A simple backtest version of a Hull Trend with Kahlman strategy
Inspired by and To be used with SuperTrend by Alex Orekhov (everget)
This add-on combines the consensus of several moving averages into a binary signal for a good short or long entry.
EMA cloud for multiple time frames. Change settings for time frame u need. Default is 4 hrs. Original credit to Junij
Simple indicator combining up to three moving averages. Uses simple moving average (SMA) and exponential moving average (EMA).
Basic dual moving average indicator supporting both simple moving average (SMA) and exponential moving average (EMA).
What in the world is up folks ??!?? Here's the indicator of the day. Sharing a simple one today because I'm busy coding for a few clients (fun life of a top script author on TradingView) The TMA bands is an indicator that I discovered on FXCM a few years ago FXCM TMA bands From the screenshot above, we see that when the price hits the lower band, it's a...
This is my PSv4.0 enhanced version of Dr. John Ehlers' Zero Lag Indicator with I.P.O.C.S. that uses a novel EMA based error correcting technique. It accepts a floating point number for the critical period providing ultimate tunability in my version. What's visually appealing about this indicator is the crossover turning points are marked with highly visible...
Green = Go Blue = Cautious Red = Bad Works great as long as Bitcoin Dominance is showing weakness (alt season).
During alt season, when we're green, we're good to go. Blue is be curious, red is no go.
Has 1) Moving averages for A) Ride Trend B) Support & Resistance C) Entry-Exit 2) Bolinger Bands for Volatility 3) VWAP for Volume
//@version=4 study(title="MA Cross", overlay=true) short = sma(close, 9) long = sma(close, 21) plot(short, color = color.red) plot(long, color = color.green) plot(cross(short, long) ? short : na, style = plot.style_cross, linewidth = 4)
Experiment with various intervals of VWAPs and extending them 1 & 2 extra intervals. Uses base intervals from the standard 1 day to half yearly intervals (day/month/quarterly/half yearly). VWAPs are calculated by the sum of typical price x volume divided by sum volume over the interval. With the 1 D (standard vwap ) the sums reset to zero at the end of the...