Inizia

Media mobile ponderata (WMA)

CCI Strategy v2This was a strategy I found based on MT4. It takes CCI readings, then transforms them into a weighted moving average illustration. This is represented as: Red Line - A six period moving average taken from CCI (NOT PRICE) Green Line - A sixty-six period moving average taken from CCI (NOT PRICE) Blue Line - CCI plotted I have also added some levels and bollinger bands to highlight changes in activity. The strategy is: BUY - When the red line crosses upwards over green line. SELL - When the red line crosses downwards over green line. Extra confirmation is available by watching the blue line, it should be above red to buy, below red to sell. If the blue line drops in the opposite direction, this may be an opportunity to buy on a pull back. If you wish for any modications to be applied, please do not hesitate to contact me.
Indicatore Pine Script®
di ForexResearchLabs
2
Hull MA Scanner / Screener LabelThis screens for Hull MA trend reversal's in 10 different securities. If the label color is not visible due to the text in it being white colored, then choose a different color from settings. Also added a simple HullMA to it. If want can increase it upto 40 securities in the code which is upto user to decide. This was requested by soderstromkenan in comments and looked like a nice idea so decided to make it. The Hull MA logic is from "Hull50" by u/RafaelZioni with his permission. Screener logic from u/Quantnomad with his permission.
Indicatore Pine Script®
di zzzcrypto123
31
VVOscillator [nb]Multiple volume oscillators in one. Description: As Warren Guppet once said, be “fearful when others are buying less, and greedy when others are selling less.” Divergences are the main point of usage of all bundled indicators. OBV Oscillator, remade. The formula has been changed to smooth out the way OBV is calculated during a trending move OBV Oscillator, original OBV formula. Price Volume Trend Oscillator. Similar to OBV, except price is taken into account as well. Price Volume Trend Oscillator, log. Accumulation/Distribution. (close - low) - (high - close) / (high - low), then multiplied by volume Chaikin Money Flow . Very similar to accum/dist except it was already made into an oscillator. OBV just by itself. Change style to line for easier interpretation. Experimental function that utilizes a part of CCI This is the unedited "Variable Volume Oscillator v1" released for free use. In the time since I've created it, I've realized it's something I'd like to share because I like it and hope you will too.
Indicatore Pine Script®
di NeoButane
9
VWAP x5 [Higher]MTF Refactored by IzocelMultiple VWAP What is the Volume Weighted Average Price (VWAP)? The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security. <---- Source Investopedia 2020 : By CORY MITCHELL Reviewed By GORDON SCOTT There's nothing much to explain, possibility to use fills between the VWAP and it's associated previous close. Be sure to use it with higher Timeframe than your chart T.F. -Raphaël V.D.
Indicatore Pine Script®
di RVD-Projects
WMA CrossoverNormally we have Moving average which is lagging indicator but in this script we have removed the lag and get signal upfront to maximize the profit and minimize the losses. This is good for Entry purpose, for exit also it can be used but profit might be less. It is suggested to use one of the below method for exit Target based RSI divergence or Price & Volume Based Analysis VWAP (Volume for Index (Nifty & BankNifty is not available on Tradingview. Investing.com can be used for the same.) If need more information on any of the above method, Please comment i will share more information on this either on tradingview or could be on the yourtube video.
Strategia Pine Script®
di happyTacos
6
EMA_VTX Abbreviations: EMA - Exponential Moving Average SMA - Simple Moving Average WMA - Weighted Moving Average VWMA - Volume-Weighted Moving Average TP - TimePeriod (1m,2m,5m,1h....) TP Steps - 1m,3m,12m,1h,5h,D (This steps i use) Use-case: Moving Average Exponential is a good indicator of Support and Resistance Level. Giving us average price level in particular moment. This script calculates and plots Moving Average with minute precision, even if you want to see 21 EMA level from 1H chart. So you can accommodate all important information on one chart with best precision. Made for Intraday Perioads. Best used for DayTrading, when you need to make quick and efficient decisions. EMA_VTX = Preferred resolution * Length / Present resolution. In addition to plotting EMA , you can quickly switch between SMA, WMA, VWMA . Settings: Resolution - Most used TP included, plus some exclusive paid plans (1m, 2m, 3m, 5m, 12m, 15m, 1h, 4h, 5h, Daily). Default set to 1h Use - Bonus function for EMA indicator. You can quickly switch type from EMA to SMA, WMA,VWMA Length - standard function. Default set to 144 Offset - standard function. Default set to 0 Source - standard function. Default set to hlc3 Why to use it ? Yes, i know that variable TP is standard now in TradingView. But there are some limitations, especially for DayTraders. Problem: Imagine you are trading/scalping on 1m.. 5m.. 15.. charts and you want to see where are your Higher TP MAs. -- You can change to 1h and check it, but you will loose the picture from smaller TP. -- You can use Standard EMA TP function, but your MAs data will update every 15m, 1h (depends on TP) Solution: This script help to solve this problem, by breaking information down to 1m and building from there. So whatever Intraday TP you choose to trade, your MAs will be updated with minute precision. Limitations: Sadly nothing without limitations. 1. You can experience "Reference too many candles in history" around 5K - This means that too many candles are used to plot MAs. -- Quick fix: Reduce "Length" or Step down TP (best experience when projecting MAs 1-2 TP Steps up) 2. For Best performance use only Higher TP dividable By Yours (ex. You use 3m chart, then you can plot 12m, 15m, 1h / You use 5m chart, then you can plot 15m, 1h. 12m will already have 3m of information lost using 5m Chart )
Indicatore Pine Script®
di VikontTrade
Volatility Weighted Moving Average [BigBitsIO]The "Volatility Weighted Moving Average " indicator is a moving average indicator that is designed to weight certain periods of volatility more so than others, applying a greater impact on periods of high, low or average volatility. Volatility is measured throughout the volatility lookback period, and the current candle is weighted appropriately based on the indicator's weight type. Peak volatility based on the weight type is valued more to amplify the effect of the desired volatility weight. Below are the settings used for this indicator and what they mean and do: Moving Average Length: The lookback period for the moving average calculation. Length To Measure Volatility: The lookback period to compare the volatility of the current candle to. Ex: This candle is high/average/low volatility compared to the candles in the last X candles Volatility Divisions: The more volatility divisions the more precise the weighting is on candle volatility. With more volatility divisions, there are typically fewer candles that can qualify as peak volatility within the volatility weight type. Amplify Peak Volatility In Weight Type: This is an extra weight applied to candles with peak volatility to further help weight the moving average in the direction of desired volatility. Start Source Of Volatility: The starting point of measuring volatility. Volatility is measured as the difference in start - end source. End Source of Volatility: The ending point of measuring volatility. Volatility is measured as the difference in start - end source. Moving Average Source: The data source of the candle when used to calculate the moving average. Moving Average Type: You can choose between a Volatility Weighted "Weighted Moving Average (WMA)", and a Volatility Weighted "Simple Moving Average(SMA)". The WMA and SMA respectively will somewhat resemble the actual WMA and SMA of the same moving average length, but the volatility will be weighted to shift values based on your settings. Weight Type: The type of volatility that should be valued most. High volatility values candles with the highest volatility, average volatility values candles that are within the average range of volatility most, and the low volatility option weights candles with the least volatility the most. Moving Average Smoothing Length (SMA): This will smooth the final line with an SMA. The weighting can produce jagged lines by itself, so it is smoothed slightly by default. Why this indicator was made: I made this indicator because I wanted to visually interpret the effects of volatility on moving averages and if it could help identify any patterns in breakouts, trends, or consolidation periods. The theory: Using a weight type of high volatility you might be able to identify breakouts with a sharp value incline or decline in slope. An average weight type would help identify trends as it could potentially reduce noise from very large and very small candles and focus more on the value of average candles - I believe for the theory on this one to work you would actually want to use less "Volatility Division" in order to include more average-sized candles in the peak weight. Finally, using a weight type of low volatility could help identify periods of consolidation.
Indicatore Pine Script®
di BigBitsIO
1
LWMA: Linear Weighted Moving AverageCouldn't find searching for Linearly Weighted Moving Average (LWMA) in tradingview. Found one with the LWMA title, but it uses plain WMA calculation without the linearity which more heavily weights recent price data, which I need, so I try to made one. LWMAs are also quicker to react to price changes than SMA and EMA. If you want a moving average with less lag than an SMA, try a LWMA. It kind of also have a more clarity in defining the price trend and reversals. Trade signals usually based on crossovers, they can also indicate areas of potential support or resistance. But beware though, multiple false signals may also occur before a significant trend develops. Use a filter, some decent volatility oscillator might do the job. -- The formula for this Linearly Weighted Moving Average is: LWMA = (( P n∗ W 1)+( P n−1∗ W 2)+( P n−2∗ W 3)...) / ∑W ​ ​P = Price for the period n = The most recent period, n-1 is the prior period, and n-2 is two periods prior W = The assigned weight to each period, with the highest weight going first and then descending linearly based on the number of periods being used. I hope I'm doing right translating it to Pine Script 4. Let me know if I miss something. ​
Indicatore Pine Script®
di io72signals
29
万有引力（均线支撑阻挡Moving Average Support and Resisitance）系统This is a Moving Average indicator base on R/S which design for Chinese. 这是一个基于均线作为移动支撑阻挡的用法而设计的指标。 本脚本的目的在于帮助使用中文的人了解该指标，特别是其用法。同时将该指标代码添加完整的中文注释，方便使用中文的人学习Pine语言。 均线移动支撑阻挡的用法是葛南维八大买卖法则的基础。 本指标的特色 本指标利用均线的支撑阻挡效应来捕捉一段长期趋势的第二段行情。 *万有引力：即均值回归理论。认为价格始终在重复着远离其均值，再回到其均值； *洛希极限：以均线为中心，以其0.2标准差构建其上下轨道，形成一个容错通道； 指标可调节参数 该指标有三个可设置的参数 1 短周期均线参数：默认为20； 2 长周期均线乘数：默认为80； 3 标准差参数：0.2 本指标还有两项可选设置项 1 价格源：价格源默认使用收盘价，但是你还可以选择使用开盘价、最高价、最低价等其他的价格计算方式； 2 是否显示强趋势的开关； 3 是否显示中趋势的开关； 指标用法 买入信号： 当指标出现上涨A或上涨B时，即为买入信号。其中上涨A为强趋势信号，上涨B为中趋势信号。 卖出信号： 当指标出现下跌A或下跌B时，即为卖出信号。其中下跌A为强趋势信号，下跌B为中趋势信号。 本指标支持配置买卖点的预警。 指标优势 1 适用于不同的时间周期和不同的交易品种； 2 对趋势有很好的识别效应。 指标局限性 本指标主要在于捕捉趋势的第二段，若当前趋势较弱时，第二段极有可能不成立。
Indicatore Pine Script®
di samuelx
1
Mavilimw-40-Av-Mevsimi by HassonyaAs you know, Mavilimw indicator is plots smoothed weighted moving average combinations of various Fibonacci numbers and great support and resistance for middle and long term trading and confirmation. When the price breaks the mavilimw indicator up, it works as buy and sell it down. In this indicator, it helps you follow the mavilimw indicator in 40 stocks regardless of the time period on the main graphic screen. You can use this indicator wherever the Mavilimw indicator uses. What happens when the price breaks the Mavilimw indicator up and down. It can follow the price instantly. Thanks Türkçe Açıklama Arkadaşlar hepimizin bildiği gibi Kıvanç hocamızın yazdığı mavilimw indikatörünün kullanımı yukarı keserse al aşağı keserse sat şeklinde çalışmaktadır ve Mavilimw indikatörü Fibonacci sayılarının ağırlıklı hareketli ortalama kombinasyonlarına uygulanması işe oluşan önemli direnç ve destek belirten bir indikatördür. Av Mevsimi indikatörü sayesinde 40 tane hissede anlık olarak ana grafik ekranındaki zaman periyotundan bağımsız olarak istediğiniz periyotta istediğiniz hisselerde mavilimw durumunu takip edebilmenize yardımcı oluyor. Yukarı Kestiğinde Mavi renk aşağı kestiğinde kırmızı renk olarak renk değiştiriyor. Mavilimw indikatörünün kullanıldığı her yerde takipçi indikatörümü de kullanabilirsiniz. Fiyat Mavilimw'yi yukarıya kırdığında ne olmuş, aşağıda kırdığında ne olmuş resimde görebilirsiniz. Fiyatı da anlık olarak takip edebiliyor Teşekkürler
Indicatore Pine Script®
di Hassonya
34
Smoothed Sensitive MAThis moving average is sensitive and reacts quickly to significant price movements, while remaining indifferent to small price moves. Smoothed Sensitive MA is triple weighted for price changes. It takes in one parameter "Length", which is used as both 1. the lookback period for price change, zCC=abs(close-close [ len ]) and also as 2. the number of periods to be averaged zSSMA=sum(zCC*zCC*zCC*close, len )/sum(zCC*zCC*zCC, len ) Alternatively, you could modify the script to use two separate parameters for values for 1 and 2.
Indicatore Pine Script®
di BakwaasTrading
End Point Moving Average [CC]The End Point Moving Average was created by Patrick E. Lafferty (Stocks & Commodities V13 (413-417)) and it is essentially a variation of the weighted moving average but the weight system is different. Feel free to change the offset and length amounts to adjust to your needs but I'm using the default amounts in my script. This hugs the price very closely and I think you will enjoy this script as much as I had making it. As always buy when the indicator line is green and sell when it is red! Let me know if you would like me to publish other 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
TradeSense Breakout Strategy v1TradeSense is a Renko brick breakout trading system for short-term or intraday trade. It is also a trend following strategy using a confluence of multiple MA's to spot the underlying trend. Exit and Stop Loss is based on dynamic ATR to predict possible target based on ticker's real time volatility. So far this has been back-tested on major cyrptos, and the same concept is applicable to other asset types. It is more suitable for lower timeframes (such as the 30m, 15m, and 5m) though you may try adjusting the parameters for higher timeframes. Feel free to backtest it and comment below! Optimum parameters: BTCUSD-15m - Noise Filter: 1 - ATRLength : 15 - SL coefficient : 2.0 - TP coefficient : 1.5 ETHUSD-15m - Noise Filter: 7 - ATRLength : 16 - SL coefficient : 2.0 - TP coefficient : 1.5
Strategia Pine Script®
di TradeSenseTV
10
Cubed Weighted Moving AverageThis is another indicator that I have created that is my favorite script yet for a weighted moving average. This indicator is very similiar to a classic weighted moving average but in this version I'm cubing the weights. It hugs the price very closely as you can see and of course buy when the indicator line is green and sell when it is red. Let me know if you would like me to publish other scripts or if you want something custom done!
Indicatore Pine Script®
di cheatcountry
14
WMA/LSMA - Simplified CalculationsLots of moving averages are based on a weighted sum, the most common ones being the simple (arithmetic) and linearly weighted moving average. The problems with the weighted sum approach is that when your moving average is a FIR filter then the number of operations increase with higher values of length, and when the weights are based on a complex calculation this number of operations can increase drastically! For the common technical analyst the calculation time of moving averages can be an insignificant factor, even more when using higher time frames, however its always a good practice to seek better performances. The SMA has already a calculation where the number of operations is independent of its length, as such it can be easy to do the same for the linearly weighted moving average (WMA). This post will describe the process toward calculating a simple and efficient WMA which will then be used to provide an efficient calculation of the least squares moving average (LSMA). Carving Impulses Responses Remember that impulses responses fully describe the properties of moving averages, the impulse response of the WMA is a linearly decreasing function, so we'll try to calculate it without using a weighted sum. We first need to use a cumulative sum, the cumulative sum can be described as a summation from the first element of a series to the n th element of the series, where n is the current bar number, one could say that this operation is actually super inefficient, however this is not the case, as a cumulative sum can be calculated recursively as follows: y = y + x The cumulative sum can be described as an amplifier and posses the following impulse response: Once the cumulative sum receive the impulse signal as input the result will always be equal to 1. This will form the basis of our simplified calculation, all we need to do transform this response into a linearly decreasing one. The full process is as follows: Get the impulse response of the cumulative sum Subtract this response from a linearly increasing impulse response of size length Normalize the result such that the sum of the resulting response is equal to 1 We need a linearly increasing response of size length , this can be done by using a running sum of the original cumulative sum response, however we must make sure that the value of this response is 0 when the one of the cumulative sum is first equal to 1. Because the resulting response as a maximum value of length we need to multiply our cumulative sum response with length , then we proceed to subtraction. Finally we need to normalize the result, the sum of a linear sequence of values starting at 1 and ending at n is given by the explicit formula : n(n+1)/2 , which in our case give length*(length+1)/2 , we divide our previous response with this result and we end up with the impulse response of a WMA. This process can be graphically described as follows: We can then replace the impulse function by the closing price in order to get the WMA of the closing price. Advantages And Disadvantages The big advantage of this calculation is its efficiency, in its non functional form (you can see it in the code) the calculation of the WMA only require 9 operations regardless of the value of length against length*2 + 4 for the weighted sum approach, as such both methods are equally efficient in terms of operations as long as the length of a standard WMA is inferior to 3, which is ridiculous, as such our approach is more appropriate. Another advantage is that Pinescript does not allow for series as length arguments in the WMA function, however here we can have a variable length for the WMA. Of course there are disadvantages to this approach, in terms of code we require more variables for the non functional form, which create a lengthier scripts. Another disadvantage is that we can be prone to rounding errors due to the cumulative sum, however they shouldn't be significants in our case. Getting The Least Squares Moving Average The LSMA is one of my favorite moving averages, and it can derived from a linear combination between the WMA and SMA described as follows : 3WMA - 2SMA. Since we proposed an alternative calculation of the WMA we can then calculate the LSMA without even using the SMA, why ? because the SMA can be calculated by computing the changes over length period of the cumulative sum of an input, this result is then divided by length . Remember that the impulse response of a cumulative sum is just a rectangular function, all we need is to truncate it such that only length values of the response are equal to 1, this is done thanks to the change function in Pine. In Summary A more efficient calculations for both the WMA and LSMA have been presented, while this on itself isn't super important you have learned what is the process toward calculating a filter without relying on a weighted sum. This calculation will soon be included in the Pinecoders script allowing series as length argument. Thank you for reading, your interest is always appreciated !
Indicatore Pine Script®
di alexgrover
13
Variable Power Weighted Moving AverageThe Variable Power Weighted Moving Average was created by RedKTrader so make sure you follow them! This is a very handy indicator where you can change the weights of the weighted moving average yourself! For an easy guide here are common values to use to convert this indicator into other indicators: Power = 0 = Simple Moving Average Power = 0.5 = Square Root Weighted Moving Average Power = 1 = Weighted Moving Average Power = 2 = Squared Weighted Moving Average Try it out and let me know what you think! Let me know if you have other ideas for me or if you want something custom done!
Indicatore Pine Script®
di cheatcountry
2