Advance AMA with Sylvain BandsMany traders believe that the moving averages are favorite tools and analysts have spent decades trying to improve moving averages partiularly the simple moving average. One way to address the disadvantages of moving averages is to multiply the weighting factor by a volatility ratio which is called Adaptive moving averages.
This indicator uses an special adaptive moving averages which is developed by John Ehlers. The model adapts to price movement “based on the rate change of phase as measured by the Hilbert Transform Discriminator”. This method of adaptation features a fast and a slow moving average so that the composite moving average swiftly responds to price changes and holds the average value until the next bars close. In addition, the smoothed Volatility Bands were created by Sylvain Vervoort is included.
Vervoort
Smoothed Volatility Bands [CC]The Smoothed Volatility Bands were created by Sylvain Vervoort (Stocks and Commodities Sep 2020 pg 19) and this is a heavily customized version of regular Bollinger Bands that take volatility into account. Feel free to change the moving average since Vervoort recommended trying that out. Buy when the indicator line turns green and sell when it turns red.
Let me know if there are any other indicators you want me to publish!
Combo Strategy 123 Reversal & Average True Range Trailing Stops This is combo strategies for get
a cumulative signal. Result signal will return 1 if two strategies
is long, -1 if all strategies is short and 0 if signals of strategies is not equal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Secon strategy
Average True Range Trailing Stops Strategy, by Sylvain Vervoort
The related article is copyrighted material from Stocks & Commodities Jun 2009
WARNING:
- For purpose educate only
- This script to change bars colors.
Asymmetrical RSIThis indicator was originally developed by Sylvain Vervoort (Stocks & Commodities, V.26:11 (October, 2008): "ARSI, The Asymmetrical RSI").
Bands %ABCThe % Bands multitool to keep volatility and reversals under control using quantitative approach and to trade using different signals.
Features
15 well known % bands
4 display modes ( All Lines , Average Line , Breakouts Histogram , Middle Crosses Histogram )
Bands Customization
Readable and optimized code
How to get access
Buy for 649$ (One-time payment, Source Code Transfer, Sole ownership)
Buy for 229$ (One-time payment, Full-time access, Multi ownership)
Make the symbolic monthly donations to support my open source work (Donate-per-use, Part-time access, Multi ownership)
Implemented bands
Bomar Bands %BOMAR (by Marc Chaikin and Bob Brogan)
Bollinger Bands %B (by John Bollinger)
Apirine Exponential Standard Deviation Bands (by Vitali Apirine)
Standard Error Bands %SEB (by Jon Andersen)
Kirshenbaum Bands %KB (by Paul Kirshenbaum)
Acceleration Bands %A (by Price Headley)
Keltner Channels %KC (by Chester W. Keltner)
Stoller Average Range Channels Bands %STARC (by Manning Stoller)
Donchian Channels %DC (by Richard Donchian)
Interquartile Range Bands %IQR (by Alex Orekhov)
Median Absolute Deviation Bands %MAD (by Alex Orekhov)
Mean Absolute Deviation Bands %MEANAD (by Alex Orekhov)
Vervoort Volatility Bands %VVB (by Sylvain Vervoort)
High Low Bands %HLB
Projection Bands %PB (by Mel Widner)
Vervoort Heiken-Ashi LongTerm Candlestick Oscillator [LazyBear]HACOLT (Heikin Ashi Candles Oscillator Long Term) is a technical indicator designed by Sylvain Vervoort. It is based on Mr.Vervoort's other indicator, HACO (Heikin-Ashi Candles Oscillator - posted here: ).
Optimized for long-term trading, HACOLT shows three levels: -1, 0 and 1. These levels suggest "an open short position", "no open position", and "an open long position", respectively. Passing from a certain level to another is viewed as a trading signal:
- Rising from -1 or 0 to 1 suggests a Long Entry and Short exit;
- Falling from 1 to 0 or -1 suggests a Long Exit;
- Falling from 1 or 0 to -1 indicates a Short Entry.
Fits in nicely with any trading setup as a confirmation indicator
More info:
- tlc.thinkorswim.com
- www.motivewave.com
List of my other indicators:
- GDoc: docs.google.com
- Chart:
Vervoort Heiken Ashi Candlestick OscillatorHeiken-Ashi Candlestick Oscillator (HACO), by Sylvian Vervoort, is a digital oscillator version of the colored candlesticks.
Explanation from Vervoort:
"HACO is not meant to be an automatic trading system, so when there is a buy or sell signal from HACO, make sure it is confirmed by other TA techniques. HACO will certainly aid in signaling buy/sell opportunities and help you hold on to a trade, making it more profitable. The behavior of HACO is closely related to the level and speed of price change. It can be used on charts of any time frame ranging from intraday to monthly."
HACO has 2 configurable length parameters - "UP TEMA length" and "Down TEMA length". Vervoort suggests having them the same value.
I have also added an option to color the bars (overlay mode).
More info:
Trading with the Heiken-Ashi Candlestick Oscillator - Sylvian Vervoort
List of my other indicators:
- GDoc: docs.google.com
- Chart:
No Volume SVAPO [LazyBear]This is a no-volume version of Vervoort's SVAPO. The original version is @
Since it doesn't include volume in its calculations, you can use this on FX.
More info on SVAPO:
More info:
stocata.org
stocata.org
BTW, this is my 150th script. Plenty more to come, my to-publish queue is still full of new stuff :)
For a complete list of my other indicators, do check out the links below:
- GDoc: docs.google.com
- Chart:
Vervoort Volatility Bands [LazyBear]This is Mr. Vervoort's take on volatility bands. Sticking to his style, he uses highly smoothed data everywhere, also improves on the way the bands are calculated. Is this better than others? I will let you guys decide :)
More info:
www.traders.com
List of my other indicators:
- Chart:
- GDoc: docs.google.com
Average True Range Trailing Stops Strategy Average 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
Vervoort Smoothed %b [LazyBear]As we know, %b is a measure of where prices are in relation to the outer Bollinger bands and therefore strongly related to volatility. This can get choppy, though.
Vervoort smoothed this using Zero lag TEMA of custom Heiken-ashi recalculated prices. According to Vervoort, "Smoothed Vervoort %b is often a leading indicator making smooth moves with clear turning points. Normal and hidden divergent moves make it an ideal tool to help find entry and exit points while watching price moving between the Bollinger bands."
More info:
drive.google.com
List of my other indicators:
- Chart:
- GDoc: docs.google.com