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...
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...
Measures the period's change in terms of the instrument's value (e.g. pip, dollar, etc) instead of as a percentage. I generally use it on a daily time frame with a period=1 to see how the current day's move compares with prior days' moves in order to gain a perspective into how this move ranks historically.
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,...
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...
This is a graphical representation of things you see everyday in your watchlists - % Changes. This tool uses the entire history of an instrument. Different instruments have different distributions.
Pretty simple really - when the oscillator is positive it means that there's bull RSI divergence, negative means there is bear RSI divergence.
Simple formula to make it, Rate of Change on RSI vs. Rate of Change on price, smoothed out using an EMA.
I started from scratch and borrowed nothing from any source, so its completely unique. Named TypanumTrio, it will evolve into a trend-detector, chop-detector, & volatility detector. Currently its only a trend-detector. Its not a full strategy, rather is an eviron-detection module which will become part of other IMQ strategies, such as Alduin. Tympanum is the...
This tool acts as Month-to-Month % Return but in Combo mode. Allows to compare the asset's monthly performances across the preferred years. It works everywhere but better in use on the daily timeframe.
Trang web này sử dụng cookie để đảm bảo bạn có được trải nghiệm tốt nhất trên trang web của chúng tôi. Để tìm hiểu thêm về cookie, bao gồm cách kiểm soát cookie, vui lòng đọc Chính sách cookie của chúng tôi.