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[EDU] Close Open Estimation Signals (COE Signals)EN: Close Open Estimation ( aka COE ) is a very simple swing-trading indicator based on even simpler idea. This indicator is from my educational series, which means that I just want to share with another way to look at the market in order to broaden your knowledge . Idea : Let's take n previous bars and make a sum a of close - open -values of each bar. Knowledgeable of you may already see the similarity to RSI calculation idea . Now let's plot this sum and see what we have now. We can see, that whenever COE crosses over 0-level, uptrend begins, and if COE crosses under 0-level, downtrend begins. The speed of such signals can be adjusted by changing lookback period: the lower the lookback, the faster signals you get, but high-quality ones can be obtained only via not-so-fast lookback as when the market is consolidating or volatility is to high, there can be many garbage signals, like 95+% of other indicators have. Let's explore more and calculate volatility of COE(v_coe in the code): current COE - previous CEO . Now it appears that when v_coe crosses over 0-level, it's a signal, that this is a new low and soon the uptrend will follow. Analogically for crossing under 0-level . I guess now you understood what these all are about: COE crossings show global trend signals , while Volatility COE ( v_coe or VCOE ) crossings show reversal points . For signals I further calculated volatility of VCOE(VVCOE) and then volatility of VVCOE(VVVCOE). Why? Because for me they seem to be more accurate, but you are welcome to experiment and figure best setups for yourself and by yourself, I just share my opinion and experience . COE can be helpful only in high liquidity markets with good trend or wide sideways . If you want to experiment with COE, just copy the code and play with it. Curious of you will probably find it helpful eventhough the idea is way too simple. By it's perfomance COE can probably beat QQE at open price settings. (use open of the price at indicator to get zero repaint! ) Examples : If you any questions, feel free to DM me or leave comments. Good luck and take your profits! - Fyodor Tarasenko RU: Close Open Estimation ( aka COE ) — это очень простой индикатор свинг-трейдинга, основанный на еще более простой идее. Этот индикатор из моей образовательной серии, а это значит, что я просто хочу поделиться с другим взглядом на рынок , чтобы расширить ваши знания . Идея : Возьмем n предыдущих баров и составим сумму a из close - open -значений каждого бара. Знающие люди могут уже заметить сходство с идеей расчета RSI . Теперь давайте построим эту сумму и посмотрим, что у нас сейчас есть. Мы видим, что всякий раз, когда COE пересекает выше 0-уровня, начинается восходящий тренд , а если COE пересекает ниже 0-уровня, начинается нисходящий тренд. Скорость таких сигналов можно регулировать изменением ретроспективы: чем меньше ретроспектива, тем быстрее вы получаете сигналы, но качественные можно получить только через не- такой быстрый взгляд назад, как когда рынок консолидируется или волатильность слишком высока, может быть много мусорных сигналов, как у 95+% других индикаторов. Давайте рассмотрим больше и рассчитаем волатильность COE(v_coe в коде): текущий COE - предыдущий CEO . Теперь кажется, что когда v_coe пересекает уровень 0, это сигнал о том, что это новый минимум и вскоре последует восходящий тренд . Аналогично для пересечения под 0-уровнем . Думаю, теперь вы поняли, о чем все это: COE пересечения показывают глобальные сигналы тренда , а пересечения Volatility COE ( v_coe или VCOE ) показывают точки разворота . Для сигналов я дополнительно рассчитал волатильность VCOE(VVCOE), а затем волатильность VVCOE(VVVCOE). Почему? Потому что для меня они кажутся более точными, но вы можете поэкспериментировать и подобрать оптимальные настройки для себя и для себя, я просто делюсь своим мнением и опытом . COE может быть полезен только на рынках с высокой ликвидностью и хорошим трендом или широким боковиком . Если вы хотите поэкспериментировать с COE, просто скопируйте код и поэкспериментируйте с ним. Любознательные из вас, вероятно, сочтут это полезным, хотя идея слишком проста. По своей результативности СОЕ может составить конкуренцию широко известному QQE, используя open цены. (используйте open цены на индикаторе, чтобы получить нулевую перерисовку! ) Примеры : Если у вас есть вопросы, пишите мне в личные сообщения или оставляйте комментарии. Удачи и профита всем! - Федор Тарасенко
Pine Script™ indicator
by tarasenko_
1
ABC 123 Harmonic Ratio Custom Range Interactive█ OVERVIEW This indicator was designed based on Harmonic Trading : Volume One written by Scott Carney. This is about harmonic ratios which expanded through retracement and projection. Derivation is pretty much explained here such as Primary, Primary Derivation, Secondary Derivation and Secondary Derivation Extreme. Derivation value depends on minimum retracement or maximum projection. This derivation value utilize Fibonacci value which later expand to Harmonic Ratio. █ INSPIRATION Inspired by design, code and usage of CAGR . Basic usage of custom range / interactive, pretty much explained here . Credits to TradingView. This build is based and visualized upon Harmonic Trading Ratios. This build also was stripped down from XABCD Harmonic Pattern Custom Range Interactive . █ CREDITS Scott Carney, Harmonic Trading : Volume One (Page 18) █ FEATURES Table can positioned by any position and font size can be resized. Labels can be either changed to alphabets or numbers. █ HOW TO USE Draw points from Point A to Point C. Dont worry about magnet, point will attached depends on High or Low of the candle. █ USAGE / TIPS EXAMPLES (Description explained in each image)
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Pine Script™ indicator
by RozaniGhani-RG
6
Fourier Extrapolator of 'Caterpillar' SSA of Price [Loxx]Fourier Extrapolator of 'Caterpillar' SSA of Price is a forecasting indicator that applies Singular Spectrum Analysis to input price and then injects that transformed value into the Quinn-Fernandes Fourier Transform algorithm to generate a price forecast. The indicator plots two curves: the green/red curve indicates modeled past values and the yellow/fuchsia dotted curve indicates the future extrapolated values. What is the Fourier Transform Extrapolator of price? Fourier Extrapolator of Price is a multi-harmonic (or multi-tone) trigonometric model of a price series xi, i=1..n, is given by: xi = m + Sum( a*Cos(w*i) + b*Sin(w*i), h=1..H ) Where: xi - past price at i-th bar, total n past prices; m - bias; a and b - scaling coefficients of harmonics; w - frequency of a harmonic ; h - harmonic number; H - total number of fitted harmonics. Fitting this model means finding m, a, b, and w that make the modeled values to be close to real values. Finding the harmonic frequencies w is the most difficult part of fitting a trigonometric model. In the case of a Fourier series, these frequencies are set at 2*pi*h/n. But, the Fourier series extrapolation means simply repeating the n past prices into the future. Quinn-Fernandes algorithm find sthe harmonic frequencies. It fits harmonics of the trigonometric series one by one until the specified total number of harmonics H is reached. After fitting a new harmonic , the coded algorithm computes the residue between the updated model and the real values and fits a new harmonic to the residue. see here: A Fast Efficient Technique for the Estimation of Frequency , B. G. Quinn and J. M. Fernandes, Biometrika, Vol. 78, No. 3 (Sep., 1991), pp . 489-497 (9 pages) Published By: Oxford University Press Fourier Transform Extrapolator of Price inputs are as follows: npast - number of past bars, to which trigonometric series is fitted; nharm - total number of harmonics in model; frqtol - tolerance of frequency calculations. What is Singular Spectrum Analysis ( SSA )? Singular spectrum analysis ( SSA ) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA aims at decomposing the original series into a sum of a small number of interpretable components such as a slowly varying trend, oscillatory components and a ‘structureless’ noise. It is based on the singular value decomposition ( SVD ) of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity-type conditions have to be assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. For our purposes here, we are only concerned with the "Caterpillar" SSA . This methodology was developed in the former Soviet Union independently (the ‘iron curtain effect’) of the mainstream SSA . The main difference between the main-stream SSA and the "Caterpillar" SSA is not in the algorithmic details but rather in the assumptions and in the emphasis in the study of SSA properties. To apply the mainstream SSA , one often needs to assume some kind of stationarity of the time series and think in terms of the "signal plus noise" model (where the noise is often assumed to be ‘red’). In the "Caterpillar" SSA , the main methodological stress is on separability (of one component of the series from another one) and neither the assumption of stationarity nor the model in the form "signal plus noise" are required. "Caterpillar" SSA The basic "Caterpillar" SSA algorithm for analyzing one-dimensional time series consists of: Transformation of the one-dimensional time series to the trajectory matrix by means of a delay procedure (this gives the name to the whole technique); Singular Value Decomposition of the trajectory matrix; Reconstruction of the original time series based on a number of selected eigenvectors. This decomposition initializes forecasting procedures for both the original time series and its components. The method can be naturally extended to multidimensional time series and to image processing. The method is a powerful and useful tool of time series analysis in meteorology, hydrology, geophysics, climatology and, according to our experience, in economics, biology, physics, medicine and other sciences; that is, where short and long, one-dimensional and multidimensional, stationary and non-stationary, almost deterministic and noisy time series are to be analyzed. "Caterpillar" SSA inputs are as follows: lag - How much lag to introduce into the SSA algorithm, the higher this number the slower the process and smoother the signal ncomp - Number of Computations or cycles of of the SSA algorithm; the higher the slower ssapernorm - SSA Period Normalization numbars =- number of past bars, to which SSA is fitted Included: Bar coloring Alerts Signals Loxx's Expanded Source Types Related Fourier Transform Indicators Real-Fast Fourier Transform of Price w/ Linear Regression Fourier Extrapolator of Variety RSI w/ Bollinger Bands Fourier Extrapolator of Price w/ Projection Forecast Related Projection Forecast Indicators Itakura-Saito Autoregressive Extrapolation of Price Helme-Nikias Weighted Burg AR-SE Extra. of Price Related SSA Indicators End-pointed SSA of FDASMA End-pointed SSA of Williams %R
Pine Script™ indicator
by loxx
2
Fractal Dimension Index Adaptive Period [Loxx]Fractal Dimension Index Adaptive Period is the adaptive period out of Fractal Dimension Index Adaptivity. This isn't an indicator that shows a signal, instead, it's to be used as auxiliary support and an educational tool to create other indicators. This value can be injected into other indicators to make those indicators Fractal Dimension Index Adaptive. What is the Fractal Dimension Index? The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that the market is trending. Lower values of the FDI indicate a stronger trend. A value greater than 1.5 indicates that the market is in a trading range and is acting in a more random fashion. Included Loxx's Expanded Source Types
Pine Script™ indicator
by loxx
Risk Calculation Table - Amount BasedHello, this is my first script, and I believe that understanding the Risk and Reward is also the first essential step to become a successful trader. Well maybe there are a lot of script like this but I think no one was suitable for me, so I learnt how to make one. I think I need to explain some aspects about this script: Input Section : 1. Entry = Entry Price. 2. SL = Stop Loss Price. 3. TP = Take Profit Price. 4. Amount = How much dollars you trade on this trade. 4. Ticker's Decimal = The number behind the decimal, to adjust this just type how much 0 you want behind the decimal. Output Section : 1. You can adjust the lines plotted on the chart to automatically enter your entry, stop loss, and take profit price. 2. The table's appearance can be repositioned and resized. 3. The terms in the table, I think it's clear enough for everyone to understand. If there are any critics or suggestions, I will appreciate it so much. Greetings from Indonesia :)
Pine Script™ indicator
by macbedunduc
Reserve Balances with Federal Reserve BanksReserve balances with Federal Reserve Banks are the difference between "total factors supplying reserve funds" and "total factors, other than reserve balances, absorbing reserve funds." This item includes balances at the Federal Reserve of all depository institutions that are used to satisfy reserve requirements and balances held in excess of balance requirements. It excludes reserves held in the form of cash in bank vaults, and excludes service-related deposits
Pine Script™ indicator
by Quang47
2
SUPPORT RESISTANCE STRATEGY [5MIN TF]A SUPPORT RESISTANCE BREAKOUT STRATEGY for 5 minute Time-Frame , that has the time condition for Indian Markets The Timing can be changed to fit other markets, scroll down to "TIME CONDITION" to know more. The commission is also included in the strategy . The basic idea is when , 1) Price crosses above Resistance Level ,indicated by Red Line, is a Long condition. 2) Price crosses below Support Level ,indicated by Green Line , is a Short condition. 3) Candle high crosses above ema1, is a part of the Long condition . 4) Candle low crosses below ema1, is a part of the Short condition . 5) Volume Threshold is an added confirmation for long/short positions. 6) Maximum Risk per trade for the intraday trade can be changed . 7) Default qty size is set to 50 contracts , which can be changed under settings → properties → order size. 8) ATR is used for trailing after entry, as mentioned in the inputs below. // ═════════════════════════// // ————————> INPUTS <————————— // // ═════════════════════════// → L_Bars ———————————> Length of Resistance / Support Levels. → R_Bars ———————————> Length of Resistance / Support Levels. → Volume Break ———————> Volume Breakout from range to confirm Long/Short position. → Price Cross Ema —————> Added condition as explained above (3) and (4). → ATR LONG —————————> ATR stoploss trail for Long positions. → ATR SHORT ————————> ATR stoploss trail for Short positions. → RISK ————————————> Maximum Risk per trade intraday. The strategy was back-tested on TCS ,the input values and the results are mentioned under "BACKTEST RESULTS" below. // ═════════════════════════ // // ————————> PROPERTIES<——————— // // ═════════════════════════ // Default_qty_size ————> 50 contracts , which can be changed under Settings ↓ Properties ↓ Order size // ═══════════════════════════════// // ————————> TIME CONDITION <————————— // // ═══════════════════════════════// The time can be changed in the script , Add it → click on ' { } ' → Pine editor→ making it a copy [right top corner} → Edit the line 27. The Indian Markets open at 9:15am and closes at 3:30pm. The 'time_cond' specifies the time at which Entries should happen . "Close All" function closes all the trades at 3pm , at the open of the next candle. To change the time to close all trades , Go to Pine Editor → Edit the line 92 . All open trades get closed at 3pm , because some brokers don't allow you to place fresh intraday orders after 3pm . // ═══════════════════════════════════════════════ // // ————————> BACKTEST RESULTS ( 100 CLOSED TRADES )<————————— // // ═══════════════════════════════════════════════ // INPUTS can be changed for better Back-Test results. The strategy applied to NSE:TCS ( 5 min Time-Frame and contract size 50) gives us 60% profitability , as shown below It was tested for a period a 6 months with a Profit Factor of 1.8 ,net Profit of 30,000 Rs profit . Sharpe Ratio : 0.49 Sortino Ratio : 1.4 The graph has a Linear Curve with Consistent Profits. The INPUTS are as follows, 1) L_Bars —————————> 4 2) R_Bars —————————> 4 3) Volume Break ————> 5 4) Price Cross Ema ——> 100 5) ATR LONG ——————> 2.4 6) ATR SHORT —————> 2.6 7) RISK —————————> 2000 8) Default qty size ——> 50 NSE:TCS Save it to favorites. Apply it to your charts Now !! Thank You ☺ NSE:TCS
Pine Script™ strategy
by The_Algo_Engineer
1
Clutter-Filtered, D-Lag Reducer, Spec. Ops FIR Filter [Loxx]Clutter-Filtered, D-Lag Reducer, Spec. Ops FIR Filter is a FIR filter moving average with extreme lag reduction and noise elimination technology. This is a special instance of a static weight FIR filter designed specifically for Forex trading. This is not only a useful indictor, but also a demonstration of how one would create their own moving average using FIR filtering weights. This moving average has static period and weighting inputs. You can change the lag reduction and the clutter filtering but you can't change the weights or the numbers of bars the weights are applied to in history. Plot of weighting coefficients used in this indicator These coefficients were derived from a smoothed cardinal sine weighed SMA on EURUSD in Matlab. You can see the coefficients in the code. What is Normalized Cardinal Sine? The sinc function sinc (x), also called the "sampling function," is a function that arises frequently in signal processing and the theory of Fourier transforms. In mathematics, the historical unnormalized sinc function is defined for x ≠ 0 by sinc x = sinx / x In digital signal processing and information theory, the normalized sinc function is commonly defined for x ≠ 0 by sinc x = sin(pi * x) / (pi * x) What is a Generic or Direct Form FIR Filter? In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of finite duration, because it settles to zero in finite time. This is in contrast to infinite impulse response (IIR) filters, which may have internal feedback and may continue to respond indefinitely (usually decaying). The impulse response (that is, the output in response to a Kronecker delta input) of an Nth-order discrete-time FIR filter lasts exactly {\displaystyle N+1}N+1 samples (from first nonzero element through last nonzero element) before it then settles to zero. FIR filters can be discrete-time or continuous-time, and digital or analog. A FIR filter is (similar to, or) just a weighted moving average filter, where (unlike a typical equally weighted moving average filter) the weights of each delay tap are not constrained to be identical or even of the same sign. By changing various values in the array of weights (the impulse response, or time shifted and sampled version of the same), the frequency response of a FIR filter can be completely changed. An FIR filter simply CONVOLVES the input time series (price data) with its IMPULSE RESPONSE. The impulse response is just a set of weights (or "coefficients") that multiply each data point. Then you just add up all the products and divide by the sum of the weights and that is it; e.g., for a 10-bar SMA you just add up 10 bars of price data (each multiplied by 1) and divide by 10. For a weighted-MA you add up the product of the price data with triangular-number weights and divide by the total weight. Ultra Low Lag Moving Average's weights are designed to have MAXIMUM possible smoothing and MINIMUM possible lag compatible with as-flat-as-possible phase response. What is a Clutter Filter? For our purposes here, this is a filter that compares the slope of the trading filter output to a threshold to determine whether to shift trends. If the slope is up but the slope doesn't exceed the threshold, then the color is gray and this indicates a chop zone. If the slope is down but the slope doesn't exceed the threshold, then the color is gray and this indicates a chop zone. Alternatively if either up or down slope exceeds the threshold then the trend turns green for up and red for down. Fro demonstration purposes, an EMA is used as the moving average. This acts to reduce the noise in the signal. What is a Dual Element Lag Reducer? Modifies an array of coefficients to reduce lag by the Lag Reduction Factor uses a generic version of a Kalman velocity component to accomplish this lag reduction is achieved by applying the following to the array: 2 * coeff - coeff The response time vs noise battle still holds true, high lag reduction means more noise is present in your data! Please note that the beginning coefficients which the modifying matrix cannot be applied to (coef whose indecies are < LagReductionFactor) are simply multiplied by two for additional smoothing . Things to note Due to the computational demands of this indicator, there is a bars back input modifier that controls how many bars back the indicator is calculated on. Because of this, the first few bars of the indicator will sometimes appear crazy, just ignore this as it doesn't effect the calculation. Related Indicators STD-Filtered, Ultra Low Lag Moving Average Included Bar coloring Loxx's Expanded Source Types Signals Alerts
Pine Script™ indicator
by loxx
4
Clutter Fitler [Loxx]Clutter Fitler is a simple indicator to demonstrate a clutter filter. The purpose of this technique is to filter useless noise. What is a Clutter Filter? For our purposes here, this is a filter that compares the slope of the trading filter output to a threshold to determine whether to shift trends. If the slope is up but the slope doesn't exceed the threshold, then the color is gray and this indicates a chop zone. If the slope is down but the slope doesn't exceed the threshold, then the color is gray and this indicates a chop zone. Alternatively if either up or down slope exceeds the threshold then the trend turns green for up and red for down. Fro demonstration purposes, an EMA is used as the moving average. This filtering technique will be used for future indicators. Included Bar coloring
Pine Script™ indicator
by loxx
1
position size for short selling-Roy LeeThis script enable you to dynamically calculate your position size or amount of shares you should use, based off your dollar risk level. The script is set up for short seller. e.g. if you would like to risk $100.00 what is the shares you should trade based off that. If you wanted to risk $100.00 and you enter current price at 2.00 and your stop lost is 1.90. the script will dynamically tell you the shares you should use if 1,000. There is other function like look back period where you could specify how many candles you wish the risk level to hold at that level. The script will be able to help in calculating the shares based on your current average shares of your current position. Example, based on the above you have short 500 shares at 1.90 risk 2.00, you maybe enter the average shares and current position, The script will help you calculate the amount of remaining shares you can trade netting of your initial trade. the above the trader has risked $50.00 so there is a remainder of $50.00. If the price is currently at 1.80 and risk off 2.00 the script will show 250 shares.
Pine Script™ indicator
by snagy23
PIVOT STRATEGY [INDIAN MARKET TIMING] A Back-tested Profitable Strategy for Free!! A PIVOT INTRADAY STRATEGY for 5 minute Time-Frame , that also explains the time condition for Indian Markets The Timing can be changed to fit other markets, scroll down to "TIME CONDITION" to know more. The commission is also included in the strategy . The basic idea is when , 1) Price crosses above ema1 ,indicated by pivot highest line in green color . 2) Price crosses below ema1 ,indicated by pivot lowest line in red color . 3) Candle high crosses above pivot highest , is the Long condition . 4) Candle low crosses below pivot lowest , is the Short condition . 5) Maximum Risk per trade for the intraday trade can be changed . 6) Default_qty_size is set to 60 contracts , which can be changed under settings → properties → order size . 7) ATR is used for trailing after entry, as mentioned in the inputs below. // ═════════════════════════// // ————————> INPUTS <————————— // // ═════════════════════════// Leftbars —————> Length of pivot highs and lows Rightbars —————> Length of pivot highs and lows Price Cross Ema —————> Added condition ATR LONG —————> ATR stoploss trail for Long positions ATR SHORT —————> ATR stoploss trail for Short positions RISK —————> Maximum Risk per trade for the day The strategy was back-tested on RELIANCE ,the input values and the results are mentioned under "BACKTEST RESULTS" below . // ═════════════════════════ // // ————————> PROPERTIES<——————— // // ═════════════════════════ // Default_qty_size ————> 60 contracts , which can be changed under settings ↓ properties ↓ order size // ═══════════════════════════════// // ————————> TIME CONDITION <————————— // // ═══════════════════════════════// The time can be changed in the script , Add it → click on ' { } ' → Pine editor→ making it a copy [right top corner} → Edit the line 25 . The Indian Markets open at 9:15am and closes at 3:30pm . The 'time_cond' specifies the time at which Entries should happen . "Close All" function closes all the trades at 3pm, at the open of the next candle. To change the time to close all trades , Go to Pine Editor → Edit the line 103 . All open trades get closed at 3pm , because some brokers don't allow you to place fresh intraday orders after 3pm . NSE:RELIANCE // ═══════════════════════════════════════════════ // // ————————> BACKTEST RESULTS ( 128 CLOSED TRADES )<————————— // // ═══════════════════════════════════════════════ // INPUTS can be changed for better back-test results. The strategy applied to NIFTY ( 5 min Time-Frame and contract size 60 ) gives us 60% profitability y , as shown below It was tested for a period a 6 months with a Profit Factor of 1.45 ,net Profit of 21,500Rs profit . Sharpe Ratio : 0.311 Sortino Ratio : 0.727 The graph has a Linear Curve with consistent profits . The INPUTS are as follows, 1) Leftbars ————————> 3 2) Rightbars ————————> 5 3) Price Cross Ema ——————> 150 4) ATR LONG ————————> 2.7 5) ATR SHORT ———————> 2.9 6) RISK —————————> 2500 7) Default qty size ——————> 60 NSE:RELIANCE Save it to favorites. Apply it to your charts Now !! ↓ FOLLOW US FOR MORE ! Thank me later ;)
Pine Script™ strategy
by The_Algo_Engineer
Exchange sessionsThe Exchange sessions indicator allows you to show world trading sessions on the chart, taking into account working hours in the corresponding time zone . >> For traders: The settings set the working hours of the exchange, and the indicator itself automatically binds it to the time zone of the selected exchange location - this allows you not to get confused about the correctness of the entered time ranges for any type of chart - stock, futures, index, forex or crypto. By default, the valid working hours are set and no further configuration is required. In addition, you can select those zones that you want to highlight (using the marker to the left of the session name), and you can also highlight the beginning of each trading session - the start marker. >> For encoders: In the code, you can see how to set the session time and bind its control to the time zone from the IANA time zone database. Also, in the code you will find a way to align the description of input parameters using Unicode Spaces. I hope that my script will benefit the community and provide a quality result in my work! All profit! ========================================================================================= Индикатор Exchange sessions позволяет показать на графике мировые торговые сесси с учётом рабочего времени в соответствующм часовом поясе . >> Для трейдеров: В настройках выставляется рабочее время биржи, а индикатор сам автоматически привязывает его к часовому поясу выбранной локации биржи - это позволяет не путаться в корректности введённых временных диапазонов при любом типе графика - stock, futures, index, forex или crypto. По умолчанию задано действующее рабочее время и дополнительная настройка не требуется. Кроме этого - можно выбирать те зоны, которые нужно подсветить (с помощью маркера слева от названия сессии), а также можно выделить начало каждой торговой сессии - маркер start. >> Для кодеров: В коде Вы можете посмотреть как задавать время сессии и привязать его контроль к временной зоне из базы данных часовых поясов IANA. Также, в коде Вы найдёте способ выравнивания описания входных параметров с помощью Unicode Spaces. Я надеюсь, что мой скрипт принесёт пользу сообществу и предоставит качественный результат в своей работе! Всем профита!
Pine Script™ indicator
by Shuttle_Trader
3
Variety N-Tuple Moving Averages w/ Variety Stepping [Loxx]Variety N-Tuple Moving Averages w/ Variety Stepping is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 2 different moving average types. For example, using "50" as the depth will give you Quinquagintuple Moving Average. If you'd like to find the name of the moving average type you create with the depth input with this indicator, you can find a list of tuples here: Tuples extrapolated Due to the coding required to adapt a moving average to fit into this indicator, additional moving average types will be added as they are created to fit into this unique use case. Since this is a work in process, there will be many future updates of this indicator. For now, you can choose from either EMA or RMA. This indicator is also considered one of the top 10 forex indicators. See details here: forex-station.com Additionally, this indicator is a computationally faster, more streamlined version of the following indicators with the addition of 6 stepping functions and 6 different bands/channels types. STD-Stepped, Variety N-Tuple Moving Averages STD-Stepped, Variety N-Tuple Moving Averages is the standard deviation stepped/filtered indicator of the following indicator Last but not least, a big shoutout to @lejmer for his help in formulating a looping solution for this streamlined version. this indicator is speedy even at 50 orders deep. You can find his scripts here: www.tradingview.com How this works Step 1: Run factorial calculation on the depth value, Step 2: Calculate weights of nested moving averages factorial(depth) / (factorial(depth - k) * factorial(k); where depth is the depth and k is the weight position Examples of coefficient outputs: 6 Depth: 6 15 20 15 6 7 Depth: 7 21 35 35 21 7 8 Depth: 8 28 56 70 56 28 8 9 Depth: 9 36 34 84 126 126 84 36 9 10 Depth: 10 45 120 210 252 210 120 45 10 11 Depth: 11 55 165 330 462 462 330 165 55 11 12 Depth: 12 66 220 495 792 924 792 495 220 66 12 13 Depth: 13 78 286 715 1287 1716 1716 1287 715 286 78 13 Step 3: Apply coefficient to each moving average For QEMA, which is 5 depth EMA , the calculation is as follows ema1 = ta. ema ( src , length) ema2 = ta. ema (ema1, length) ema3 = ta. ema (ema2, length) ema4 = ta. ema (ema3, length) ema5 = ta. ema (ema4, length) In this new streamlined version, these MA calculations are packed into an array inside loop so Pine doesn't have to keep all possible series information in memory. This is handled with the following code: temp = array.get(workarr, k + 1) + alpha * (array.get(workarr, k) - array.get(workarr, k + 1)) array.set(workarr, k + 1, temp) After we pack the array, we apply the coefficients to derive the NTMA: qema = 5 * ema1 - 10 * ema2 + 10 * ema3 - 5 * ema4 + ema5 Stepping calculations First off, you can filter by both price and/or MA output. Both price and MA output can be filtered/stepped in their own way. You'll see two selectors in the input settings. Default is ATR ATR. Here's how stepping works in simple terms: if the price/MA output doesn't move by X deviations, then revert to the price/MA output one bar back. ATR The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period. Standard Deviation Standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance. The standard deviation is calculated as the square root of variance by determining each data point's deviation relative to the mean. If the data points are further from the mean, there is a higher deviation within the data set; thus, the more spread out the data, the higher the standard deviation. Adaptive Deviation By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually use it to measure the level of current volatility . Standard Deviation is based on Simple Moving Average calculation for mean value. This version of standard deviation uses the properties of EMA to calculate what can be called a new type of deviation, and since it is based on EMA , we can call it EMA deviation. And added to that, Perry Kaufman's efficiency ratio is used to make it adaptive (since all EMA type calculations are nearly perfect for adapting). The difference when compared to standard is significant--not just because of EMA usage, but the efficiency ratio makes it a "bit more logical" in very volatile market conditions. See how this compares to Standard Devaition here: Adaptive Deviation Median Absolute Deviation The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant. Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better with distributions without a mean or variance, such as the Cauchy distribution. For this indicator, I used a manual recreation of the quantile function in Pine Script. This is so users have a full inside view into how this is calculated. Efficiency-Ratio Adaptive ATR Average True Range (ATR) is widely used indicator in many occasions for technical analysis . It is calculated as the RMA of true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range See how this compares to ATR here: ER-Adaptive ATR Mean Absolute Deviation The mean absolute deviation (MAD) is a measure of variability that indicates the average distance between observations and their mean. MAD uses the original units of the data, which simplifies interpretation. Larger values signify that the data points spread out further from the average. Conversely, lower values correspond to data points bunching closer to it. The mean absolute deviation is also known as the mean deviation and average absolute deviation. This definition of the mean absolute deviation sounds similar to the standard deviation (SD). While both measure variability, they have different calculations. In recent years, some proponents of MAD have suggested that it replace the SD as the primary measure because it is a simpler concept that better fits real life. For Pine Coders, this is equivalent of using ta.dev() Bands/Channels See the information above for how bands/channels are calculated. After the one of the above deviations is calculated, the channels are calculated as output +/- deviation * multiplier Signals Green is uptrend, red is downtrend, yellow "L" signal is Long, fuchsia "S" signal is short. Included: Alerts Loxx's Expanded Source Types Bar coloring Signals 6 bands/channels types 6 stepping types Related indicators 3-Pole Super Smoother w/ EMA-Deviation-Corrected Stepping STD-Stepped Fast Cosine Transform Moving Average ATR-Stepped PDF MA
Pine Script™ indicator
by loxx
1
Diamonds✋ Experimental script where a diamond shape is created by making 4 lines around each bar which touches the edge of the bar. 𒀸 Example of how it works:       Create the left upper line:               A) Calculate middle of the bar        B) Calculate which one is highest -> close or open            'Draw' imaginary line from A to B (A starts 1 bar back)             Adjust height of A by adding 2/3 of the difference between A & B     𒓕 That's it! 𒀸 This technique can be developed further by anyone who's inspired.      •  For now, I've just added an option where you can extend 2 lines of 1 specific bar         𒓕 Settings ➺ extend lines ➺ toggle on/off ➺ type ➺ which bar back 𒀸 X bars back sets the max bars in history     •  Since this script uses line.new()   , this results in maximum 500 lines to be drawn.         Each Diamand Bar contains 4 lines, resulting in maximum 125 Diamond Bars . 𒀸 Standard Candles ~ Diamond Bars Cheers!
Pine Script™ indicator
by fikira
11
BTMM R.NOODLEThis script aims to encompass the style of Traders Reality, Steve M (BTTM), and Stacey Burke (youtube) yesterday and last wk high and low Custom watermark with examples (good for fullscreen multicharts) can set it to show the year and week x of year Colored candles for ays of week. The theory behind these colors are that monday and tuesday set your initial balance for the week . having color seperation helps identify the balance mon-tues = initial balance :green wed +thu : blue friday: red Session boxes and daily initial balance displays the asian and european trading session as one displays the ny session first 3 hrs how to combine sessions, weekly ib, daily ib, and sessions will add pip lines 00/.50 increments at a later date
Pine Script™ indicator
by MatrixEdge
14