 5 tick profit seems backward to most, but with a high win/loss ratio, it performs quite well. Trailing stops generally help out as well. INPUTS: Length - The is the WMA length Source - WMA source (High, Low, Open, Close...) When Price Drops - This is the distance in ticks when the price drops away from WMA, an arrow is plotted, and reversal entry order is placed When Price Climbs - Same as price drop, just in the opposite direction Trailing Stop check box - Check if you want to place a trailing stop so many tick away from entry. Unchecked is Market (hard) stop so many ticks from entry. Stop - Number of ticks away from entry a the stop or trailing stop is set (for NG 1 tick = $0.001) Limit Out - Number of ticks away from entry a limit order is placed to take profits Limit Time of day check box - check to use the time of day to limit what time of day order entry will occur. Start/Stop Trades (Est Time) - First box is when the strategy will be allowed to start buying and stop is when the strategy will stop being allowed to buy. Sell orders continue until a stop or limit triggers an exit. These times are Eastern time zone PROPERTIES: Pyramiding - This feature will allow multiple entries to occur. If set to 1, the strategy should only trade 1 contract at a time. If set to 2, the strategy will enter a second order if entry requirements are met. This allows you to be holding 2 contracts. Basically on a good day, it will multiply your earnings, on a bad day, you'll just lose more. For testing, I keep this on 1. TIPS: - If you want to go long only, set "When Price Climbs" to an impossible number, like 10,000. It's not possible for NG to move $10 is a matter of minutes so it will not enter the market with a short order. Also keep in mind you can set different requirements for going long vs going short. If you think there is more pull on the market in a particular direction.
Strategia Pine Script™
di oldinvestor
1
Standard Deviation - Sum Of The Squares Minus Square Of The SumsIntroduction The standard deviation measure the dispersion of a data set, in short this metric will tell you if your data is on average closer or farther away from the mean. Its one of the most important tools in statistics and living without it is pretty much impossible, without it you can forget about Bollinger-bands, CCI, and even the LSMA (ouch this hurt) . Now i don't want to extend myself about the standard deviation since that would require a huge post but i want to show you how to calculate the standard deviation from the stdev pinescript function. Sum Of The Squares Minus Square Of The Sums Any metric calculated from a moving average can be classified as "running", this mean that the metric constantly update itself and is not constant, this is why it is better to say "running standard deviation" but its okay. If we use the standard calculation for the standard deviation which would be sqrt(sma(pow(close - sma,2))) we might get something totally different from the stdev function : In white the pine stdev function and in red the standard calculation of both period 4, its clear that both are not the same, one might try to use the Bessel's correction but that won't do either, this is because most technical analysis tools will calculate the square root of the "Sum Of The Squares Minus Square Of The Sums" method to estimate the standard deviation Another way is to use : a = sqrt(sma(pow(close,2),length) - pow(sma(close,length),2)) By returning the difference we might still see some errors : Nothing relevant of course. Conclusion Some of you might already be aware of this but a reminder is always good since it can be confusing to make what can be considered the good standard deviation formula and then have something totally different from the pine function, i hope this post will be useful and that you learned something from it. Thanks for reading :)
Indicatore Pine Script™
di alexgrover
19
Realized VolatilityRealized / Historical Volatility Calculates historical, i.e. realized volatility of any underlying. If frequency is not the daily, but for example 6h, 30min, weeks or months, it scales the initial setting to be suitable for the different time frame. Examples with default settings (30 day volatility, 365 days per year): A) Frequency = Daily: Returns 30 day historical volatility, under the assumption that there are 365 trading days in a year. B) Frequency = 6h: Still returns 30 day historical volatility, under the assumption that there are 365 trading days in a year. However, since 6h granularity fits 4 times in 24 hours, it rescales the look back period to rather 30*4 = 120 units to still reflect 30 day historical volatility.
Indicatore Pine Script™
di JSterz
Adaptive BB Triple Layer Adaptive BB SD Band based pullback and pivoting signals ♘♝ Macro Trend sentiment - Outer deviations coloring Micro trend - Mean Value and normal +/- st.dev colors Candle Colors - Median Trend Col Coded Primitive(Basic) Squeeze detection Sensitive micro break out/down signals derived from basic Mean line crossing (Added some Whipsaw Protection) Basic Squeeze Extreme deviations can be turned off for "compact" view Basic break out/down signals Indicator needs TESTING Signal sensitivity and trend recognition need testing/tuning before even considering to use this BB for trading purposes
Indicatore Pine Script™
di InSilico
7
Self-Adjusting RSI +Here is an open source (no request needed!) version of the Self-Adjusting RSI by David Sepiashvili. Published in Stocks & Commodities V. 24:2 (February, 2006): The Self-Adjusting RSI David Sepiashvili's article, "The Self-Adjusting RSI," presents a technique to adjust the traditional RSI overbought and oversold thresholds so as to ensure that 70-80% of RSI values lie between the two thresholds. Sepiashvili presents two algorithms for adjusting the thresholds. One is based on standard deviation, the other on a simple moving average of the RSI. This script allows you to choose between plotting the Self-Adjusting bands or the traditional bands. You can also plot a smoothed RSI (SMA or EMA) and change the theme color for dark or light charts. If you find this code useful, please pass it forward by sharing open source! Thank you to all of the open source heroes out there! "If I have seen a little further it is by standing on the shoulders of Giants."
Indicatore Pine Script™
di AltJams
10
Extreme DeviationThis indicator calculates extreme deviation areas of the difference of zero-lag fast and slow exponential moving averages with volume (for Volume Weighted version). Here is a connection between the distance of prices to their respective moving averages (default periods are 50/200) and standard deviations (default period is 20) . Like in the academic literature, the idea behind this indicator depends on that prices tend to exhibit “reversal to the mean” attributes. By using both volume and standard deviation of moving averages, volatility is considered in calculations too. The red zones are the “Extreme Zones” which signals and warns about possible incoming reversal. Because the indicator is semi non-directional, it is suggested to use it with a momentum indicator such as TTI , TPI or RSI . Using of momentum indicators becomes safer using it with ExDev/VoWExDev The green zone is the “Trade Safe” areas which indicates that if the price and indicator moves in same directions, the price is trending or market has relatively greater volume (for Volume Weighted version) than past periods. On the other hand, if the indicator floats in gray “No Trade” zone, the market is in ranging mode probably. Signal line (black dashes, default is 55) can be used for new orders. In a scenario in which price and the indicator moves together in same direction and then indicator starts to change direction, indicates a possible trend reversal approaches in coming periods. Waiting for both momentum and ExDev/VoWExDev extreme zones would be a good strategy. Seeking for divergences between momentum and opposite ExDev ExDev/VoWExDev extreme zone is the best long/short strategy developed so far. Notes: VoWExDev refers to Volume Weighted Extreme Deviation Multiplier adjusts the wave frequency of the indicator. Higher multiplier lowers the wave frequency of the indicator and vice versa. Look Back is the calculation period of the standard deviation. These two indicators are suitable for all markets for all time periods if there is enough back data to calculate. There would be significant differences between two versions due to volume as expected. For the markets lack of volume data, ExDev version is suggested to use. Türkçe: Bu indikatör, hacim ağırlıklı gecikmesiz üssel hareketli ortamaların birbirlerinden aşırı saptığı bölgeleri hesaplamaktadır. Fiyatın hareketli ortamaladan uzaklaşmasının standart sapması hesaplanarak aşırılık bölgeleri indikatör üzerinde gösterilmektedir. Bu indikatör, akademik çalışmalarda da bahsedilen “fiyat ortalamaya dönme eğilimindedir” teorisi üzerine geliştirilmiştir. Hareketli ortamala farklarının standart sapmasının hesaplanması ve hacim ile ilişkilendirilmesi ile volatilitede göz önünde bulundurularak indikatör hesaplamasına dahil edilmiş oldu. İndikatördeki kırmızı bölgeler “Aşırılık Bölgelerini” gösterir ve muhtemel bir trend dönüşünün yaklaştığını sinyaller ve uyarır. İndikatör, fiyat yönünden yarı bağımsız hareket ettiği için TTI ,TPI ya da RSI gibi herhangi bir momentum indikatörü ile kullanılması önerilir. Momentum indikatörlerinin kullanılması bu indikatör ile birlikte daha güvenli hale gelmektedir. Yeşil alan “Güvenli İşlem” bölgesini göstermektedir. Fiyat ve indikatör aynı yönde giderken piyasanın trendde olduğunu ve hacim ağırlıklı versiyonda da geçmiş dönemlere göre hacimin de göreceli olarak yükseldiğini göstermektedir. Diğer bir taraftan eğer indikatör gri “İşlem Yapma” bölgesinde dalgalanıyorsa piyasa muhtemelen yatay harekete geçmiştir. Sinyal çizgisi (kesik siyah çizgi, bazı 55) yeni işlemlere giriş için kullanılabilir. Fiyat ve indikatörün aynı yönde hareket ettiği ve indikatörün fiyattan önce yön değiştirmeye başladığı senaryoda indikatör, yaklaşan periyodlarda trendin dönebileceğini göstermektedir. Böyle bir senaryoda ExDev/VoWExDev ve momentum indikatörlerinin ikisinin de aşırılık bölgesine girmesinin beklenmesi iyi bir strateji olabilir. Momentum indikatörlerinde uyumsuzluk olduğu anlarda da indikatör aşırılık bölgesinde ise ve iki indikatörün birbirine göre de uyumsuz olduğu senaryolar şu ana kadar geliştirilmiş en başarılı stratejidir. Notlar: VoWExDev hacim ağırlıklı aşırı sapma indikatörünü tanımlamaktadır. Multiplier/Çarpan, indikatörün dalga frekansını ayarlamaktadır. Çarpan yükseldikçe indikatör frekansı düşer veya tersi. Look Back, standart sapmanın hesaplama periyodudur. Bu indikatörler, eğer yeterli geçmiş veri varsa her piyasayda her zaman periyodunda kullanılabilir. Hacimden dolayı iki versiyon arasında bariz farklar olabilir ve bu beklenen bir şeydir. Hacim verisinin olmadığı marketlerde ExDev versiyonunun kullanılması önerilir. Örnek stratejiler için/ For sample strategies: kriptomuhtar.com/dersler/asiri-sapma-ve-hacim-agirlikli-asiri-sapma/
Indicatore Pine Script™
di KriptoMuhtar
Volume Weigthed Extreme DeviationThis indicator calculates extreme deviation areas of the difference of zero-lag fast and slow exponential moving averages with volume (for Volume Weighted version). Here is a connection between the distance of prices to their respective moving averages (default periods are 50/200) and standard deviations (default period is 20) . Like in the academic literature, the idea behind this indicator depends on that prices tend to exhibit “reversal to the mean” attributes. By using both volume and standard deviation of moving averages, volatility is considered in calculations too. The red zones are the “Extreme Zones” which signals and warns about possible incoming reversal. Because the indicator is semi non-directional, it is suggested to use it with a momentum indicator such as TTI , TPI or RSI . Using of momentum indicators becomes safer using it with ExDev/VoWExDev The green zone is the “Trade Safe” areas which indicates that if the price and indicator moves in same directions, the price is trending or market has relatively greater volume (for Volume Weighted version) than past periods. On the other hand, if the indicator floats in gray “No Trade” zone, the market is in ranging mode probably. Signal line (black dashes, default is 55) can be used for new orders. In a scenario in which price and the indicator moves together in same direction and then indicator starts to change direction, indicates a possible trend reversal approaches in coming periods. Waiting for both momentum and ExDev/VoWExDev extreme zones would be a good strategy. Seeking for divergences between momentum and opposite ExDev ExDev/VoWExDev extreme zone is the best long/short strategy developed so far. Notes: VoWExDev refers to Volume Weighted Extreme Deviation Multiplier adjusts the wave frequency of the indicator. Higher multiplier lowers the wave frequency of the indicator and vice versa. Look Back is the calculation period of the standard deviation. These two indicators are suitable for all markets for all time periods if there is enough back data to calculate. There would be significant differences between two versions due to volume as expected. For the markets lack of volume data, ExDev version is suggested to use. Türkçe: Bu indikatör, hacim ağırlıklı gecikmesiz üssel hareketli ortamaların birbirlerinden aşırı saptığı bölgeleri hesaplamaktadır. Fiyatın hareketli ortamaladan uzaklaşmasının standart sapması hesaplanarak aşırılık bölgeleri indikatör üzerinde gösterilmektedir. Bu indikatör, akademik çalışmalarda da bahsedilen “fiyat ortalamaya dönme eğilimindedir” teorisi üzerine geliştirilmiştir. Hareketli ortamala farklarının standart sapmasının hesaplanması ve hacim ile ilişkilendirilmesi ile volatilitede göz önünde bulundurularak indikatör hesaplamasına dahil edilmiş oldu. İndikatördeki kırmızı bölgeler “Aşırılık Bölgelerini” gösterir ve muhtemel bir trend dönüşünün yaklaştığını sinyaller ve uyarır. İndikatör, fiyat yönünden yarı bağımsız hareket ettiği için TTI ,TPI ya da RSI gibi herhangi bir momentum indikatörü ile kullanılması önerilir. Momentum indikatörlerinin kullanılması bu indikatör ile birlikte daha güvenli hale gelmektedir. Yeşil alan “Güvenli İşlem” bölgesini göstermektedir. Fiyat ve indikatör aynı yönde giderken piyasanın trendde olduğunu ve hacim ağırlıklı versiyonda da geçmiş dönemlere göre hacimin de göreceli olarak yükseldiğini göstermektedir. Diğer bir taraftan eğer indikatör gri “İşlem Yapma” bölgesinde dalgalanıyorsa piyasa muhtemelen yatay harekete geçmiştir. Sinyal çizgisi (kesik siyah çizgi, bazı 55) yeni işlemlere giriş için kullanılabilir. Fiyat ve indikatörün aynı yönde hareket ettiği ve indikatörün fiyattan önce yön değiştirmeye başladığı senaryoda indikatör, yaklaşan periyodlarda trendin dönebileceğini göstermektedir. Böyle bir senaryoda ExDev/VoWExDev ve momentum indikatörlerinin ikisinin de aşırılık bölgesine girmesinin beklenmesi iyi bir strateji olabilir. Momentum indikatörlerinde uyumsuzluk olduğu anlarda da indikatör aşırılık bölgesinde ise ve iki indikatörün birbirine göre de uyumsuz olduğu senaryolar şu ana kadar geliştirilmiş en başarılı stratejidir. Notlar: VoWExDev hacim ağırlıklı aşırı sapma indikatörünü tanımlamaktadır. Multiplier/Çarpan, indikatörün dalga frekansını ayarlamaktadır. Çarpan yükseldikçe indikatör frekansı düşer veya tersi. Look Back, standart sapmanın hesaplama periyodudur. Bu indikatörler, eğer yeterli geçmiş veri varsa her piyasayda her zaman periyodunda kullanılabilir. Hacimden dolayı iki versiyon arasında bariz farklar olabilir ve bu beklenen bir şeydir. Hacim verisinin olmadığı marketlerde ExDev versiyonunun kullanılması önerilir. Örnek stratejiler için/ For sample strategies: kriptomuhtar.com/dersler/asiri-sapma-ve-hacim-agirlikli-asiri-sapma/
Indicatore Pine Script™
di KriptoMuhtar
(JS) Bollinger Band Momentum Average Trailing StopsA tool I made to use alongside the Bollinger Band Momentum Average - fairly simple to use. It has the same settings as the BBMA so you can match them together. If you prefer a wider stop than a close on the opposing side of the BBMA, this is for you. The "stop" is triggered by a close on the other side of the stop line line turns red whenever the stop is triggered. The calculation is simple: The stop on the short side it is High - BBMA over the length of time you select to use (20 is default). On the long side, it is BBMA - Low also over the preferred length of time you select to use. Note: Just shorten the length to make a tighter stop.
Indicatore Pine Script™
di J-Streak
(JS) Bollinger Bands Momentum AverageSo this is something I've been using with my Squeeze system that I have found very useful (great addition especially if you use the Squeeze Arrows). First thing I'd like to point out is that the default setting (20 SMA) is also the default for the Bollinger Bands basis line, so I recommend using the line set at the default. First thing you'll notice is that whichever side of the line the candles close on, that basically determines the direction of the arrow for the Squeeze Arrows. So this is extremely helpful in case momentum shifts after an arrow signal is given, if you see the price shoot to the other side of the line you can use that as a means of protection. Second, the line is color coded in a way that I hope helps with entries and exits. The colors of the line change based on two things: 1. If there is currently a squeeze. 2. Are the Bollinger Bands expanding or contracting. Generally speaking, when the bands are contracting (light green and light orange default colors) this is the ideal time for entry before a trending move occurs. Same thing on the flip side when they're expanding (dark green and dark orange default colors), that's usually the better time to exit. Now what's the difference between orange and green? Green = There's an ongoing squeeze Orange = There's currently no squeeze So playing the side of momentum when the line is light green and starts to break in a certain direction would be the ideal entry. And, if momentum changes from that point, you can always use a close on the opposite side of the line as a stop (or an entry the other way). This is something else I've been using on my own for a little while prior to publishing and it has been a tremendous tool for me. Hope it helps you all as much as it has me!
Indicatore Pine Script™
di J-Streak
2