Range
[STRATEGY][RS]ZigZag PA Strategy V4.1EXPERIMENTAL:
WARNING: this strategy repaints after reloading and results are heavily curve fitted, use at your own discretion.
UPDATE: (AleksanderThor) add option for a 2nd target, to use you need to activate pyramiding with a setting of 1 manually (not possible to change programatically) .
CD_Average Daily Range Zones- highs and lows of the dayUses daily average ranges of 5 and 10 (most used) as buy (support) and highs (resistance) areas - half ranges used in calculations for a more accurate "forecast" of the H and L . Uses open but not close, so it does not repaint - experimental
[RS]MTF CATR Stop Hunt Levels V0EXPERIMENTAL:
Adaptation from stop hunt levels:
Uses timeframe and atr to set ranges.
[RS]Multiple Time Frame Range Swing V0EXPERIMENTAL:
(republishing, previous had alot of lines crowding the chart)
MTF Range Swing.
[RS]Average Expansion Dynamic Oscillator V0EXPERIMENTAL:
Oscillator Version.
calculation of extremes and price range for averaging movement.
while price is above market is rising, when bellow market is falling. also can discern strength from the gap of the averages.
[RS]Average Expansion Dynamic V0EXPERIMENTAL: calculation of extremes and price range for averaging movement.
while price is above market is rising, when bellow market is falling. also can discern strength from the gap of the averages.
SFX Trend or RangeA remarkably simple but very useful indicator. Earlier and clearer signals than ADX or VHF. More positive ranging signal than any other indicators.
Aqua = ATR
Orange = StdDev
Red = Smoothed Moving Average of the StdDev
Usage:
Any pair, any time frame. Best used on majors and M15 period or higher
Orange breaks above Red when below Aqua = Trend building
Orange breaks below Red when above Aqua = Trend exhausting
Orange below Red when below Aqua = Ranging/Sideways market
[RS]Support and Resistance V0Support and Resistance using donchian channels to validate tops/bottoms
(note: while donchians follow price closely within look back window, this will only update new top/bottom when making new extremes in the donchian channel)
combo with other systems:
GS_Opening-Range-V1ORB Opening Range Breakout 5 and 3O Minute Indicator
Kudos to Chris Moody for the inspiration to create my first indicator.
The 5 and 30 run together at times but the scalp would be when the equity breaks the 5 go long or short for the scalp and when it breaks the 30 go for the swing trade.
Range Identifier [LazyBear] ---- May 05 2015 -----
Added support for filtered ranges:
RID V3 : pastebin.com
RIDv3 has full backward compatibility (!?), meaning all my descriptions below still apply for V3.
-- In addition, I have added a NON-OVERLAY mode, which can be put in its own pane, that shows the number of bars in the current range.
-- in Overlay mode, you can switch on/off filtering ranges based on the bar count.
Sample chart:
---- April 30 2015 -----
Updated the source to show a connected Midline only when ConnectRanges option is enabled.
Updated src: pastebin.com
Sample chart:
---- Original Desc ----
This is a simple indicator that highlights the price ranges. Very helpful in determining a breakout.
There are many ways to incorporate this in to your strategy. One simple idea could be to buy if the price breaks above a range, when above the specified EMA, and to SELL when it breaks down from a range below the EMA.
All options are configurable. Alerts can be setup using the specified plot names.
By default it shows only the ranges, but can be configured to show the full "channel". Chart below shows connected ranges with highlights ON.
Range highlighting can be turned OFF. Chart below shows that:
Note for the pine coders:
As you probably noticed in the charts above, single range is showing 2 colors(red/green). Fill() doesn't accept a series for colors, so I worked around this using two fill() statements with a moving DUMMY line, to get this mixed color effect.
List of my public indicators: bit.ly
List of my app-store indicators: blog.tradingview.com
[RS]Dolchian/Bollinger Hybrid V0EXPERIMENTAL: trend and range analysis using dolchian and bollinger channels methodology merged into one, possibly it can be used to extract 3d depth of market :p
[RS][ALPHA]Predictive Range Analysis V0this code is untested use at your own risk...
applying timed price change over the square to predict price expansion or contraction of the range, it is not predicting the future price only the range that is possible for the price to be in within a margin of error of possibility, with that said i think its very unlikely for price to fall outside the range, due to virtual constraint applied by the auto corrective/cyclical nature of price action.
CM ATR Stops/Bands - Multi-TimeFrameCM_MTF ATR Bands/Stops
Many Options Available Via Input Tab:
-Chart Defaults to Upper and Lower ATR's Based on Current Chart TimeFrame
-Ability to Plot either Upper and/or Lower ATR's
-Ability to Change the Time Frame ATR's are Based On!
-Ability to change Look Back Period and ATR Multiplier Individually for Both Time Frames
-This Gives you the ability to plot same Time Frame with (for ex.) a 5 ATR with a 1.5 Mult and a 14 ATR with a 2.0 Mult etc.
-Or you can plot Daily ATR's on a 60 minute Chart etc.
-ATR Multipliers are Calculated with Code that allows "Non Whole Numbers" Allowing Ability to use 1.5 ATR's, 1.8 ATR's etc.
***Endless # of Combinations can be used!!!!
Average True Range Trailing Stops ColoredAverage True Range Trailing Stops Strategy, by Sylvain Vervoort
The related article is copyrighted material from Stocks & Commodities Jun 2009
Average True Range Trailing Stops, by Sylvain Vervoort Average True Range Trailing Stops, by Sylvain Vervoort
The related article is copyrighted material from Stocks & Commodities Jun 2009
_CM_BarRange_PercentileI know a Trader that went 18 months without a losing trade. This Trader averaged trading 700-800 contracts per month in the Futures markets.
The was not his only system but here were his rules.
He looked at the 60 minute bar and calculated the ranges of the bars over the last 3 months. IF the range of the Bar was Greater Than the 99th Percentile, He would Fade that move or take the trade in the opposite direction.
Thought process is If the Price Bar is Greater Than the 99th Percentile then typically the market reverses. This happens a lot of times at news events. If you’ve studied the markets long enough you know if a Nes based event causes a Huge Move, which we define as Greater than the 99th Percentile, the Market typically moves in the opposite direction.
***This is dependent on the Instrument your trading and the time frame your trading. Some Instruments and time frames this signals a continuation move.
I also added in the Low of the Range based on the 99th Percentile. Often times Low Range Bars…especially if they appear at the top of a swing move, or the bottom of a swing move…create a high probability entry once the High or Low of the bar is taken out in the opposite direction of the previous move…The Low Range bars show indecision after a strong move and create great reversal opportunities.
Works on All Time Frames…again depending on the instrument your trading.
On instruments that MOVE or have High Volatility like Crude and Oil you can get great signals on 1 minute bars.
***Code includes ability to pick ham many bars you want your Look Back Period To Be.
***You can change the percentages to use the 99th Percentile, or 95th percentile, etc…
***The Green Line is the Value of the High Range Percentile.
***The Red Line is the Value of the Low Range Percentile.
***Plots a Magenta Cross on the Red Line if the Range is Below the Low Range Percentile.
***Plots a yellow Cross on the Green Line if the Range is Greater Than the High Range Percentile.
***The Aqua line is the Midpoint of the Range. Or the Average Price Move.
***Colors the Price Bar Yellow if the Range exceeds the High Range Percentile.
***Colors The Bar Magenta if the Range is Less Than the Low Range Percentile
***All parameters can be turned on or off via Check Boxes in the Inputs Tab
