Based on RSI, CCI, StochRSI and ROC
No security function - no overpaints. Only simple indicators in common.
As I noticed - this strategy have common results with the BB strategy - may be we can filter it (for example reduce BB walks)?
Please, if you have any ideas how to make it better, or automate it - I will be happy to discuss.
UPD: oops, as I can see, I...
Shows BTCUSDLONGS vs BTCUSDSHORTS along with their rate of change on a scale that's friendly for a combined indicator. ROC is increased proportionally so you can see it in relationship to Open Shorts and Open Longs on the same graph without zooming. I had been using an offset as well, but using an offset to adjust position causes the highs to look lower and it...
Hello traders and developers!
I was wondering how built-in "roc" function in Pine is defined and calculated so I made a little research.
I examined 4 samples:
1) "roc" function itself
2) "roc" according to its description
3) price change ratio
4) price percent change ratio
The results of the first and fourth samples are identical.
So, TV built-in roc(source,...
ROC works great on data with only positive numbers (like prices).
But it fails to correctly represent the rate of change when source series have negative values.
ROC is positive when:
Source is positive AND Source is rising
OR Source is negative AND Source is falling
Percent change (PCT) is just a ROC that deals with this sign confusion.
Anyone with Data...
Category is difficult with this one. I chose ROC as the closest as this measures the historical % of a given change amount.
This indicator is in a separate panel above or below the main chart. I use it only for Options trading to help with probability reckoning.
Use it (at your own risk) and the code freely and please...
Calculates the strength of a particular currency taking into account it's rate of change (% price change in a period) in all correlated and anti-correlated pairs. For instance, when looking for USD strength we will add ROC for USDCAD, USDCHF and USDJPY while subtract AUDUSD, EURUSD, GBPUSD and NZDUSD.
After ROC step, one can smooth the result using EMA, or...
Code takes six pairs that are highly correlated to GBPNZD and determines if their ROC's are increasing or decreasing. If a pair has an increasing ROC it is given a 1, if decreasing a -1. The numbers are all added up (this is similar to a count for counting cards in blackjack). If the count goes positive the strategy enters a long position, if negative a short...
Rate of change of most volatile JPY and GBP pairs. All pairs ending in JPY are red except GBPJPY (colored yellow --currently most volatile 7/2016). GBPNZD is blue, the other GBP pairs are green, lime and teal. GBPJPY and GBPNZD are my favorite day trading / swing trading pairs. This script allows me to see the action of the most volatile and liquid pairs on one...
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