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Media mobile ponderata (WMA)

Moving Average RibbonMoving Average Ribbon: ----------------------------------------------------------- A series of moving averages of different lengths to create a ribbon-like indicator. Traders can determine trend strength by the distance between the moving averages, the overall balance of the coloured lines and determine price points. Price movements through the ribbon can be used to identify trend changes. SMA, EMA, WMA with user defined length, starting plot, number of plots to show, theme choice and colour calculation toggle. Inputs: ----------------------------------------------------------- Source: input value for MAs (close) Type: moving average type (ema) Theme: multiple colours/themes (theme 2) Length: MA length (13) Start: MA plot number to start ribbon on (1) No. of MAs: number of plots to show; maximum 32 (32) Colour option: unchecked then line colour is based on the source value crossing current MA otherwise the moving average below (false) Example: ----------------------------------------------------------- multiple MAs overlaid with different values give interesting results e.g. Ribbon1 : length: 13 start: 1 Ribbon2: length:1 start: 26 Notes: ----------------------------------------------------------- if increasing the length beyond around 150 results in "references too many candles in history" error then reduce the no. of MAs value to show less MA plots; the longer length MAs will go beyond the 5k max candle history..
Indicatore Pine Script®
di Violent
23
The V_Wave: Volatility Adaptive Moving AverageThis is work in progress - but i wanted to see if there's interest to use or test it - or if someone finds it useful. there's already a crowd of great moving averages out there :) This is a different type of zero-lag weighted moving average - and it's a concept that i have been working on for a while now. Given that this is WIP, i decided to keep the code protected for now. The idea is to create a moving average that responds faster to the changes in the underlying data - which is the case with other zero-lag moving averages - but in this case, i also wanted to make it adaptive, so it accelerate when the volatility increases and at the same time, maintain limited lag and reasonable smoothing, even at longer length. How Does it Compare to other MA's ============================== in the chart, we can see a comparison between the V_Wave (thick yellow line) and the 3 common MAs, Hull Moving Average (HMA, aqua), a Weighted Moving Average (WMA, brown) and an Exponential Moving Average (EMA, grey) the most important advantage in V_Wave, is because of the way the algorithm works, and that it maintains direct association with the underlying data and the given length, the V_Wave will have less overshoot when compared to other moving averages - i.e, it stays closer to the underlying data points at times of quick reversals or big changes - like the V reversal on the right of the chart. You can also test it against other MAs you may be already using and share your findings back with me. settings: ========= - the settings provide the ability to choose the source data (close vs hl2, ..etc), the length, and the ability to adjust the "aggressiveness" of the line (Accelerator) .. - this accelerator is the factor that tells the V_Wave how fast to respond to the volatility changes. when you increase the accelerator, the V_Wave is more aggressive, and will respond faster to changes in volatility -- it becomes more responsive to changes in the trend, but that will sacrifice the smoothness of the line. - i capped this value to 7, because beyond that, the accelerator will have a diminished effect. - Also note that due to association with volatility, the V_Wave will behave differently at lower time frames -- and becomes closer to an EMA but better (in responsiveness) than a WMA. - the smoothing is built-in for now, and will adjust based on the length, in a way similar to how HMA smoothing works (see my previous post on Evolving the Zero Lag MA for details on that) - in future versions, i may make it a manual entry or a selection between manual/automatic Usage: ======= Use the V_Wave as you use other moving averages - once you get to know how it behaves and adapts to underlying data changes. you can use it as a filter to generate signals once it crosses other MAs, or another V_Wave of a different length / acceleration. will be great if you share your test results and your use cases to help me improve how the V_Wave works. best of luck!
Indicatore Pine Script®
di RedKTrader
2
TA Basics: Evolving our Zero Lag Moving Average.In the previous Zero-Lag MA post, we introduced the "mirroring" technique and the associated calculation. In this post, we will see how we can use the same technique, with a slight variation, to evolve our zero lag moving average line, add more "smoothness" and still maintaining the low lag and fast response to data series changes. to use the "mirroring" technique, we need to use 2 MA lines with varying speeds - this is essential to produce the delta between the lines, that can then be mirrored around the fast line to produce the final line. in the first example, we used a Simple MA (slow) and a Weighted MA (fast) of the same length to achieve that. here we introduce a different way of doing that. we will use a Weighted MA of the length (slow) and another Weighted MA of half the length (fast) -- the difference in "speed" between these 2 lines should produce the delta we need, we mirror it around the fast line, and we get our desired Zero-lag line. Check! then while we're at it, why don't we introduce an additional smoothing just to ensure the new line is not too "broken" and jumpy .. and flows smoothly across the data series. but what length should we use for smoothing? smoothing length should be enough to make an actual smoothing effect, but not too large else it will introduce lagging on its own. how about 3? usually 3 or 4 are good values for smoothing. A brilliant idea here is to use a number related to the same input length of the original line, which can always be relatively small -- the square root (integer portion) of that original length - and in that case, the user will only need to enter 1 input for the moving average, just the length - everything will be calculated from there. Check again! I commented the code if you like to follow the simplified build-up of the formula, now that the concept is explained. the (more complex-looking) 1-line, condensed form of that formula to use is (alert: watch out for the ()'s -- they're tricky :) ) ---------------------------------------------- ZLMA_Line = wma((2*wma(close,int(length/2)) - wma(close,length)), int(sqrt(length))) ------------------------------------------ the one thing i do not like about this technique, is that we introduce the use of the half length MA. i do not like to build indicators that make decisions like this on behalf of the trader - the trader wants to analyze the data for a specific length, and we should continue to stick to that consistently across the moving average (or whatever indicator) calculation. I would always be caution about "hardcoding" some optional values (in this case 0.5 * length) within the indicator itself - others may not mind that. Now to a nice surprise for the patient folks who got so far in this post - Congratulations, we have just discovered the concept and the formula behind the famous Hull Moving Average .. the big thing here is, we just had the opportunity to learn how to create the whole thing ourselves from the ground up step by step, and had fun doing it (I hope!) -- these posts are meant to provide those who are new to the world of technical analysis and want to learn how and why to build their own technical indicators. i hope some of you find them useful and interesting, and i wish you the best of luck.
Indicatore Pine Script®
di RedKTrader
2
BTC Hash Rate & Price Stochastic IndiciatorFresh off the press, we have a new breed of indicators: Bitcoin's Hash Rate & Price. As many of you have read, roughly 80% of BTC's price movements can be correlated to its changes in hash rate volume. I decided to make a stochastic indicator that utilizes this principle to track divergence of the price from the hash rate. Let's break this down... In red is the CLOSE of BTC's Price, which is then smoothed by a SMA, and smoothed again by a WMA. In aqua is a STOCH of BTC's Hash Rate, which is then smoothed by a SMA, and smoothed again by a WMA. The reason why I chose to use the CLOSE of the Price versus a STOCH as I did with the Hash Rate, is because the price tends to signal trends via divergence from the Hash Rate, and eventually converge with the Hash Rate at some point. You will notice that anytime there is a significant divergence of the RED from the AQUA, a trend is closely aligned with it. This indicator does a remarkable job of indicating the beginnings and ends of both bullish and bearish price movements. Example Strategy: Enter long when RED (price) crosses over AQUA (hash rate), and close long when RED crosses under AQUA. The inverse can be done for shorts, just RED diverges downwards from AQUA versus upwards. Note: Unlike a normal Stochastic Indicator, the upper and lower bounds do not appear to hold any significance. In other words, the lines do not seem to reverse at 20/80. As a result, I just set them to 0/100 for aesthetics. DO NOT make trades based off of small divergences, or simply enter into positions based off the price divergences. Though this indicator times the start/end of movements very accurately, it also comes riddled with false breakouts . Proceed at your own pace, and please, toy around with the inputs values. I experimented with a few combinations, but I'm sure there are better value combinations that yield sharper results with fewer false signals. EASTER EGG: Notice the "Golden Line"? Any avid user of TV knows that Fibonacci ratios show up everywhere in markets. With that said, I plotted a horizontal line at 0.618, which is 1/Phi, an important level in Fibonacci retracements. Final Comments: First, this is not investment, merely my experimentation and observation of happenings in the analytical world. Second, please comment questions, improvements, etc. Dialogue opens up room for exploration!
Indicatore Pine Script®
di Riester
3
BEST Rainbow ChartHello traders This script is a Pinescript adaptation of this FXCM/LUA script Draws a flexible number of moving averages between 1 and 5 - with a end result looking like a rainbow Formula Each Moving Average is defined as a Moving Average of the previous MA The first MA is based on candle close MA = MA of Price MA = MA of MA .... MA = MA of MA Bonus You can select the MA type (EMA, SMA, SMMA, TEMA, DEMA, TMA, ALMA, VWMA, ...) and the MA period shared across all the moving averages Scaling If you have any issue with your scaling, you may follow this quick tutorial Hope you'll like it because it looks nice on your chart :) Dave
Indicatore Pine Script®
di Daveatt
12
Hull Strategy [Bitduke]Description The Hull Moving Average (HMA) was developed by Alan Hull for the purpose of reducing lag, increasing responsiveness while at the same time eliminating noise. Its calculation is elaborate and makes use of the Weighted Moving Average (WMA). It uses two lagged hull moving averages at the intersection of which a change in trend is determined. Risk Management Risk is managed by limiting the loss per trade (in%) using stop loss variable. Improvements Can be improved by experiments with stop loss and take profit. Backtesting Bitmex XBTUSD Timeframe 3H Stop 2%, take profit : n/a 193.5% profit 22.42% drawdown FTX BTC-PERP Timeframe 3H Stop 2%, take profit : n/a 187.5% profit 14.79% (!) drawdown FTX SHIT-PERP Timeframe 3H Stop 2%, take profit : n/a 112.5% profit 13.79% (!) drawdown
Strategia Pine Script®
di Bitduke
1
WMA + MACD strategy with trailing stopHi! That's my first strategy. I already learn pine, so i will work on it more. Now i search how to make trailing stop working. "WMA + MACD strategy with traiing stop" is very simple strategy which is designated for stocks market. It is created only to take long positions. Buy signal is when WMA(120) is below price and macd(10,20,10) histogram is higher than 0. Position should be automaticly closed when price hits stoploss level. One transaction should be max 20% of our capital and stoploss is set 3% lower than last closing price.
Strategia Pine Script®
di heniu_1
1
Average Price by Atilla YurtsevenHi Traders, This is one of the most important indicators i have developed and I use it all the time and would like to share it with you. What is Average Price? Average price basically shows you the average of the price for the selected period. Let's say you are analysing in hourly chart and you want to know what is the monthly or weekly average price. This indicator helps you to see the average price of selected period. This is not a VWAP but you can enable VWAP from options. Let's say your favorite period for Average price is 1 month. Average Price indicator will reset at the beginning of the each month and you can still enable volume weighted (I personally don't use VWAP). I have also added deviations of average price. This is very useful option. Works like Bollinger Bands. Optionally, previous period's average price can be plotted onto your charts and they work like support and resistance. Please remember to follow me on TradingView so you will be notified as soon as i share a new script or idea. Disclaimer: This is not financial or investment advice Trade safe, Atilla Yurtseven
Indicatore Pine Script®
di AtillaYurtseven
4
[BA] Multi Time Frame Moving Averages for BTCThis is a multi time frame moving average script. It includes 7 moving averages. Most of them are SMAs and WMAs but EMA were also used. Time frame was set to 1 day. It means that you can change the time frame of your chart freely without losing your lines. Levels will not change. I wrote this script just to trade BTC. I prefer daily and weekly charts with this script but lower time frames are also preferable. Since some of the lengths are too high; older exchanges are recommended due to their relatively deep historical data. While MA1 is for taking actions like 'take profit' or 'stop loss' or just to follow 'price action' easily, other MAs are for seeing supports and resistances. MA6 and MA7 are disabled by default in order to minimize the confusion but you can enable them from settings if you need to. Since some newer exchanges have less historical data, you may not see MA4 and MA5 on the daily chart. In such circumstances MA6 and MA7 might be helpful to use as substitution. Some may like to use all of them. I am using this script just for BTC but it can be useful for other coins as well.
Indicatore Pine Script®
di Bukinski
Scripting Tutorial A - TManyMA - StopsThis script is for a triple moving average strategy where the user can select from different types of moving averages, price sources, lookback periods and resolutions. Features: - 3 Moving Averages with variable MA types, periods, price sources, resolutions and the ability to disable each individually. - Crossovers are plotted on the chart with detailed information regarding the crossover (Ex: 50 SMA crossed over 200 SMA ) - Forecasting available for all three MAs. MA values are forecasted 5 values out and plotted as if a continuation to the MA. - Forecast bias also applies to all forecasting. Bias means we can forecast based on an anticipated bullish, bearish or neutral direction in the market. - To understand bias, please read the source code, or if you can't read the code just send me a message on here or Twitter. Twitter should be linked to my profile. - Ribbons added and on by default. Optional setting to disable the ribbons. 5 ribbons between MA1 and MA2 and another 5 between MA2 and MA3. - Ribbons are alpha-color coded based on their relation to their default MAs. - Ribbons are only visible between MAs if the MAs being compared share the same Type, Resolution, and Source because there is no way to consolidate those three in a simple manner. - Ribbon values are calculated based on calculated MA Periods between the MAs. - Converted the existing study into a strategy. - Strategy only enters long positions with a market order when MA crossovers occur. - Strategy exits positions when crossunders occur. - Trades 100% of the equity with one order/position by default. - Ability to disable trading certain crosses with input checks. - Ability to exit trades with a take profit or stop loss. - User input to allow quick changes to the take profit or stop loss percentages. This script is meant as an educational script with well-formatted styling, and references for specific functions. *** PLEASE NOTE - THIS STRATEGY IS MEANT FOR LEARNING PURPOSES. DEPENDING ON IT'S CONFIGURATION IT MAY OR MAY NOT BE USEFUL FOR ACTUAL TRADING. THE STRATEGY IS NOT FINANCIAL ADVICE ***
Strategia Pine Script®
di BigBitsIO
3
Algorithm Builder CRYPTO (m5)Hello traders 👋 I. 💎 SCRIPTS ACCESS AND TRIALS 💎 1. Every 3 weeks trial request access has to be done through my website . 2. My website URL is in this script signature at the very bottom (you'll have to scroll down a bit and going past the long description) and in my profile status available here : Daveatt 3. Many video tutorials explaining clearly how all our indicators work are available on your website > guides section. 4. You may also contact me directly for more information regarding the trading method included in the indicator or how to access it 2.1 Forewords This indicator is for the Intraday CRYPTO traders looking for fixed entries based on a trading method designed by 2 experienced traders. It's a variation of our Algorithm Builder with a custom method for 5-minutes chart trading - can be coupled with the UNIVERSAL Algo Builder also, We designed this framework for CRYPTO/USD and CRYPTO/CRYPTO pairing (ex: LTC/BTC, XRP/ETH, ...). Made for crypto with enough trading volume (big and mid-caps) ETH/BTC XRP/ETH EOS/USD The tool works in m5 timeframe but won't work with any other timeframe . Even if applied on a 5-minutes chart; we included higher timeframe indicators to enter more securely. It includes : - our proprietary method with fixed entries - a hard exit system (built-in stop-loss) - 🔔 Compatible with dynamic alerts 🔔 Dynamic alerts are bringing automated trading to a whole new level. The third-party solutions capturing TradingView alerts are able to use them. - (optional) we let the users decide to use or not our built-in Trade Manager. Regardless of the Trade Manager is used or not, one must mandatory exit, once a vertical hard exit bar appears. - the Algorithmic Supports and Resistances used as safeguards and take profit zones. Final words We made it as simple as we could (to be honest it's a very simple system for the end-user) - even with several hundreds of calculations in the indicator. Please hit me up for any question/feedback/comment Become the BEST trader that you deserve to be Dave
Indicatore Pine Script®
di Daveatt
2
MA Crossover [Alerts]This is a Moving Average Crossover study . The study comes with all alerts (Long, Short, Take Profit, and Stop Loss). A few visuals like Exit Loss and Profit/Loss Boxes have been added as well. The following Moving Averages are supported: SMA EMA DEMA TEMA WMA VWMA SMMA HullMA LSMA ALMA SSMA TMA ZLEMA If you’d like to automate this script you can do that by using AutoView, ProfitView, ProfitTrailer, CryptoHopper etc. Feel free to leave a comment and share it with your friends. Enjoy!
Indicatore Pine Script®
di fabonacci
4
Scripting Tutorial 8 - Triple Many Moving Averages RibbonsThis script is for a triple moving average indicator where the user can select from different types of moving averages, price sources, lookback periods and resolutions. Features: - 3 Moving Averages with variable MA types, periods, price sources, resolutions and the ability to disable each individually - Crossovers are plotted on the chart with detailed information regarding the crossover (Ex: 50 SMA crossed over 200 SMA ) - Forecasting available for all three MAs. MA values are forecasted 5 values out and plotted as if a continuation to the MA. - Forecast bias also applies to all forecasting. Bias means we can forecast based on an anticipated bullish, bearish or neutral direction in the market. - To understand bias, please read the source code, or if you can't read the code just send me a message on here or Twitter. Twitter should be linked to my profile. - Ribbons added and on by default. Optional setting to disable the ribbons. 5 ribbons between MA1 and MA2 and another 5 between MA2 and MA3. - Ribbons are alpha-color coded based on their relation to their default MAs. - Ribbons are only visible between MAs if the MAs being compared share the same Type, Resolution, and Source because there is no way to consolidate those three in a simple manner. - Ribbon values are calculated based on calculated MA Periods between the MAs. This script is meant as an educational script with well-formatted styling, and references for specific functions.
Indicatore Pine Script®
di BigBitsIO