This is not my script. The original was done by pizer.. I have just added an option to include a fast moving average and a slow moving average to filter the direction....implying should I look for "Put" or "Call"
Continue to experiement with VWAP and EVWMA. It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit. Here are few other strategies based on EVWMA: EVWMA VWAP MACD Strategy QuantNomad - EVWMA MACD Strategy
Study version of EVWMA VWAP MACD Strategy I pulished recently:
Weighted standard deviation allows you to apply a weight, or relative significance to each value in a set of values. Values with a higher value for their weight are considered as more significant to a sample as compared to the other values in a sample.
Introduction Remember that we can make filters by using convolution, that is summing the product between the input and the filter coefficients, the set of filter coefficients is sometime denoted "kernel", those coefficients can be a same value (simple moving average), a linear function (linearly weighted moving average), a gaussian function (gaussian filter), a...
This is Keltner Channel where I added Bull and Bear signals. It has a lot of settings to play around with. Have fun... For more information on Keltner Channel: www.investopedia.com
Based on comment of @coondawg71 I tried to compare VWAP and EVWMA. Both are sort of moving averages so I decided to create a MACD based on these 2 indicators. In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal". Strategy seems to work pretty good at 2h-8h timeframes for crypto. What do you thing about it?
Hello traders Very busy preparing a few stuff for Black Friday but wanted to remind that I still know Pinescript and how to step up my game :) My master @RicardoSantos once again showed me how to push the pinescript limits one step/dimension further. Kudo also to my client (Judy) for this amazing idea. I inspired myself from his script () to display multiple...
The Market Thrust indicator is a powerful measure of the stock market's internal strength or weakness. There are four components to this indicator: 1-Advancing Issues on the New York Stock Exchange (NYSE) – $ADV 2-Advancing Volume on the NYSE – $UVOL 3-Declining Issues on the NYSE – $DECL 4-Declining Volume on the NYSE – $DVOL The formula for Market Thrust is...
This script was built using a logical approach to trading systems. All the details can be found in a step by step guide below. I hope you enjoy it. I am really glad to be part of this community. Thank you all. I hope you not only succeed on your trading career but also enjoy it. docs.google.com
Moving Average Cross Alert, Multi-Timeframe Option (MTF) (by ChartArt) with buy sell alerts added
Leledc Exhaustion Bar indicator created by glaz converted to Pine 4, plotshape was added.
HI BIG PLAYERS, I present you a new moving average indicator that relates the values to the lenght of Fibonacci sequence. Kind regards NXT2017