MA Study: Different Types and More [NeoButane]A study of moving averages that utilizes different tricks I've learned to optimize them. Included is Bollinger Bands, Guppy (GMMA) and Super Guppy.
The method used to make it MtF should be more precise and smoother than regular MtF methods that use the security function. For intraday timeframes, each number represents each hour, with 24 equal to 1 day. For daily, 3 is 3 day, for weekly, 4 is the 4 weekly, etc. If you're on a higher timeframe than the one selected, the length will not change.
Log-space is used to make calculations work on many cryptos. The rules for color changing Guppy is changed to make it not as choppy on MAs other than EMA. Note that length does not affect SWMA and VWAP and source does not affect VWAP.
A short summary of each moving average can be found here: medium.com
List of included MAs:
ALMA: Arnaud Legoux
Double EMA
EMA: Exponential
Hull MA
KAMA: Kaufman Adaptive
Linear Regression Curve
LSMA: Least Squares
SMA: Simple
SMMA/RMA: Smoothed/Running
SWMA: Symm. Weighted
TMA: Triangular
Triple EMA
VWMA: Volume Weighted
WMA: Weighted
ZLEMA: Zero Lag
VWAP: Vol Weighted Average
Welles Wilder MA
Guppy
GMMA Oscillator v1 by JustUncleLOn request, here is my version of the Guppy GMMA Oscillator (and SuperGuppy Oscillator) to match with my Guppy and Super Guppy indicators.
Description:
The Guppy Multiple Moving Average (GMMA) is a technical indicator that displays two sets of moving averages. The first set contains six exponential moving averages that use faster periods to monitor the trading activity of short-term traders. The second set contains six exponential moving averages that use slower periods to monitor the trading activity of long-term investors.
The GMMA Oscillator is a technical indicator developed by Leon Wilson. The oscillator line, which percentage difference between the Fast and Slow GMMA sets. The second line is the signal line and it is simply the exponential moving average of the oscillator line.
As with many trend following indicators, a bullish signal occurs when the oscillator line crosses above the signal line and a bearish signal when the oscillator line crosses below the signal line.
Options:
Select between Guppy MMA or SuperGuppy MMA calculated Oscillator.
Option to apply smoothing to the Oscillator line (recommendation 3)
Option to change Signal line period length
Option to use Anchor Time frame to match the Guppy or SuperGuppy chart
Option to show coloured Bullish/Bearish trading Zones
Crossover alerts are also generated to be picked up by the TradingView's Alarm Sub-system.
Super Guppy LogGeometric mean is introduced to the moving averages better capture parabolic, long lasting trends.
Options to plot hlc3 of price, switch off log, and switch to Hull MA.
How to trade Guppy: www.investopedia.com
Original Guppy by ChrisMoody:
Super Guppy by FritzMurphy:
Log-space ideas by fskrypt: tradingview.com/u/fskrypt
Log-space EMAs:
Regular EMAs:
Fib,Guppy Multiple MA(FGMMA)(A/D & Volume Weight,SMA,EMA)[cI8DH]Features:
- 3 + 12 MAs (12 is chosen because Guppy has 12 MAs)
- MA types can be set to Simple, Exponential, Weighted, and Smoothed
- Volume weight can be applied to all available MAs (the built-in VWMA uses Simple MA)
- It is possible to count in only effective portions of the volume in the equation by using Accum/Dist Volume Weight
- Secondary smoothing (useful when volume weight is enabled)
- Predefined MA sets based on Fibonacci sequence (2,3,5,8,.., 377), Guppy (3,5,8,10,12,15 &30,35,40,45,50,60), and cI8DH (2,3,5,8,12,17 & 30,34,39,45,52,60)
Recommended settings:
- hlc3 as input source captures all the essential information encapsulated in a candle. I'd use hlc3 as the default option. In uptrend, "low" and in downtrend, "high" might give more relevant results when using MAs for structural analysis of a market. For commonly used MAs (EMA20, SMA50,100,200), "close" should be used due to their self-fulfilling prophecy effect.
- When you have volume weight above 0, you may want to use secondary smoothing.
- Try not to use Simple MA for smaller lengths (below 20). Sharp changes in the past (right before the period specified by the length) will affect the current value of MA dramatically leading to confusion.
- I am using the first 3 MAs for SMA 50,100,200. You can disable them from the MA type selector all at once when using Fib or Guppy ribbons.
MA-based analysis:
There are different ways of structuring a market. Geometrical (trend lines, channels, fans, patterns, etc) and Fib retracement-based structuring is very common among traders. MAs give an alternative way of analyzing markets. MA ribbons such as Guppy (6 slow and 6 fast-moving MAs) are popular for analyzing market flow. IMO default Guppy sets are a bit random as the numbers do not have an elegant sequence. So I proposed my sets based on increasing sequene spacing (+1). These two MA ribbons are good for market flow analysis but the spacing of the MAs are not ideal for structuring a market. Ribbons based on the Fib sequence is a better choice for structuring a market. This is the equivalent of Fib channels but in a more dynamic form. Among other things, MA Fib ribbon can be used to assess market momentum and to compare different stages of a market. Here are two "educational-only" examples:
Notes:
- Smoothed MA with length L = Exponential MA with length 2*L-1
- Read the background section in my ADP indicator to understand how A/D Volume is calculated
Super Gupper Bar I modified the script of Madrid ,to make a super guppy, the interpretation is the same except that here the super guppy is in linear format. You can still see the pullback and the bullish and bearish trends as with a super guppy! The EMA 200 is placed just above the EMA 70, otherwise it was a big empty space between the last 2 EMA!
You can chose between EMA or MA
1. Red : A downtrend in progress
2. Green: Trend reversal warning
3. Lime : An uptrend in progress
4. Maroon: Trend reversal warning
www.tradingview.com
Fib Guppy for volatility predictionsThis is a guppy made from FIbbonacci numbers (from 1 to 1597).
Here is how to trade with this guppy.
when 6-8 lines tighten together, it means there will be high volatility coming very soon. Trade according to where the next candle opens (for scalping etc). For example: if the 8 lines of guppy tighten and candle closes above guppy with momentum and trend in the same direction(up), then there could be expected a big move in that direction. Vice versa if a candle closes below the tightened guppy with momentum and trend at the same direction, then the volatility will push price lower exponentially.
Easy. peace of cake. go make yourself a millionaire.
Least Squares Guppy Multiple Moving Average名前のとおり
GMMAの説明は自分でお探しくだいさい
As the name implies
Please explain GMMA by yourself
Arnaud Legoux Guppy Multiple Moving Average名前のとおり
GMMAの説明は自分でお探しくだいさい
As the name implies
Please explain GMMA by yourself
Smoothed Guppy Multiple Moving Average名前のとおり
GMMAの説明は自分でお探しくだいさい
As the name implies
Please explain GMMA by yourself
VOLUME WEIGHTED Guppy Multiple Moving Average名前のとおり
GMMAの説明は自分でお探しくだいさい
As the name implies
Please explain GMMA by yourself
Hull Guppy Multiple Moving Average 名前のとおり
GMMAの説明は自分でお探しくだいさい
As the name implies
Please explain GMMA by yourself
Triple Exponential Guppy Multiple Moving Average名前のとおり
GMMAの説明は自分でお探しくだいさい
As the name implies
Please explain GMMA by yourself
Consensio Trading SystemConsensio Trading System involves using 3 different moving average comprised of 2, 7 and 30-week simple moving average. The trading methodology is simple when all moving average are above one another and is converging up ..You're in a bull market and vise versa for a bear market when all the moving average below one another and is converging down. There are said to be more than 1000 (1k) combination for this system to begin trade with and all pattern require at least 3 moving average. This system is mainly used with the weekly chart for longterm perspective although it can be used up to 30 min for short-term trade setups. The main component of this system is longer-term moving average i.e.30 period if that is down and other MA are consolidating within a range aka death cross back and forth ... the overall market should be considered bear market regardless of other two moving average crossovers.
Hyperwave Channel by Lucid Investment Strategies
Co-hosted by D. Tyler Jenks and Leah Wald
D. Tyler Jenks, the President, and CIO of Lucid Investment Strategies LLC developed the proprietary technical system of Hyperwave. After 40 years as an investment manager, he discovered over 300 examples of Hyperwaves within various asset classes; stocks, bonds, commodities , indexes, and cryptocurrencies
SMA Guppy (Prophet)Guppy using SMAs instead of EMAs.
SMAs commonly act as support/resistance.
Using this along with an EMA guppy gives a good trend analysis along with potential stops/targets.
Guppy Multiple Moving AverageAn implementation of the Guppy Multiple Moving Average, as originally described by Daryl Guppy.
Alert presets have been added for convenience, including
- Price enters investor group
- Price rises over investor group
- Price falls under investor group
- Trader-group rises above Investor group
- Trader-group falls below Investor group
Learn more about interpretation and uses of the GMMA in some of Daryl's books, I have thoroughly enjoyed reading "Trend Trading" and am looking forward to reading more of his works.
Renko GuppyI like renko blocks and I like guppy mma's so I decided to put together a study for using them with each other while I'm using other bar types.
Additionally, I added two line plots for two different renko sizes of your choice. This has a nice benefit of being able to see how price appears to be ranging between the "block sizes".
Being able to see the lines contract, especially within these "ranging" zones, gives you a great indication of an impending breakout.
The example you see above shows the guppy block size set to 15, the white line is 50 and the blue is 100. It should hopefully illustrate the idea.
The current close price (red line) can also be optionally plotted as a separate moving average, or simply the close price. I defaulted it to a 3 period EMA to smooth it out a bit so it flows a bit better with the guppy ma's. It's helpful to see how price is actually moving around within these Renko blocks.
Pick either Traditional or ATR block sizes.
There are the fast (5) / slow (5) moving averages.
Pick your poison: EMA (default), SMA, WMA, SMMA, DEMA, TEMA, HullMA, ZEMA, TMA, SSMA
There's some options to disable/enable things as you see fit.
The defaults are set to my own needs so you'll probably want to change block sizes for you preferences/symbols/timeframes.
Note: This is presumably only usable for those of you with access to Renko charts on here.
Guppy MMA 3, 5, 8, 10, 12, 15 and 30, 35, 40, 45, 50, 60Guppy Multiple Moving Average
Short Term EMA 3, 5, 8, 10, 12, 15
Long Term EMA 30, 35, 40, 45, 50, 60
Use for SFTS Class
Super Guppy R1.0 by JustUncleLThis indicator is a Super Guppy version of standard Guppy GMMA as used in "CM_GUPPY_EMA Revised R2 by JustUncleL". Guppy MAs are designed to capture the inferred behaviour of traders and investors by using two groups of averages.
In this version of Super Guppy Traders Group of EMAs are:
EMA3 to EMA23 step 2 (Aqua=Uptrend, Blue=downtrend)
and Investors Group EMAs are:
EMA25 to EMA70 step 3 (Lime=Uptrend, Red=downtrend)
(Gray=Trend not established or in a Pull Back).
The idea of Guppy EMAs is to use fractal repetitions to identify points of agreement and disagreement which precede significant trend changes. For further info on how Guppy/Super Guppy can be used in trading please refer to
www.guppytraders.com
and many other articles available on the subject.
This indicator provides the following :
Swing Arrow Alerts (Red for Sell and Green for Buy) to indicate PullBack entries after new trend has been established. Also have option to wait for both fast and slow to completely separate (Confluence). Another option is to show alerts when show arrows when Candle colour changes, this is handy when using Heikin Ashi or Renko Charts.
Trend Break Arrow Alerts (Blue for Sell and Aqua for Buy) to indicate entries for aggressive trend swing point and is calculated by cross over of the average Traders EMA with the average Investors EMA. This was suggested option by Guppy.
Anchor Time frame (0=current), is the time frame that the Guppy EMAs are calculated for. In this way the 60min Guppy can be viewed on say 15min chart and help with setting up tighter Stop Loss conditions.
Alert conditions are also created for the TradingView Alarm subsystem. Only alerts for the selected alert options are generated.
CM_Guppy_EMA Revised by JustUncleLThis is an updated version of script created By ChrisMoody to use Daryl Guppy EMA's.
30-Aug-2017 Revisions by JustUncleL
Added Optional Alert Arrows
Added Alertcondition to generate signals for Alarm Subsystem.
Changed some default colours.
CMs Original script and details can be found here: